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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Spieltheorie"
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Anlageverhalten
Portfolio-Management
Derivat
Spieltheorie
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
Derivative
28
Börsenkurs
27
Share price
27
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
178
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Article in journal
178
Aufsatz in Zeitschrift
178
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English
178
Author
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Platen, Eckhard
7
Zhou, Xun Yu
6
Jarrow, Robert A.
5
Li, Duan
5
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Capponi, Agostino
3
Carassus, Laurence
3
El Karoui, Nicole
3
Glasserman, Paul
3
Guasoni, Paolo
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Boyle, Phelim P.
2
Brigo, Damiano
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Crépey, Stéphane
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Jamshidian, Farshid
2
Kohatsu-Higa, Arturo
2
Linetsky, Vadim
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Games and economic behavior
662
Journal of economic theory
516
Journal of banking & finance
325
NBER working paper series
320
Economics letters
316
Working paper / National Bureau of Economic Research, Inc.
307
European journal of operational research : EJOR
288
Insurance / Mathematics & economics
286
Discussion paper / Center for Economic Research, Tilburg University
279
Journal of economic dynamics & control
275
NBER Working Paper
252
Economic theory : official journal of the Society for the Advancement of Economic Theory
239
Discussion paper / Centre for Economic Policy Research
234
Journal of economic behavior & organization : JEBO
208
International journal of theoretical and applied finance
205
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
203
International journal of game theory : official journal of the Game Theory Society
186
The review of financial studies
186
Finance research letters
183
Finance and stochastics
174
SpringerLink / Bücher
160
The journal of futures markets
160
Discussion paper / Tinbergen Institute
159
Management science : journal of the Institute for Operations Research and the Management Sciences
152
The journal of finance : the journal of the American Finance Association
152
The American economic review
149
Journal of financial economics
148
Research paper series / Swiss Finance Institute
139
Working paper
132
Mathematical social sciences
131
Quantitative finance
128
Journal of mathematical economics
127
CORE discussion paper : DP
122
CESifo working papers
121
Mathematical methods of operations research
120
Social choice and welfare
111
Journal of empirical finance
109
Economic modelling
105
Europäische Hochschulschriften / 5
105
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ECONIS (ZBW)
178
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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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