//--> //--> //--> //-->
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"
~subject:"Martingale"
~subject:"Portfolio-Management"
~subject:"Risk"
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:"Market imperfection"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Martingale
Portfolio-Management
Risk
Incomplete market
65
Unvollkommener Markt
65
Theorie
60
Theory
60
Portfolio selection
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
16
Martingal
13
Stochastic process
8
Stochastischer Prozess
8
Hedging
7
Derivat
6
Derivative
6
Financial market
6
Finanzmarkt
6
Risiko
6
Erwartungsnutzen
5
Expected utility
5
Nutzenfunktion
5
Utility function
5
Volatility
4
Volatilität
4
Dual optimization problem
3
Duales Optimierungsproblem
3
Entropie
3
Entropy
3
Risikoaversion
3
Risk aversion
3
incomplete markets
3
Allgemeines Gleichgewicht
2
Anlageverhalten
2
Arbitrage
2
Arbitrage Pricing
2
Arbitrage pricing
2
Behavioural finance
2
Control theory
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
38
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Author
All
Frittelli, Marco
3
Biagini, Sara
2
Hugonnier, Julien
2
Xia, Jianming
2
Øksendal, Bernt K.
2
Anthropelos, Michail
1
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Bayraktar, Erhan
1
Bellini, Fabio
1
Benth, Fred Espen
1
Cao, Xi-Ren
1
Carassus, Laurence
1
Choulli, Tahir
1
Cont, Rama
1
De Donno, Marzia
1
Detemple, Jérôme B.
1
Di Nunno, Giulia
1
Du, Ke
1
El Karoui, Nicole
1
Engwerda, Jacob Christiaan
1
Evstigneev, Igor V.
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Girotto, Bruno
1
Grasselli, Matheus
1
Guasoni, Paolo
1
Hayashi, Takaki
1
He, Xue Dong
1
Jarrow, Robert A.
1
Kaniel, Ron
1
Kardaras, Constantinos
1
Klein, Irene
1
Korn, Ralf
1
Kramkov, Dmitry
1
Leitner, Johannes
1
Lyasoff, Andrew
1
Løkka, Arne
1
Mostovyi, Oleksii
1
Mykland, Per A.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
24
International journal of theoretical and applied finance
16
Journal of economic dynamics & control
15
Discussion paper / Centre for Economic Policy Research
10
Journal of banking & finance
9
Research paper series / Swiss Finance Institute
9
The review of financial studies
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Annals of finance
7
Journal of mathematical economics
7
Mathematics and financial economics
7
Review of economic dynamics
7
Working paper / National Bureau of Economic Research, Inc.
7
IFA working paper
6
Insurance / Mathematics & economics
6
Journal of economic theory
6
NBER working paper series
6
SAFE working paper
6
Swiss Finance Institute Research Paper
6
Computational economics
5
Discussion paper / Tinbergen Institute
5
Journal of international economics
5
Journal of monetary economics
5
Mathematical methods of operations research
5
Quantitative finance
5
Working paper
5
Applied mathematical finance
4
CARF working paper
4
Economics letters
4
Journal of mathematical finance
4
Macroeconomic dynamics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
The international library of critical writings in economics
4
An Elgar reference collection
3
CIRJE discussion papers / F series
3
Discussion paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / Department of Economics, University of Copenhagen
3
Economic modelling
3
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
Saved in:
9
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
Saved in:
10
Relaxed utility maximization in complete markets
Biagini, Sara
;
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 703-722
Persistent link: https://www.econbiz.de/10009311613
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->