//--> //--> //--> //-->
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:"Risiko"
subject:"Share price"
~isPartOf:"Finance and stochastics"
~isPartOf:"Quantitative finance"
~subject:"Risikomaß"
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
Risiko
Share price
Risikomaß
Theorie
779
Theory
779
Portfolio selection
270
Portfolio-Management
270
Stochastic process
181
Stochastischer Prozess
181
Option pricing theory
107
Optionspreistheorie
107
Volatility
88
Volatilität
88
Risk
87
CAPM
74
Transaction costs
66
Transaktionskosten
66
Hedging
61
Martingal
61
Martingale
61
Risk measure
61
Mathematical programming
59
Mathematische Optimierung
59
Börsenkurs
58
Forecasting model
48
Prognoseverfahren
48
Markov chain
45
Markov-Kette
45
Measurement
44
Messung
44
Capital income
43
Kapitaleinkommen
43
Yield curve
43
Zinsstruktur
43
Risikomanagement
42
Risk management
42
Derivat
37
Derivative
37
Estimation
33
Incomplete market
33
more ...
less ...
Online availability
All
Undetermined
114
Free
12
Type of publication
All
Article
168
Type of publication (narrower categories)
All
Article in journal
168
Aufsatz in Zeitschrift
168
Conference paper
1
Konferenzbeitrag
1
Language
All
English
168
Author
All
Feinstein, Zachary
4
Lillo, Fabrizio
4
Wang, Ruodu
4
Bouchard, Bruno
3
Fouque, Jean-Pierre
3
Frittelli, Marco
3
Abergel, Frédéric
2
Bank, Peter
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Carmona, René
2
Chen, Jing
2
Chen, Qian
2
Cont, Rama
2
Delbaen, Freddy
2
El Karoui, Nicole
2
Embrechts, Paul
2
Filipović, Damir
2
Gerlach, Richard
2
Hawkes, Alan
2
Hult, Henrik
2
Jiao, Ying
2
Kabanov, Jurij M.
2
Klüppelberg, Claudia
2
Krätschmer, Volker
2
Kupper, Michael
2
Källblad, Sigrid
2
Livieri, Giulia
2
Munari, Cosimo-Andrea
2
Rosenbaum, Mathieu
2
Rudloff, Birgit
2
Satchell, Stephen
2
Schied, Alexander
2
Sornette, Didier
2
Svindland, Gregor
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wang, Chao
2
Xu, Zuo Quan
2
Zariphopoulou-Souganidis, Thaleia
2
more ...
less ...
Published in...
All
Finance and stochastics
Quantitative finance
NBER working paper series
408
Working paper / National Bureau of Economic Research, Inc.
380
NBER Working Paper
334
Insurance / Mathematics & economics
329
European journal of operational research : EJOR
280
Journal of banking & finance
255
Economics letters
235
Discussion paper / Centre for Economic Policy Research
204
Journal of economic dynamics & control
193
CESifo working papers
171
Journal of economic theory
171
The review of financial studies
171
Finance research letters
162
The journal of finance : the journal of the American Finance Association
161
Journal of financial economics
160
Economic modelling
145
Risks : open access journal
137
Journal of empirical finance
133
International review of financial analysis
130
Management science : journal of the Institute for Operations Research and the Management Sciences
128
Journal of risk and uncertainty : JRU
127
Applied economics
113
Discussion paper / Tinbergen Institute
112
Journal of economic behavior & organization : JEBO
111
International review of economics & finance : IREF
108
Working paper
104
Applied economics letters
100
Research paper series / Swiss Finance Institute
98
The American economic review
98
Journal of monetary economics
91
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper
86
International journal of theoretical and applied finance
84
The European journal of finance
84
Journal of econometrics
77
Discussion papers / CEPR
76
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
American journal of agricultural economics
74
more ...
less ...
Source
All
ECONIS (ZBW)
168
Showing
1
-
10
of
168
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
5
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
6
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
9
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
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:
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...
//-->