//--> //--> //--> //-->
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"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzschrift"
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:"Martingal"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Martingal
593
Martingale
592
Theorie
311
Theory
311
Option pricing theory
181
Optionspreistheorie
181
Stochastic process
137
Stochastischer Prozess
137
Portfolio selection
134
CAPM
98
Volatility
81
Volatilität
81
Hedging
62
Incomplete market
59
Unvollkommener Markt
59
Börsenkurs
46
Share price
46
Derivat
45
Derivative
45
Arbitrage
42
Estimation
41
Schätzung
41
Estimation theory
39
Mathematical programming
39
Mathematische Optimierung
39
Schätztheorie
39
Statistical test
39
Statistischer Test
39
Efficient market hypothesis
37
Effizienzmarkthypothese
37
Risk
35
Risiko
34
Arbitrage Pricing
33
Arbitrage pricing
33
Option trading
31
Optionsgeschäft
31
Time series analysis
31
Zeitreihenanalyse
31
Capital income
29
more ...
less ...
Online availability
All
Undetermined
54
Free
3
Type of publication
All
Article
134
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Konferenzschrift
Article in journal
134
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
18
Working Paper
18
Hochschulschrift
11
Thesis
10
Aufsatz im Buch
3
Book section
3
Bibliografie
1
Einführung
1
Mikroform
1
more ...
less ...
Language
All
English
134
Author
All
Choulli, Tahir
6
Deng, Jun
4
Kallsen, Jan
4
Larsen, Kasper
4
Nutz, Marcel
4
Seifried, Frank Thomas
4
Jeanblanc, Monique
3
Kardaras, Constantinos
3
Korn, Ralf
3
Muhle-Karbe, Johannes
3
Obłój, Jan
3
Platen, Eckhard
3
Schäl, Manfred
3
Tankov, Peter
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Bender, Christian
2
Biagini, Francesca
2
Carassus, Laurence
2
Cretarola, Alessandra
2
Criens, David
2
Delong, Łukasz
2
Denis, Emmanuel
2
Desmettre, Sascha
2
Dolinsky, Yan
2
Fouque, Jean-Pierre
2
Kabanov, Jurij M.
2
Karatzas, Ioannis
2
Serrano, Rafael
2
Stricker, Christophe
2
Yu, Xiang
2
Zhitlukhin, M. V.
2
Zou, Bin
2
Žitković, Gordan
2
Abergel, Frédérik
1
Ackermann, Julia
1
Arai, Takuji
1
Attaoui, Sami
1
Azevedo, N.
1
Badescu, Alexandru
1
more ...
less ...
Published in...
All
Finance and stochastics
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
International journal of theoretical and applied finance
9
Mathematics and financial economics
8
Mathematical methods of operations research
7
Annals of finance
6
Journal of mathematical finance
5
Mathematics of operations research
5
European journal of operational research : EJOR
4
International journal of financial engineering
4
Applied mathematical finance
3
Journal of economic dynamics & control
3
Annals of economics and finance
2
Insurance / Mathematics & economics
2
International journal of financial research
2
Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Operations research letters
2
Asia Pacific financial markets
1
Astin bulletin : the journal of the International Actuarial Association
1
Bank i kredyt
1
Contemporary economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance research letters
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Inventi impact: emerging economies
1
Inventi impact: microfinance & banking
1
Investment management and financial innovations
1
Journal / The Capco Institute : journal of financial transformation
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
Journal of risk finance : the convergence of financial products and insurance
1
Review of derivatives research
1
Risks : open access journal
1
Scandinavian actuarial journal
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
134
Showing
1
-
10
of
134
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
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:
3
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
4
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:
5
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
6
A continuous-time asset market game with short-lived assets
Zhitlukhin, M. V.
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 587-630
Persistent link: https://www.econbiz.de/10013440236
Saved in:
7
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Ackermann, Julia
;
Kruse, Thomas
;
Urusov, Mikhail
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 757-810
Persistent link: https://www.econbiz.de/10012665227
Saved in:
8
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
9
Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun
;
Zou, Bin
- In:
Operations research letters
49
(
2021
)
2
,
pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
Saved in:
10
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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...
//-->