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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Management"
~subject:"Portfolio selection"
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Management
Portfolio selection
Portfolio-Management
177
Theorie
173
Theory
173
Stochastic process
30
Stochastischer Prozess
30
Incomplete market
28
Unvollkommener Markt
28
Option pricing theory
27
Optionspreistheorie
27
Martingal
20
Martingale
20
Transaction costs
20
Transaktionskosten
20
CAPM
18
Risiko
18
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18
Mathematical programming
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Mathematische Optimierung
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Control theory
15
Hedging
15
Kontrolltheorie
15
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14
Risk measure
14
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13
Risk management
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Measurement
11
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Behavioural finance
8
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8
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English
177
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Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Bielecki, Tomasz R.
3
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
Marinacci, Massimo
2
Muthuraman, Kumar
2
Nutz, Marcel
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
SpringerLink / Bücher
709
NBER working paper series
594
Journal of banking & finance
577
Working paper / National Bureau of Economic Research, Inc.
536
NBER Working Paper
431
European journal of operational research : EJOR
417
Finance research letters
387
Insurance / Mathematics & economics
385
Journal of financial economics
284
International review of financial analysis
277
Springer eBook Collection
271
The journal of portfolio management : a publication of Institutional Investor
257
The journal of asset management
255
Journal of economic dynamics & control
254
Discussion paper / Centre for Economic Policy Research
248
The journal of finance : the journal of the American Finance Association
240
Management science : journal of the Institute for Operations Research and the Management Sciences
223
Research paper series / Swiss Finance Institute
223
International journal of theoretical and applied finance
220
Applied economics
213
Europäische Hochschulschriften / 5
205
The review of financial studies
200
Journal of empirical finance
198
Finance and stochastics
196
Quantitative finance
187
Journal of financial and quantitative analysis : JFQA
184
Economic modelling
172
Risks : open access journal
169
The European journal of finance
164
Journal of risk and financial management : JRFM
163
The North American journal of economics and finance : a journal of financial economics studies
161
International review of economics & finance : IREF
158
Swiss Finance Institute Research Paper
152
Working paper
146
Journal of investment management : JOIM
145
The journal of investing
141
Economics letters
140
Applied economics letters
132
Gabler Edition Wissenschaft
132
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ECONIS (ZBW)
177
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177
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1
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
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
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
4
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
Saved in:
5
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:
6
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:
7
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
8
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:
9
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:
10
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
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