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Decisions in economics and finance : DEF ; a journal of applied mathematics
242
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237
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151
Privatization of businesses and flexible investment : a real option approach
Chavanasporn, Walailuck
;
Ewald, Christian-Oliver
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
1
,
pp. 75-89
Persistent link: https://www.econbiz.de/10009656938
Saved in:
152
On the linearity of the wage profit relation in a Sraffa's model : a mathematical summing-up
Giorgi, Giorgio
;
Zuccotti, C.
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10009656941
Saved in:
153
Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
Saved in:
154
Allocation of public funds to R&D : a portfolio choice-styled decision model and a biotechnology case study
Volinskiy, Dmitriy
;
Veeman, Michele M.
;
Adamowicz, Wiktor
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009375094
Saved in:
155
Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
Saved in:
156
On robust asymmetric equilibria in asymmetric R&D-driven growth economies
Giordani, Paolo E.
;
Zamparelli, Luca
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 67-84
Persistent link: https://www.econbiz.de/10009375097
Saved in:
157
Real options game analysis of sleeping patents
Leung, Chi Man
;
Kwok, Yue-Kuen
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 41-65
Persistent link: https://www.econbiz.de/10009375108
Saved in:
158
Continuous-time mean-variance portfolio optimization in a jump-diffusion market
Alp, Ozge Sezgin
;
Korn, Ralf
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10009375110
Saved in:
159
A customer's utility measure based on the reliability of multi-state systems
D'Amico, Guglielmo
;
Di Biase, Giuseppe
;
Manca, Raimondo
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009375170
Saved in:
160
A closed-form solution for the continuous-time consumption model with endogenous labor income
Zhang, Aihua
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10008668126
Saved in:
161
Mixture sets on finite domains
Ryan, Matthew Joseph
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 139-147
Persistent link: https://www.econbiz.de/10008668143
Saved in:
162
Sensitivities for Bermudan options by regression methods
Belomestny, Denis
;
Milʹstejn, Grigorij N.
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 117-138
Persistent link: https://www.econbiz.de/10008668146
Saved in:
163
Dynamic voluntary provision of public goods with uncertainty : a stochastic differential game model
Wang, Wen-kai
;
Ewald, Christian-Oliver
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10008668150
Saved in:
164
Adaptive algorithms for maximizing overall stock return
Lee, Charles H.
;
Tran, Kristy
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 81-95
Persistent link: https://www.econbiz.de/10008668155
Saved in:
165
Some new characterization of rational expectation equilibria in economies with asymmetric information
De Simone, Anna
;
Tarantino, Ciro
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003967558
Saved in:
166
Optimal prepayment and default rules for mortgage-backed securities
De Rossi, Giulia
;
Vargiolu, Tiziano
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10003967561
Saved in:
167
An improved combinatorial approach for pricing Parisian options
Lyuu, Yuh-dauh
;
Wu, Cheng-wei
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003967620
Saved in:
168
Explicit formulas for the minimal variance hedging strategy in a martingale case
Angelini, Flavio
;
Herzel, Stefano
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 63-79
Persistent link: https://www.econbiz.de/10003967624
Saved in:
169
Eugenio Levi and his scientific production : a note on the occasion of the 40th anniversary of his death
Modesti, Paola
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10003967426
Saved in:
170
Arbitrage in stationary markets
Evstigneev, Igor V.
;
Kapoor, Dhruv
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 5-12
Persistent link: https://www.econbiz.de/10003835751
Saved in:
171
Knightian uncertainty and insurance regulation decision
Chen, An
;
Su, Xia
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 13-33
Persistent link: https://www.econbiz.de/10003835785
Saved in:
172
A scenario-based integrated approach for modeling carbon price risk
Zhu, Zili
;
Graham, Paul
;
Reedman, Luke
;
Lo, Thomas
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10003835817
Saved in:
173
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
Saved in:
174
On the computability of quasi-transitive binary social choice rules in an infinite society and the halting problem
Tanaka, Yasuhito
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
1
,
pp. 67-78
Persistent link: https://www.econbiz.de/10003835868
Saved in:
175
Memory of Jean-Yves Jaffray
Cohen, Michèle
(
contributor
)
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 79-81
Persistent link: https://www.econbiz.de/10003892940
Saved in:
176
An equilibrium model of insider trading in continuous time
Monte, Roberto
;
Trivellato, Barbara
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 83-128
Persistent link: https://www.econbiz.de/10003893184
Saved in:
177
Pricing American barrier options with discrete dividends by binomial trees
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 129-148
Persistent link: https://www.econbiz.de/10003893186
Saved in:
178
The predictive power of fund ratings with a novel approach using uncertainty measures to analyzing risk
Terraza, Virginie
;
Toque, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 149-160
Persistent link: https://www.econbiz.de/10003893187
Saved in:
179
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo
;
Leccadito, Arturo
;
Massabó, Ivar
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Saved in:
180
Unawareness, priors and posteriors
Modica, Salvatore
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 81-94
Persistent link: https://www.econbiz.de/10003771450
Saved in:
181
Axiomatic approach to approximate solutions in multiobjective optimization
Miglierina, Enrico
;
Molho, Elena
;
Patrone, Fioravante
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 95-115
Persistent link: https://www.econbiz.de/10003771460
Saved in:
182
Approximate equilibrium in pure strategies for a two-stage game of asset creation
Faias, Marta
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 117-136
Persistent link: https://www.econbiz.de/10003771470
Saved in:
183
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
184
The competitive firm under price uncertainty : the role of information and hedging
Broll, Udo
;
Eckwert, Bernhard
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10003771578
Saved in:
185
Path dependent volatility
Foschi, Paolo
;
Pascucci, Andrea
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 13-32
Persistent link: https://www.econbiz.de/10003771581
Saved in:
186
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
187
The optimal capital structure of the firm with stable Lévy assets returns
Le Courtois, Olivier
;
Quittard-Pinon, François
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 51-72
Persistent link: https://www.econbiz.de/10003771590
Saved in:
188
A note on arbitrage in term structure
Rásonyi, Miklós
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 73-79
Persistent link: https://www.econbiz.de/10003771593
Saved in:
189
The origins of the mean-variance approach in finance : revisiting de Finetti 65 years later
Pressacco, Flavio
;
Serafini, Paolo
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 19-49
Persistent link: https://www.econbiz.de/10003516755
Saved in:
190
Competitive market equilibrium under asymmetric information
Ly Vath, Vathana
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 79-94
Persistent link: https://www.econbiz.de/10003630200
Saved in:
191
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
192
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
193
On the smoothness of optimal paths II : some local turnpike results
Blot, Joe͏̈l
;
Crettez, Bertrand
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 137-150
Persistent link: https://www.econbiz.de/10003630277
Saved in:
194
Linear cumulative prospect theory with applications to portfolio selection and insurance demand
Schmidt, Ulrich
;
Zank, Horst
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003516706
Saved in:
195
Core equivalence theorem : countably many types of agents and commodities in L 1 (m)
Martellotti, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 51-70
Persistent link: https://www.econbiz.de/10003516764
Saved in:
196
Shortfall risk minimization in a discrete regime switching model
Awanou, Gerard
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
1
,
pp. 71-78
Persistent link: https://www.econbiz.de/10003516767
Saved in:
197
A bidimensional approach to mortality risk
Biffis, Enrico
;
Millossovich, Pietro
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 71-94
Persistent link: https://www.econbiz.de/10003835669
Saved in:
198
Characterisation of optimal dual measures via distortion
Monoyios, Michael
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 95-119
Persistent link: https://www.econbiz.de/10003835671
Saved in:
199
A mixed PDE-Monte Carlo approcha for pricing credit default index swaptions
Bally, Vlad
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 121-137
Persistent link: https://www.econbiz.de/10003835675
Saved in:
200
On pricing lookback options under the CEV process
Costabile, Massimo
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 139-153
Persistent link: https://www.econbiz.de/10003835677
Saved in:
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