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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Portfolio selection
Theorie
1,062
Theory
1,062
Portfolio-Management
297
Stochastic process
246
Stochastischer Prozess
246
Option pricing theory
209
Optionspreistheorie
209
Volatility
118
Volatilität
118
Hedging
107
CAPM
94
Derivat
94
Derivative
94
Risiko
89
Risk
89
Yield curve
89
Zinsstruktur
89
Credit risk
83
Kreditrisiko
83
Martingal
76
Martingale
76
Transaction costs
75
Transaktionskosten
75
Mathematical programming
61
Mathematische Optimierung
61
Incomplete market
57
Unvollkommener Markt
57
Markov chain
55
Markov-Kette
55
Risk measure
53
Risikomaß
52
Börsenkurs
51
Share price
51
Option trading
49
Optionsgeschäft
49
Black-Scholes model
45
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45
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45
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319
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320
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English
320
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Korn, Ralf
7
Kabanov, Jurij M.
6
Pham, Huyên
6
Konno, Hiroshi
5
Sass, Jörn
5
Benth, Fred Espen
4
Choulli, Tahir
4
Fabozzi, Frank J.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Lépinette, Emmanuel
4
Muhle-Karbe, Johannes
4
Platen, Eckhard
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Deng, Jun
3
Elie, Romuald
3
Forsyth, Peter A.
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Reikvam, Kristin
3
Schachermayer, Walter
3
Wang, Ruodu
3
Wilmott, Paul
3
Aksamit, Anna
2
Baviera, Roberto
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bielecki, Tomasz R.
2
Bouchard, Bruno
2
Bouchaud, Jean-Philippe
2
Bäuerle, Nicole
2
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Finance and stochastics
International journal of theoretical and applied finance
Economics letters
648
Journal of econometrics
532
Applied economics
408
Journal of banking & finance
347
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
341
Journal of economic dynamics & control
313
Econometric theory
299
European journal of operational research : EJOR
296
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
293
Insurance / Mathematics & economics
291
Economic modelling
275
Journal of applied econometrics
267
The review of economics and statistics
217
Finance research letters
215
Applied economics letters
204
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
204
Econometric reviews
199
Journal of international money and finance
191
The journal of finance : the journal of the American Finance Association
183
Journal of empirical finance
181
Journal of financial economics
175
International review of economics & finance : IREF
172
Mathematical finance : an international journal of mathematics, statistics and financial theory
165
Oxford bulletin of economics and statistics
155
Journal of quantitative economics : official journal of the Indian Econometric Society
151
The review of financial studies
149
Management science : journal of the Institute for Operations Research and the Management Sciences
148
The European journal of finance
143
Quantitative finance
142
Journal of macroeconomics
133
Applied financial economics
131
Journal of forecasting
128
Journal of monetary economics
128
International journal of forecasting
122
International review of financial analysis
120
American journal of agricultural economics
119
European economic review : EER
116
Risks : open access journal
115
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ECONIS (ZBW)
320
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
6
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
7
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
8
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
9
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
10
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
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