//--> //--> //-->
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
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Bielecki, Tomasz R."
~person:"Marinacci, Massimo"
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:"Portfolio insurance"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Theorie
4
Theory
4
CAPM
2
Measurement
2
Messung
2
Risikomaß
2
Risk measure
2
Analysis of variance
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Credit derivative
1
Decomposition method
1
Dekompositionsverfahren
1
Diversification
1
Diversifikation
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Insolvency
1
Insolvenz
1
Kreditderivat
1
Option pricing theory
1
Optionspreistheorie
1
Präferenztheorie
1
Rational expectations
1
Rationale Erwartung
1
Rationality
1
Rationalität
1
Risiko
1
Risk
1
Swap
1
Theory of preferences
1
Time consistency
1
Transaction costs
1
Transaktionskosten
1
Varianzanalyse
1
Zeitkonsistenz
1
arbitrage
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bielecki, Tomasz R.
Marinacci, Massimo
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Carassus, Laurence
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cialenco, Igor
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
Guéant, Olivier
2
He, Xue Dong
2
Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Muthuraman, Kumar
2
Nutz, Marcel
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
3
Financial series
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Working papers in economics
2
Asia-Pacific financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
Paris Princeton lectures on mathematical finance
1
Temi di discussione / Banca d'Italia
1
The Oxford handbook of credit derivatives
1
The journal of computational finance
1
Working papers / Innocenzo Gasparini Institute for Economic Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
2
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
3
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
4
Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio
;
Marinacci, Massimo
;
Rustichini, Aldo
; …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
Saved in:
5
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->