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subject:"Risiko"
isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Risiko
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
81
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77
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72
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Filipović, Damir
3
Frittelli, Marco
3
Cherny, Alexander S.
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Cont, Rama
2
Artzner, Philippe
1
Belhaj, Mohamed
1
Ben-Tal, Aharon
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Biagini, Francesca
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Botero, Camila
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Cambou, Mathieu
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Denis, Laurent
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Du, Ke
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Glasserman, Paul
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Grechuk, Bogdan
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Guasoni, Paolo
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Heath, David
1
Jobert, A.
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Ku, Hyejin
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Lacoste, Vincent
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Leitner, Johannes
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Li, Tianhui
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
253
European journal of operational research : EJOR
234
NBER working paper series
203
Working paper / National Bureau of Economic Research, Inc.
180
NBER Working Paper
175
Economics letters
162
Journal of economic theory
138
CESifo working papers
134
Journal of risk and uncertainty : JRU
126
Discussion paper / Centre for Economic Policy Research
109
Journal of economic dynamics & control
109
Journal of banking & finance
97
Management science : journal of the Institute for Operations Research and the Management Sciences
94
Risks : open access journal
88
Journal of economic behavior & organization : JEBO
77
American journal of agricultural economics
73
Working paper
70
Theory and decision : an international journal for multidisciplinary advances in decision science
69
Economic modelling
68
Finance research letters
66
Journal of monetary economics
66
Discussion paper / Tinbergen Institute
60
Discussion papers / CEPR
58
Journal of mathematical economics
58
European economic review : EER
55
Discussion paper
53
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
53
Finance and stochastics
53
Journal of financial economics
53
Discussion paper series / IZA
51
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
51
CESifo Working Paper Series
49
Applied economics
48
Energy economics
48
International review of economics & finance : IREF
48
The American economic review
48
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
47
Economic theory : official journal of the Society for the Advancement of Economic Theory
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International economic review
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
9
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
10
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
11
Schur convex functionals : Fatou property and representation
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 411-418
Persistent link: https://www.econbiz.de/10009613189
Saved in:
12
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
Saved in:
13
Dynamic CDO term structure modeling
Filipović, Damir
;
Overbeck, Ludger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10008935703
Saved in:
14
On two approaches to coherent risk contribution
Cherny, Alexander
;
Orlov, Dmitri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 557-571
Persistent link: https://www.econbiz.de/10009156014
Saved in:
15
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
16
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Saved in:
17
Indifference valuation of mortgage-backed securities in the presence of prepayment risk
Zhou, Ti
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 479-507
Persistent link: https://www.econbiz.de/10008667032
Saved in:
18
Tractable robust expected utility and risk models for portfolio optimization
Natarajan, Karthik
;
Sim, Melvyn
;
Uichanco, Joline
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 695-731
Persistent link: https://www.econbiz.de/10008667625
Saved in:
19
Optimal dividend payments when cash reserves follow a jump-diffusion process
Belhaj, Mohamed
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 313-325
Persistent link: https://www.econbiz.de/10003955745
Saved in:
20
Risk measures on Orlicz hearts
Cheridito, Patrick
;
Li, Tianhui
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 189-214
Persistent link: https://www.econbiz.de/10003827571
Saved in:
21
Estimation of value at risk and ruin probability for diffusion processes with jumps
Denis, Laurent
;
Fernández, Begoña
;
Meda, Ana
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 281-302
Persistent link: https://www.econbiz.de/10003827581
Saved in:
22
Risk measures for non-integrable random variables
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
Saved in:
23
Cash subadditive risk measures and interest rate ambiguity
El Karoui, Nicole
;
Ravanelli, Claudia
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 561-590
Persistent link: https://www.econbiz.de/10003937131
Saved in:
24
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
25
One-parameter families of distortion risk measures
Tsukahara, Hideatsu
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10003937550
Saved in:
26
Capital allocation and risk contribution with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 13-40
Persistent link: https://www.econbiz.de/10003818201
Saved in:
27
Valuations and dynamic convex risk measures
Jobert, A.
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003643454
Saved in:
28
Optimal numeraires for risk measures
Filipović, Damir
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 333-336
Persistent link: https://www.econbiz.de/10003683299
Saved in:
29
An old-new concept of convex risk measures : the optimized certainty equivalent
Ben-Tal, Aharon
;
Teboulle, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10003626576
Saved in:
30
Distribution-invariant risk measures, information, and dynamic consistency
Weber, Stefan
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 419-441
Persistent link: https://www.econbiz.de/10003326030
Saved in:
31
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
32
Risk measures and capital requirements for processes
Frittelli, Marco
;
Scandolo, Giacomo
- In:
Mathematical finance : an international journal of …
16
(
2006
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003394174
Saved in:
33
Coherent acceptability measures in multiperiod models
Roorda, Berend
;
Schumacher, Johannes M.
;
Engwerda, …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
Saved in:
34
A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
Saved in:
35
Pareto equilibria with coherent measures of risk
Heath, David
;
Ku, Hyejin
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 163-172
Persistent link: https://www.econbiz.de/10002032683
Saved in:
36
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
37
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
38
Coherent measures of risk
Artzner, Philippe
(
contributor
)
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 203-228
Persistent link: https://www.econbiz.de/10001444163
Saved in:
39
Wiener chaos : a new approach to option hedging
Lacoste, Vincent
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10001201638
Saved in:
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