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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Estimation theory
Schätzung
Portfolio selection
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
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
Arbitrage
19
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19
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Article
156
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Article in journal
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156
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English
156
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Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
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
Kim, Donghan
2
Källblad, Sigrid
2
Lindskog, Filip
2
Madan, Dilip B.
2
Malamud, Semyon
2
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Finance and stochastics
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
International journal of theoretical and applied finance
164
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)
156
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11
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
12
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
13
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
14
The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus
;
Lindensjö, Kristoffer
;
Lindskog, Filip
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 125-167
Persistent link: https://www.econbiz.de/10012253342
Saved in:
15
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
16
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
17
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:
18
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
19
Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
Saved in:
20
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
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