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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"afr"
~language:"eng"
~subject:"Derivat"
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Portfolio-Management
United States
Derivat
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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184
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184
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English
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Platen, Eckhard
7
Zhou, Xun Yu
6
Jarrow, Robert A.
5
Li, Duan
5
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Capponi, Agostino
3
Carassus, Laurence
3
El Karoui, Nicole
3
Glasserman, Paul
3
Guasoni, Paolo
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Boyle, Phelim P.
2
Brigo, Damiano
2
Carr, Peter
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Crépey, Stéphane
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Jamshidian, Farshid
2
Kohatsu-Higa, Arturo
2
Linetsky, Vadim
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,535
European journal of operational research : EJOR
606
Discussion paper / Centre for Economic Policy Research
443
Journal of banking & finance
417
NBER working paper series
337
The American economic review
329
The review of financial studies
321
Insurance / Mathematics & economics
311
The journal of finance : the journal of the American Finance Association
309
Journal of economic dynamics & control
278
Economics letters
277
Working paper
270
American journal of agricultural economics
254
NBER Working Paper
251
Computers & operations research : and their applications to problems of world concern ; an international journal
247
The review of economics and statistics
236
Journal of financial economics
234
The journal of futures markets
229
Applied economics
224
International journal of theoretical and applied finance
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
214
Journal of monetary economics
209
Journal of political economy
196
CESifo working papers
190
Discussion paper series / IZA
186
Finance and economics discussion series
185
Finance research letters
177
Finance and stochastics
176
Southern economic journal
171
Management science : journal of the Institute for Operations Research and the Management Sciences
163
Journal of money, credit and banking : JMCB
162
International journal of production research
154
Journal of financial and quantitative analysis : JFQA
144
Economic inquiry : journal of the Western Economic Association International
143
Economic modelling
142
Discussion paper
141
Applied economics letters
136
Discussion paper / Tinbergen Institute
135
Research paper series / Swiss Finance Institute
134
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ECONIS (ZBW)
184
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1
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
3
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
4
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
5
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
8
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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