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subject:"Economic growth"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Asymmetrische Information"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Economic growth
Asymmetrische Information
Portfolio-Management
Volatilität
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
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39
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35
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35
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27
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Probability theory
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Platen, Eckhard
8
Zhou, Xun Yu
6
Li, Duan
5
Rogers, Leonard C. G.
5
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Schweizer, Martin
4
Touzi, Nizar
4
Benth, Fred Espen
3
Carassus, Laurence
3
El Karoui, Nicole
3
Hobson, David G.
3
Jamshidian, Farshid
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Renault, Eric
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Carr, Peter
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
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2
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2
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2
Filipović, Damir
2
Fouque, Jean-Pierre
2
Girotto, Bruno
2
Gulisashvili, Archil
2
He, Xue Dong
2
Henderson, Vicky
2
Jarrow, Robert A.
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
658
Working paper / National Bureau of Economic Research, Inc.
588
NBER Working Paper
566
Discussion paper / Centre for Economic Policy Research
428
Journal of banking & finance
381
Economics letters
355
European journal of operational research : EJOR
318
Journal of economic theory
301
Journal of economic dynamics & control
299
Insurance / Mathematics & economics
290
Economic modelling
288
CESifo working papers
259
Finance research letters
257
Working paper
239
Discussion paper / Tinbergen Institute
222
Journal of financial economics
221
International journal of theoretical and applied finance
215
The review of financial studies
212
Economic theory : official journal of the Society for the Advancement of Economic Theory
197
Finance and stochastics
191
Applied economics
180
Journal of empirical finance
178
The journal of finance : the journal of the American Finance Association
176
International review of economics & finance : IREF
175
Research paper series / Swiss Finance Institute
173
Management science : journal of the Institute for Operations Research and the Management Sciences
172
European economic review : EER
164
Journal of econometrics
158
Quantitative finance
155
Applied economics letters
145
Journal of economic behavior & organization : JEBO
144
The American economic review
142
Discussion papers / CEPR
140
The European journal of finance
138
Macroeconomic dynamics
135
Discussion paper
133
International review of financial analysis
133
Journal of monetary economics
131
Risks : open access journal
125
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ECONIS (ZBW)
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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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