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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Portfolio selection
Volatilität
Theorie
496
Theory
496
Portfolio-Management
152
Stochastic process
130
Stochastischer Prozess
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
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Mathematische Optimierung
34
Incomplete market
32
Unvollkommener Markt
32
Measurement
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Messung
30
Derivat
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Arbitrage Pricing
27
Arbitrage pricing
27
Markov chain
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Markov-Kette
26
Option trading
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Optionsgeschäft
26
Risk measure
26
Risikomaß
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Black-Scholes model
20
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19
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Article
192
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Article in journal
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192
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English
192
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Kabanov, Jurij M.
6
Benth, Fred Espen
4
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Carmona, René
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Andersen, Leif B. G.
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Filipović, Damir
2
Fouque, Jean-Pierre
2
Föllmer, Hans
2
Gerhold, Stefan
2
Glasserman, Paul
2
Gozzi, Fausto
2
Hobson, David G.
2
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Finance and stochastics
Economics letters
711
Journal of econometrics
613
Applied economics
444
Journal of banking & finance
408
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
379
Journal of economic dynamics & control
363
Economic modelling
318
Econometric theory
312
European journal of operational research : EJOR
305
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
302
Insurance / Mathematics & economics
297
Journal of applied econometrics
286
Finance research letters
261
Applied economics letters
233
Journal of international money and finance
231
Econometric reviews
228
Mathematical finance : an international journal of mathematics, statistics and financial theory
225
Journal of financial economics
224
International journal of theoretical and applied finance
222
The review of economics and statistics
222
Journal of empirical finance
220
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
213
The journal of finance : the journal of the American Finance Association
211
International review of economics & finance : IREF
200
The review of financial studies
194
The European journal of finance
175
Journal of forecasting
165
Quantitative finance
165
International journal of forecasting
164
Oxford bulletin of economics and statistics
162
Journal of monetary economics
161
International review of financial analysis
156
Management science : journal of the Institute for Operations Research and the Management Sciences
156
Journal of quantitative economics : official journal of the Indian Econometric Society
152
Journal of macroeconomics
148
Applied financial economics
143
Risks : open access journal
133
European economic review : EER
132
The North American journal of economics and finance : a journal of financial economics studies
132
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ECONIS (ZBW)
192
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1
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10
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192
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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
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
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