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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastischer Prozess"
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Anlageverhalten
Portfolio-Management
Stochastischer Prozess
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
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
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
24
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Article
214
Book / Working Paper
1
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Article in journal
215
Aufsatz in Zeitschrift
215
Collection of articles of several authors
1
Sammelwerk
1
Language
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English
215
Author
All
Platen, Eckhard
7
Zhou, Xun Yu
6
Li, Duan
5
Cadenillas, Abel
4
Carr, Peter
4
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Benth, Fred Espen
3
Biagini, Francesca
3
Carassus, Laurence
3
Choulli, Tahir
3
El Karoui, Nicole
3
Geman, Hélyette
3
Hobson, David G.
3
Kardaras, Constantinos
3
Korn, Ralf
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Yor, Marc
3
Zapatero, Fernando
3
Zariphopoulou-Souganidis, Thaleia
3
Bielecki, Tomasz R.
2
Bäuerle, Nicole
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Crépey, Stéphane
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Frey, Rüdiger
2
Frittelli, Marco
2
Girotto, Bruno
2
He, Xue Dong
2
Henderson, Vicky
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
668
Insurance / Mathematics & economics
378
NBER working paper series
329
Working paper / National Bureau of Economic Research, Inc.
280
Journal of banking & finance
279
NBER Working Paper
266
Journal of economic dynamics & control
260
Finance and stochastics
254
International journal of theoretical and applied finance
234
Finance research letters
192
Computers & operations research : and their applications to problems of world concern ; an international journal
179
The review of financial studies
160
Research paper series / Swiss Finance Institute
154
Operations research
152
Quantitative finance
152
Management science : journal of the Institute for Operations Research and the Management Sciences
149
Risks : open access journal
147
Economics letters
143
Operations research letters
141
Discussion paper / Tinbergen Institute
140
Discussion paper / Centre for Economic Policy Research
138
Journal of financial economics
138
Journal of econometrics
135
The journal of finance : the journal of the American Finance Association
132
Economic modelling
128
International journal of production research
127
Journal of economic theory
122
Journal of empirical finance
121
SpringerLink / Bücher
114
Computational economics
109
Swiss Finance Institute Research Paper
106
Mathematical methods of operations research
103
Mathematics of operations research
101
The journal of portfolio management : a publication of Institutional Investor
101
The European journal of finance
98
International review of economics & finance : IREF
93
International review of financial analysis
92
The North American journal of economics and finance : a journal of financial economics studies
90
CESifo working papers
88
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ECONIS (ZBW)
215
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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
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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