//--> //--> //--> //-->
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
type_genre:"Article in journal"
~isPartOf:"Finance and stochastics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Incomplete market"
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:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Incomplete market
Portfolio selection
311
Portfolio-Management
311
Theorie
196
Theory
196
Stochastic process
46
Stochastischer Prozess
46
Risiko
39
Risk
39
CAPM
38
Capital income
38
Kapitaleinkommen
38
Hedging
35
Mathematical programming
31
Mathematische Optimierung
31
Transaction costs
30
Transaktionskosten
30
Martingal
28
Martingale
28
Risk measure
27
Risikomaß
26
Option pricing theory
23
Optionspreistheorie
23
Risikomanagement
20
Risk management
20
USA
20
United States
20
Aktienmarkt
19
Anlageverhalten
19
Behavioural finance
19
Stock market
19
Volatility
17
Volatilität
17
Unvollkommener Markt
15
Derivat
14
Derivative
14
Estimation
14
Schätzung
14
Control theory
13
Investment Fund
13
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Guasoni, Paolo
2
Kraft, Holger
2
Larsen, Kasper
2
Pham, Huyên
2
Seifried, Frank Thomas
2
Žitković, Gordan
2
Arduca, Maria
1
Avanesyan, Levon
1
Bouchard, Bruno
1
Gao, Yuan
1
Guan Lim, Kian
1
Hwa Ng, Kah
1
Kardaras, Constantinos
1
Laurent, Jean Paul
1
Mostovyi, Oleksii
1
Munari, Cosimo-Andrea
1
Musiela, Marek
1
Robertson, Scott
1
Schachermayer, Walter
1
Seiferling, Thomas
1
Shkolnikov, Mykhaylo
1
Siorpaes, Pietro
1
Sircar, Kaushik Ronnie
1
Soner, Halil Mete
1
Steffensen, Mogens
1
Wang, Gu
1
Xia, Jianming
1
Xing, Hao
1
Zariphopoulou-Souganidis, Thaleia
1
more ...
less ...
Published in...
All
Finance and stochastics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
International journal of theoretical and applied finance
8
Journal of economic dynamics & control
8
The review of financial studies
7
Annals of finance
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Journal of international economics
5
Mathematics and financial economics
5
Journal of economic theory
4
Quantitative finance
4
Computational economics
3
Economic modelling
3
Journal of mathematical economics
3
Risks : open access journal
3
The journal of computational finance
3
Applied mathematical finance
2
European journal of operational research : EJOR
2
Finance research letters
2
Journal of economics and finance
2
Journal of mathematical finance
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical methods of operations research
2
Review of economic dynamics
2
Seoul journal of economics
2
The European journal of finance
2
The journal of finance : the journal of the American Finance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of economics and finance
1
Applied economics letters
1
Applied financial economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Cambridge working papers in economics
1
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
3
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
4
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
5
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
6
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
7
Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
Saved in:
8
Abstract, classic, and explicit turnpikes
Guasoni, Paolo
;
Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Saved in:
9
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
10
An approximation pricing algrithm in an incomplete market : a differential geometric approach
Gao, Yuan
;
Guan Lim, Kian
;
Hwa Ng, Kah
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 501-523
Persistent link: https://www.econbiz.de/10002261445
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->