//--> //--> //-->
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
isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Carassus, Laurence"
~subject:"Mathematische Optimierung"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Mathematische Optimierung
Portfolio-Management
2
Theorie
2
Theory
2
Credit assets' allocation
1
Markov chain
1
Markov-Kette
1
No-arbitrage condition
1
Non-concave utility functions
1
Nutzen
1
Nutzenfunktion
1
Optimal investment
1
Utility
1
Utility function
1
continuous-time hidden Markov chain
1
error theory based on Dirichlet forms
1
regime-switching model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Carassus, Laurence
Korn, Ralf
11
Konno, Hiroshi
6
Bäuerle, Nicole
4
Fabozzi, Frank J.
4
Kraft, Holger
4
Platen, Eckhard
4
Chen, Zhiping
3
Evstigneev, Igor V.
3
Fang, Shu-Cherng
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
He, Hua
3
Kallsen, Jan
3
Löhne, Andreas
3
Mitra, Tapan
3
Sass, Jörn
3
Wilmott, Paul
3
Wunderlich, Ralf
3
Yamamoto, Rei
3
Zariphopoulou-Souganidis, Thaleia
3
Ahookhosh, Masoud
2
Aliprantis, Charalambos D.
2
Altman, Eitan
2
Baviera, Roberto
2
Benth, Fred Espen
2
Borgwardt, Karl Heinz
2
Cambini, Riccardo
2
Ehrgott, Matthias
2
Epstein, D.
2
Escobar, Marcos
2
Ewald, Christian-Oliver
2
Fliege, Jörg
2
Fortin, Ines
2
Frey, Rüdiger
2
Gabih, Abdelali
2
Gardiol, Lucien
2
Garleanu, Nicolae
2
Gollier, Christian
2
Guo, Xianping
2
more ...
less ...
Published in...
All
Journal of economic theory
International journal of theoretical and applied finance
Mathematical methods of operations research
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of finance
1
Mathematics and financial economics
1
Mathematics of operations research
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage and optimal investment with possibly non-concave utilities : a measure theoretical approach
Blanchard, Romain
;
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 241-281
Persistent link: https://www.econbiz.de/10011935667
Saved in:
2
Optimal credit allocation under regime uncertainty with sensitivity analysis
Bernis, Guillaume
;
Carassus, Laurence
;
Docq, Grégoire
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011403164
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->