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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Unvollkommener Markt"
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Unvollkommener Markt
CAPM
90
Theorie
77
Theory
77
Option pricing theory
19
Optionspreistheorie
19
Portfolio selection
18
Portfolio-Management
18
Incomplete market
16
Martingal
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16
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9
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fundamental theorem of asset pricing
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Estimation theory
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Frittelli, Marco
2
Barski, Michał
1
Bayraktar, Erhan
1
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1
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1
Cassese, Gianluca
1
Choulli, Tahir
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Delbaen, Freddy
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Du, Ke
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1
Wang, Tan
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Zabczyk, Jerzy
1
Zhou, Zhou
1
Øksendal, Bernt K.
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Economic theory : official journal of the Society for the Advancement of Economic Theory
13
Finance and stochastics
10
Journal of economic dynamics & control
8
Journal of mathematical economics
7
The review of financial studies
7
International journal of theoretical and applied finance
6
NBER working paper series
6
IFA working paper
5
SAFE working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Annals of finance
4
Discussion paper / Centre for Economic Policy Research
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of banking & finance
4
Journal of economic theory
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
NBER Working Paper
4
Economics letters
3
Insurance / Mathematics & economics
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Journal of monetary economics
3
Journal of political economy
3
Macroeconomic dynamics
3
Mathematics and financial economics
3
Research paper series / Swiss Finance Institute
3
Applied mathematical finance
2
Asia-Pacific financial markets
2
CORE discussion paper : DP
2
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
2
Computational economics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
2
Discussion paper / Department of Business and Management Science
2
Discussion papers / CEPR
2
Discussion papers / Department of Economics, University of Copenhagen
2
Economic theory
2
Europäische Hochschulschriften / 5
2
Hitotsubashi journal of economics
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1
Pricing for large positions in contingent claims
Robertson, Scott
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 746-778
Persistent link: https://www.econbiz.de/10011764970
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
Do arbitrage-free prices come from utility maximization?
Siorpaes, Pietro
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 602-616
Persistent link: https://www.econbiz.de/10011583781
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
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:
6
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:
7
On incompleteness of bond markets with infinite number of random factors
Barski, Michał
;
Jakubowski, Jacek
;
Zabczyk, Jerzy
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 541-556
Persistent link: https://www.econbiz.de/10009156015
Saved in:
8
Hedging by sequential regressions revisited
Černý, Aleš
;
Kallsen, Jan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 591-617
Persistent link: https://www.econbiz.de/10003937143
Saved in:
9
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:
10
Asset pricing with no exogenous probability measure
Cassese, Gianluca
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 23-54
Persistent link: https://www.econbiz.de/10003643459
Saved in:
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