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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~subject:"United States"
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Portfolio-Management
Stochastischer Prozess
United States
Theorie
1,036
Theory
1,036
Mathematical programming
228
Mathematische Optimierung
228
Portfolio selection
220
Stochastic process
180
Option pricing theory
118
Optionspreistheorie
118
Markov chain
87
Markov-Kette
87
Risiko
71
Risk
71
Martingal
69
Martingale
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Hedging
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Transaction costs
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53
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Spieltheorie
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Volatility
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Volatilität
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Yield curve
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Zinsstruktur
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Incomplete market
36
Risk measure
36
Unvollkommener Markt
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Cooperative game
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Dynamic programming
35
Kooperatives Spiel
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Risikomaß
35
Measurement
34
Messung
34
Dynamische Optimierung
33
Derivat
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Kabanov, Jurij M.
9
Korn, Ralf
6
Rüschendorf, Ludger
6
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Pham, Huyên
5
Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
4
Björk, Tomas
4
Bäuerle, Nicole
4
Choulli, Tahir
4
Frey, Rüdiger
4
Fukasawa, Masaaki
4
Larsen, Kasper
4
Lépinette, Emmanuel
4
Sass, Jörn
4
Schachermayer, Walter
4
Schied, Alexander
4
Soner, Halil Mete
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Chen, Zhiping
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Hernández-Hernández, Daniel
3
Jarrow, Robert A.
3
Jiao, Ying
3
Kallsen, Jan
3
Klüppelberg, Claudia
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Kraft, Holger
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Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Pliska, Stanley R.
3
Steffensen, Mogens
3
Taksar, Michael I.
3
Wang, Ruodu
3
Žitković, Gordan
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Finance and stochastics
Mathematical methods of operations research
Working paper / National Bureau of Economic Research, Inc.
1,552
European journal of operational research : EJOR
995
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
402
Computers & operations research : and their applications to problems of world concern ; an international journal
385
Journal of banking & finance
380
NBER working paper series
347
The American economic review
327
Journal of economic dynamics & control
321
The review of financial studies
309
Economics letters
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The journal of finance : the journal of the American Finance Association
298
Working paper
288
International journal of production research
273
NBER Working Paper
266
American journal of agricultural economics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
International journal of theoretical and applied finance
245
The review of economics and statistics
238
Applied economics
232
Journal of financial economics
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of econometrics
221
CESifo working papers
210
Journal of monetary economics
209
Operations research letters
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Journal of political economy
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Discussion paper series / IZA
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Management science : journal of the Institute for Operations Research and the Management Sciences
192
Discussion paper / Tinbergen Institute
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Finance and economics discussion series
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Operations research
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Finance research letters
185
Economic modelling
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International journal of production economics
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Southern economic journal
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
372
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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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