//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Becherer, Dirk"
~person:"Kim, Donghan"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätzung
Portfolio selection
Portfolio-Management
5
Theorie
5
Theory
5
Stochastic process
3
Stochastischer Prozess
3
Stochastic portfolio theory
2
Anlageverhalten
1
Arbitrage
1
Behavioural finance
1
Bewertung
1
Book value
1
CAPM
1
Elastic reflection
1
Evaluation
1
Finite-fuel problem
1
Free boundary
1
Functional generation
1
Functional generation of portfolios
1
Handelsvolumen der Börse
1
Information value
1
Informationswert
1
Inverse local time
1
Liquidity
1
Liquidität
1
Market liquidity
1
Market-to-book ratio
1
Marktliquidität
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Optimal liquidation
1
Pathwise Itô and Tanaka formulas
1
Singular control
1
Stochastic liquidity
1
Stochastic volume effect
1
Strong relative arbitrage
1
Trading strategies
1
Trading volume
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Becherer, Dirk
Kim, Donghan
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Gozzi, Fausto
2
Jaschke, Stefan R.
2
Kardaras, Constantinos
2
Källblad, Sigrid
2
Lindskog, Filip
2
Madan, Dilip B.
2
Malamud, Semyon
2
more ...
less ...
Published in...
All
Finance and stochastics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Journal of financial markets
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
3
Optimal liquidation under stochastic liquidity
Becherer, Dirk
;
Bilarev, Todor
;
Frentrup, Peter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 39-68
Persistent link: https://www.econbiz.de/10011945624
Saved in:
4
A monetary value for initial information in portfolio optimization
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 29-46
Persistent link: https://www.econbiz.de/10001724639
Saved in:
5
The numeraire portfolio for unbounded semimartingales
Becherer, Dirk
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10001599277
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->