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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Börsenkurs"
~subject:"Share price"
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Anlageverhalten
Portfolio-Management
Börsenkurs
Share price
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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Undetermined
20
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Article
180
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Article in journal
180
Aufsatz in Zeitschrift
180
Language
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English
180
Author
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Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Bäuerle, Nicole
2
Böhm, Volker
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
Frey, Rüdiger
2
Girotto, Bruno
2
He, Xue Dong
2
Kijima, Masaaki
2
Kohatsu-Higa, Arturo
2
Lakner, Peter
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
480
Working paper / National Bureau of Economic Research, Inc.
423
NBER Working Paper
369
Journal of banking & finance
345
Insurance / Mathematics & economics
280
European journal of operational research : EJOR
277
The review of financial studies
251
Journal of economic dynamics & control
250
The journal of finance : the journal of the American Finance Association
246
Finance research letters
244
Journal of financial economics
221
Discussion paper / Centre for Economic Policy Research
195
International journal of theoretical and applied finance
176
Journal of empirical finance
171
Finance and stochastics
168
Research paper series / Swiss Finance Institute
168
Economics letters
163
Quantitative finance
159
International review of financial analysis
143
Economic modelling
140
Management science : journal of the Institute for Operations Research and the Management Sciences
139
International review of economics & finance : IREF
137
The European journal of finance
123
The North American journal of economics and finance : a journal of financial economics studies
114
Swiss Finance Institute Research Paper
113
The journal of portfolio management : a publication of Institutional Investor
111
Risks : open access journal
110
Applied economics
108
Computational economics
106
Journal of financial and quantitative analysis : JFQA
102
SpringerLink / Bücher
102
Discussion paper / Tinbergen Institute
98
Journal of economic theory
96
CESifo working papers
95
Journal of risk and financial management : JRFM
90
Applied economics letters
89
Journal of economic behavior & organization : JEBO
89
Mathematics and financial economics
85
The American economic review
85
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ECONIS (ZBW)
180
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1
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
3
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
4
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
5
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
8
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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