//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~subject:"Schätzung"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Stochastischer Prozess
Schätzung
Theorie
496
Theory
496
Portfolio selection
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
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
62
Free
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
255
Aufsatz in Zeitschrift
255
Language
All
English
255
Author
All
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
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
692
Insurance / Mathematics & economics
392
Applied economics
376
Journal of banking & finance
349
Journal of economic dynamics & control
334
Economics letters
328
Economic modelling
292
Journal of econometrics
275
International journal of theoretical and applied finance
243
Finance research letters
225
Mathematical finance : an international journal of mathematics, statistics and financial theory
220
Applied economics letters
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
The journal of finance : the journal of the American Finance Association
182
Journal of empirical finance
180
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Journal of financial economics
179
Journal of international money and finance
179
International review of economics & finance : IREF
177
Quantitative finance
167
Management science : journal of the Institute for Operations Research and the Management Sciences
165
Risks : open access journal
162
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
Journal of applied econometrics
154
The review of financial studies
153
Operations research
152
The European journal of finance
149
Operations research letters
141
Computational economics
129
International journal of production research
129
Journal of macroeconomics
128
Applied financial economics
126
Journal of economic theory
125
International review of financial analysis
123
The review of economics and statistics
122
Energy economics
118
The North American journal of economics and finance : a journal of financial economics studies
118
European economic review : EER
116
Journal of monetary economics
114
more ...
less ...
Source
All
ECONIS (ZBW)
255
Showing
1
-
10
of
255
Sort
Relevance
Date (newest first)
Date (oldest first)
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->