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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Geldpolitik"
~subject:"Portfolio selection"
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Portfolio-Management
Stochastischer Prozess
Geldpolitik
Portfolio selection
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Stochastic process
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
Risk
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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215
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216
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216
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English
216
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Platen, Eckhard
7
Zhou, Xun Yu
6
Li, Duan
5
Cadenillas, Abel
4
Carr, Peter
4
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Benth, Fred Espen
3
Biagini, Francesca
3
Carassus, Laurence
3
Choulli, Tahir
3
El Karoui, Nicole
3
Geman, Hélyette
3
Hobson, David G.
3
Kardaras, Constantinos
3
Korn, Ralf
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Yor, Marc
3
Zapatero, Fernando
3
Zariphopoulou-Souganidis, Thaleia
3
Bielecki, Tomasz R.
2
Bäuerle, Nicole
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Crépey, Stéphane
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Frey, Rüdiger
2
Frittelli, Marco
2
Girotto, Bruno
2
He, Xue Dong
2
Henderson, Vicky
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
813
NBER Working Paper
748
European journal of operational research : EJOR
666
Working paper / National Bureau of Economic Research, Inc.
655
Journal of economic dynamics & control
494
Discussion paper / Centre for Economic Policy Research
449
Insurance / Mathematics & economics
378
Journal of monetary economics
359
Economics letters
304
Journal of banking & finance
288
Working paper series / European Central Bank
258
Economic modelling
257
Finance and stochastics
255
Journal of macroeconomics
247
Journal of money, credit and banking : JMCB
238
International journal of theoretical and applied finance
234
CESifo working papers
221
Discussion papers / CEPR
211
Working paper
208
Macroeconomic dynamics
197
Finance research letters
194
IMF working papers
190
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Journal of economic theory
177
Discussion paper
165
Finance and economics discussion series
165
Discussion paper / Tinbergen Institute
164
Journal of international money and finance
163
European economic review : EER
155
Operations research
151
Quantitative finance
148
Research paper series / Swiss Finance Institute
148
Risks : open access journal
148
Journal of econometrics
143
Operations research letters
140
International review of economics & finance : IREF
138
Management science : journal of the Institute for Operations Research and the Management Sciences
138
IMF working paper
132
Applied economics
128
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ECONIS (ZBW)
216
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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
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
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