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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Portfolio selection
Stochastischer Prozess
Theorie
496
Theory
496
Portfolio-Management
152
Stochastic process
130
Option pricing theory
106
Optionspreistheorie
106
Martingal
59
Martingale
59
Transaction costs
54
Transaktionskosten
54
Risiko
53
Risk
53
Hedging
52
CAPM
51
Volatility
42
Volatilität
42
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Mathematische Optimierung
34
Incomplete market
32
Unvollkommener Markt
32
Measurement
30
Messung
30
Derivat
29
Derivative
29
Arbitrage Pricing
27
Arbitrage pricing
27
Markov chain
26
Markov-Kette
26
Option trading
26
Optionsgeschäft
26
Risk measure
26
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
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19
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Article
258
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Article in journal
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258
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English
258
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Kabanov, Jurij M.
9
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Pham, Huyên
5
Rüschendorf, Ludger
5
Benth, Fred Espen
4
Choulli, Tahir
4
Fukasawa, Masaaki
4
Larsen, Kasper
4
Lépinette, Emmanuel
4
Schachermayer, Walter
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Björk, Tomas
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Wang, Ruodu
3
Žitković, Gordan
3
Aksamit, Anna
2
Alòs, Elisa
2
Bank, Peter
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Capponi, Agostino
2
Carmona, René
2
Cheridito, Patrick
2
Cherny, Alexander S.
2
Denis, Emmanuel
2
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Finance and stochastics
Economics letters
691
European journal of operational research : EJOR
684
Journal of econometrics
616
Applied economics
416
Insurance / Mathematics & economics
392
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
374
Journal of economic dynamics & control
370
Journal of banking & finance
358
Econometric theory
341
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
319
Economic modelling
304
Journal of applied econometrics
271
International journal of theoretical and applied finance
250
Econometric reviews
237
Finance research letters
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
225
The review of economics and statistics
223
Applied economics letters
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
213
Journal of international money and finance
196
Journal of empirical finance
192
The journal of finance : the journal of the American Finance Association
192
Journal of financial economics
185
Management science : journal of the Institute for Operations Research and the Management Sciences
179
Computers & operations research : and their applications to problems of world concern ; an international journal
178
International review of economics & finance : IREF
178
Quantitative finance
169
The review of financial studies
166
Risks : open access journal
162
Oxford bulletin of economics and statistics
157
The European journal of finance
154
Operations research
152
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Operations research letters
143
Journal of macroeconomics
140
Journal of forecasting
139
International journal of forecasting
133
Applied financial economics
132
International journal of production research
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ECONIS (ZBW)
258
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1
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10
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258
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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
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
3
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:
4
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
5
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
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