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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
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Portfolio selection
Risk
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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English
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Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Filipović, Damir
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Carassus, Laurence
3
Cont, Rama
3
El Karoui, Nicole
3
Frittelli, Marco
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Sulem, Agnès
3
Zariphopoulou-Souganidis, Thaleia
3
Øksendal, Bernt K.
3
Benth, Fred Espen
2
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Cherny, Alexander S.
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Leitner, Johannes
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
442
European journal of operational research : EJOR
439
NBER working paper series
409
Working paper / National Bureau of Economic Research, Inc.
352
NBER Working Paper
342
Journal of banking & finance
300
Journal of economic dynamics & control
259
Economics letters
228
Finance research letters
195
Journal of economic theory
192
Finance and stochastics
183
Discussion paper / Centre for Economic Policy Research
178
CESifo working papers
174
Management science : journal of the Institute for Operations Research and the Management Sciences
171
International journal of theoretical and applied finance
161
Research paper series / Swiss Finance Institute
149
Risks : open access journal
149
The review of financial studies
141
Journal of financial economics
137
Journal of risk and uncertainty : JRU
132
Economic modelling
130
Quantitative finance
125
The journal of finance : the journal of the American Finance Association
121
Journal of empirical finance
114
Working paper
110
Journal of economic behavior & organization : JEBO
107
Discussion paper / Tinbergen Institute
105
The journal of portfolio management : a publication of Institutional Investor
105
International review of economics & finance : IREF
100
Swiss Finance Institute Research Paper
98
International review of financial analysis
93
Mathematics and financial economics
93
Applied economics
91
The European journal of finance
89
Journal of mathematical economics
84
Journal of monetary economics
84
The North American journal of economics and finance : a journal of financial economics studies
83
Discussion paper
81
American journal of agricultural economics
80
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ECONIS (ZBW)
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1
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
3
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
4
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
5
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
6
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
7
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
8
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
9
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
10
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
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