//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~isPartOf:"The European journal of finance"
~person:"Federico, Salvatore"
~person:"Fukasawa, Masaaki"
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:"Portfoliomanagement"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Transaction costs
2
Transaktionskosten
2
Capital income
1
Central limit theorem
1
Control theory
1
Duality
1
Equilibrium
1
Equilibrium theory
1
FBSDEs
1
Gleichgewichtstheorie
1
Hamilton-Jacobi-Bellman equation
1
Homogenization
1
Investment-consumption problem
1
Kapitaleinkommen
1
Kontrolltheorie
1
Leland's strategy
1
Mathematical programming
1
Mathematische Optimierung
1
Nutzen
1
Optimal stochastic control
1
Proportional transaction costs
1
Regularity of viscosity solutions
1
Singular control
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Utility
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Federico, Salvatore
Fukasawa, Masaaki
Choulli, Tahir
4
Deng, Jun
3
Guasoni, Paolo
3
Muhle-Karbe, Johannes
3
Aksamit, Anna
2
Belak, Christoph
2
Bensoussan, Alain
2
Bernard, Carole
2
Elie, Romuald
2
Filipović, Damir
2
Fletcher, Jonathan
2
Jeanblanc, Monique
2
Jiao, Ying
2
Kabanov, Jurij M.
2
Karatzas, Ioannis
2
Kim, Donghan
2
Larsen, Kasper
2
Loperfido, Nicola
2
Lépinette, Emmanuel
2
Mishra, Tapas
2
Molčanov, Il'ja S.
2
Neuman, Eyal
2
Park, Seyoung
2
Rüschendorf, Ludger
2
Schelling, Stefan
2
Seifried, Frank Thomas
2
Soner, Halil Mete
2
Vanduffel, Steven
2
Wang, Gu
2
Wang, Ruodu
2
Yam, Sheung Chi Phillip
2
Yang, Jinqiang
2
Žitković, Gordan
2
Abourashchi, Niloufar
1
Abreu, Margarida
1
Ackermann, Julia
1
Adcock, Christopher
1
Agapova, Anna
1
Ahmed, Rashad
1
more ...
less ...
Published in...
All
Finance and stochastics
The European journal of finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Equilibrium returns with transaction costs
Bouchard, Bruno
;
Fukasawa, Masaaki
;
Herdegen, Martin
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 569-601
Persistent link: https://www.econbiz.de/10011945871
Saved in:
2
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
3
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->