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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Pham, Huyên"
~person:"Sulem, Agnès"
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Anlageverhalten
Portfolio-Management
Theorie
7
Theory
7
Portfolio selection
4
CAPM
2
Control theory
2
Incomplete market
2
Kontrolltheorie
2
Unvollkommener Markt
2
Arbitrage Pricing
1
Arbitrage pricing
1
Consumption theory
1
Dynamic programming
1
Dynamische Optimierung
1
Electronic trading
1
Elektronisches Handelssystem
1
Hedging
1
Insider trading
1
Insiderhandel
1
Konsumtheorie
1
Market microstructure
1
Marktmikrostruktur
1
Risiko
1
Risk
1
Securities trading
1
Stochastic game
1
Stochastic process
1
Stochastischer Prozess
1
Stochastisches Spiel
1
Transaction costs
1
Transaktionskosten
1
Wertpapierhandel
1
inventory risk
1
limit order book
1
marked point process
1
market making
1
pro rata microstructure
1
stochastic control
1
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Article
4
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Article in journal
4
Aufsatz in Zeitschrift
4
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English
4
Author
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Pham, Huyên
Sulem, Agnès
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Tankov, Peter
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
4
International journal of theoretical and applied finance
2
Journal of mathematical economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical modeling and numerical methods in finance : special volume
1
Numerical methods in finance
1
Risks : open access journal
1
Stochastic modelling and applied probability
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
4
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1
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
2
Utility maximization in an insider influenced market
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003336869
Saved in:
3
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility
Akian, Marianne
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 153-188
Persistent link: https://www.econbiz.de/10001650923
Saved in:
4
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
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