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subject:"Risiko"
subject:"Risk"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatilität"
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Risiko
Risk
Volatilität
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
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Filipović, Damir
4
Schweizer, Martin
4
Cont, Rama
3
Frittelli, Marco
3
Platen, Eckhard
3
Renault, Eric
3
Rogers, Leonard C. G.
3
Benth, Fred Espen
2
Biagini, Francesca
2
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Cherny, Alexander S.
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El Karoui, Nicole
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Fouque, Jean-Pierre
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2
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2
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2
Jamshidian, Farshid
2
Jeanblanc, Monique
2
Sircar, Kaushik Ronnie
2
Stein, Elias M.
2
Touzi, Nizar
2
Wagalath, Lakshithe
2
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1
Artzner, Philippe
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Cerreia-Vioglio, Simone
1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
365
Working paper / National Bureau of Economic Research, Inc.
334
NBER Working Paper
323
Insurance / Mathematics & economics
271
European journal of operational research : EJOR
252
Economics letters
242
Journal of banking & finance
198
Discussion paper / Centre for Economic Policy Research
183
Journal of economic dynamics & control
174
Journal of economic theory
161
CESifo working papers
159
Journal of econometrics
145
Discussion paper / Tinbergen Institute
138
Finance research letters
138
Economic modelling
132
Journal of risk and uncertainty : JRU
128
Working paper
126
Journal of financial economics
116
Risks : open access journal
114
Journal of empirical finance
112
International journal of theoretical and applied finance
107
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of monetary economics
101
Applied economics
100
Journal of economic behavior & organization : JEBO
99
The review of financial studies
98
Energy economics
97
International review of financial analysis
96
International review of economics & finance : IREF
95
Finance and stochastics
92
Journal of international money and finance
88
International journal of forecasting
86
American journal of agricultural economics
85
Applied economics letters
85
Research paper series / Swiss Finance Institute
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Discussion papers / CEPR
80
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77
The European journal of finance
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ECONIS (ZBW)
110
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1
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:
2
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:
3
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:
4
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:
5
Comparing local risks by acceptance and rejection
Schreiber, Amnon
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 412-430
Persistent link: https://www.econbiz.de/10011577169
Saved in:
6
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
7
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
8
Multivariate subordination of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
9
Fire sales forensics : measuring endogenous risk
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 835-866
Persistent link: https://www.econbiz.de/10011583806
Saved in:
10
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
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