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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Unvollkommener Markt"
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Unvollkommener Markt
Portfolio selection
177
Portfolio-Management
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154
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Incomplete market
27
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27
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
25
Finance and stochastics
23
Journal of banking & finance
19
Journal of economic dynamics & control
17
The journal of futures markets
15
European journal of operational research : EJOR
14
Quantitative finance
13
The review of financial studies
11
SpringerLink / Bücher
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The European journal of finance
10
Advances in futures and options research : a research annual
9
Bank- und finanzwirtschaftliche Forschungen
9
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The journal of fixed income
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International journal of financial engineering
7
Journal of mathematical finance
7
Journal of risk and financial management : JRFM
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Risks : open access journal
7
The journal of computational finance
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Wiley finance
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Europäische Hochschulschriften / 5
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
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:
3
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
Saved in:
4
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
Saved in:
5
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:
6
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
7
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
8
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:
9
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
10
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
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