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subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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Portfolio-Management
Börsenkurs
Stochastic process
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
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Hedging
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Martingal
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Probability theory
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Platen, Eckhard
7
Zhou, Xun Yu
6
Li, Duan
5
Rogers, Leonard C. G.
5
Cadenillas, Abel
4
Carr, Peter
4
Glasserman, Paul
4
Guasoni, Paolo
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Jin, Hanqing
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Muhle-Karbe, Johannes
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Biagini, Francesca
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Carassus, Laurence
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Choulli, Tahir
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El Karoui, Nicole
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Frey, Rüdiger
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Geman, Hélyette
3
Hobson, David G.
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Korn, Ralf
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Schweizer, Martin
3
Stricker, Christophe
3
Yor, Marc
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Zapatero, Fernando
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Zariphopoulou-Souganidis, Thaleia
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2
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Böhm, Volker
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2
Cvitanić, Jakša
2
Dai, Min
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Filipović, Damir
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
672
NBER working paper series
459
Working paper / National Bureau of Economic Research, Inc.
412
Insurance / Mathematics & economics
380
NBER Working Paper
365
Journal of banking & finance
342
Journal of economic dynamics & control
285
Finance and stochastics
266
International journal of theoretical and applied finance
257
Finance research letters
247
The review of financial studies
240
The journal of finance : the journal of the American Finance Association
235
Journal of financial economics
209
Discussion paper / Centre for Economic Policy Research
197
Economics letters
195
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Quantitative finance
178
Journal of empirical finance
175
Research paper series / Swiss Finance Institute
170
Economic modelling
168
Journal of econometrics
165
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Risks : open access journal
155
Operations research
153
Discussion paper / Tinbergen Institute
149
Journal of economic theory
144
International review of financial analysis
140
Operations research letters
140
International review of economics & finance : IREF
134
The European journal of finance
131
Computational economics
130
International journal of production research
128
SpringerLink / Bücher
120
Applied economics
118
The North American journal of economics and finance : a journal of financial economics studies
118
Swiss Finance Institute Research Paper
114
The journal of portfolio management : a publication of Institutional Investor
110
CESifo working papers
108
Working paper
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ECONIS (ZBW)
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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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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