//--> //--> //--> //-->
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"
subject:"United States"
~isPartOf:"Finance and stochastics"
~language:"afr"
~language:"eng"
~subject:"Stochastischer Prozess"
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-Management
United States
Stochastischer Prozess
Theorie
496
Theory
496
Portfolio selection
152
Stochastic process
130
Option pricing theory
106
Optionspreistheorie
106
Martingal
59
Martingale
59
Transaction costs
54
Transaktionskosten
54
Risiko
53
Risk
53
Hedging
52
CAPM
51
Volatility
42
Volatilität
42
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Mathematische Optimierung
34
Incomplete market
32
Unvollkommener Markt
32
Measurement
30
Messung
30
Derivat
29
Derivative
29
Arbitrage Pricing
27
Arbitrage pricing
27
Markov chain
26
Markov-Kette
26
Option trading
26
Optionsgeschäft
26
Risk measure
26
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
63
Free
7
Type of publication
All
Article
257
Type of publication (narrower categories)
All
Article in journal
257
Aufsatz in Zeitschrift
257
Language
All
Afrikaans
English
Author
All
Kabanov, Jurij M.
9
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Pham, Huyên
5
Rüschendorf, Ludger
5
Benth, Fred Espen
4
Choulli, Tahir
4
Fukasawa, Masaaki
4
Larsen, Kasper
4
Lépinette, Emmanuel
4
Schachermayer, Walter
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Björk, Tomas
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Wang, Ruodu
3
Žitković, Gordan
3
Aksamit, Anna
2
Alòs, Elisa
2
Bank, Peter
2
Bayraktar, Erhan
2
Beiglböck, Mathias
2
Belak, Christoph
2
Bouchard, Bruno
2
Capponi, Agostino
2
Carmona, René
2
Cheridito, Patrick
2
Cherny, Alexander S.
2
more ...
less ...
Published in...
All
Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
1,552
European journal of operational research : EJOR
995
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
402
Computers & operations research : and their applications to problems of world concern ; an international journal
385
Journal of banking & finance
380
NBER working paper series
347
The American economic review
327
Journal of economic dynamics & control
321
The review of financial studies
309
Economics letters
302
The journal of finance : the journal of the American Finance Association
298
Working paper
287
International journal of production research
273
NBER Working Paper
266
American journal of agricultural economics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
International journal of theoretical and applied finance
245
The review of economics and statistics
238
Applied economics
232
Journal of financial economics
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of econometrics
221
CESifo working papers
210
Journal of monetary economics
209
Operations research letters
203
Journal of political economy
200
Discussion paper series / IZA
194
Management science : journal of the Institute for Operations Research and the Management Sciences
192
Discussion paper / Tinbergen Institute
188
Finance and economics discussion series
186
Operations research
186
Finance research letters
185
Economic modelling
171
International journal of production economics
171
Southern economic journal
171
Journal of money, credit and banking : JMCB
168
Risks : open access journal
151
Quantitative finance
149
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
1
-
10
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
3
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:
4
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
5
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
6
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
7
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:
8
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
9
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:
10
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
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...
//-->