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~isPartOf:"An Elgar reference collection"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Finanzmarkt"
~subject:"Risk"
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Finanzmarkt
Risk
Incomplete market
68
Unvollkommener Markt
68
Theorie
60
Theory
60
Portfolio selection
27
Portfolio-Management
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
16
Martingal
13
Martingale
13
Financial market
9
Risiko
9
Stochastic process
8
Stochastischer Prozess
8
Hedging
7
Derivat
6
Derivative
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Erwartungsnutzen
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Entropie
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Entropy
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Market mechanism
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Marktmechanismus
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Risikoaversion
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Risk aversion
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incomplete markets
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Allgemeines Gleichgewicht
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English
15
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Magill, Michael
3
Quinzii, Martine
3
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Bayraktar, Erhan
1
Cont, Rama
1
De Donno, Marzia
1
Du, Ke
1
Eckwert, Bernhard
1
Engwerda, Jacob Christiaan
1
Evstigneev, Igor V.
1
Florenzano, Monique
1
Fukasawa, Masaaki
1
Gourdel, Pascal
1
Lyasoff, Andrew
1
Orrillo, Jaime
1
Platen, Eckhard
1
Páscoa, Mário Rui
1
Roorda, Berend
1
Schumacher, Johannes M.
1
Sulem, Agnès
1
Zhou, Zhou
1
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An Elgar reference collection
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
37
NBER working paper series
34
Journal of mathematical economics
32
Discussion paper / Centre for Economic Policy Research
29
NBER Working Paper
28
Economic theory : official journal of the Society for the Advancement of Economic Theory
25
Journal of economic theory
24
Journal of economic dynamics & control
23
Macroeconomic dynamics
15
Review of economic dynamics
15
Economics letters
14
Journal of monetary economics
14
Journal of international economics
12
CARESS working paper
9
CORE discussion paper : DP
9
Discussion paper series / IZA
9
Finance and stochastics
9
Journal of banking & finance
9
Journal of macroeconomics
9
Journal of money, credit and banking : JMCB
9
Working paper
9
Working paper series / European Central Bank
9
Annals of finance
8
Discussion paper / Tinbergen Institute
8
Discussion papers / CEPR
8
CESifo working papers
7
IMF working papers
7
Insurance / Mathematics & economics
7
International journal of theoretical and applied finance
7
Journal of international money and finance
7
Working papers / Brown University, Department of Economics
7
Economic inquiry : journal of the Western Economic Association International
6
Economic modelling
6
Economic theory
6
International economic review
6
Research paper series / Swiss Finance Institute
6
The American economic review
6
The quarterly journal of economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
2
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
3
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
5
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
6
Incomplete markets
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003693727
Saved in:
7
Finite horizon economies
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003738539
Saved in:
8
Infinite horizon economies
Magill, Michael
(
contributor
);
Quinzii, Martine
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003738543
Saved in:
9
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
10
Coherent acceptability measures in multiperiod models
Roorda, Berend
;
Schumacher, Johannes M.
;
Engwerda, …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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