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~person:"Karatzas, Ioannis"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Portfolio selection
13
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6
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3
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Karatzas, Ioannis
Post, Thierry
20
Escobar, Marcos
16
Platen, Eckhard
14
Topaloglou, Nikolas
14
Kraft, Holger
13
Leung, Tim
13
Wong, Wing Keung
11
Arvanitis, Stelios
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Föllmer, Hans
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Evstigneev, Igor V.
9
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9
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8
Levy, Haim
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Liang, Zongxia
8
Rubtsov, Alexey
8
Runggaldier, Wolfgang J.
8
Takahashi, Akihiko
8
Bayraktar, Erhan
7
Elliott, Robert J.
7
Ferrando, Sebastian
7
Fouque, Jean-Pierre
7
Sass, Jörn
7
Shen, Yang
7
Sircar, Ronnie
7
Steffensen, Mogens
7
Young, Virginia R.
7
Barro, Diana
6
Branger, Nicole
6
Chacko, George
6
Chen, An
6
Chiarella, Carl
6
Endres, Sylvia
6
Fabozzi, Frank J.
6
Guan, Guohui
6
Kopa, Miloš
6
Korn, Ralf
6
Luo, Xiaolin
6
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Annals of finance
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Applications of mathematics : stochastic modelling and applied probability
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Mathematical modeling and numerical methods in finance : special volume
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ECONIS (ZBW)
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Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
2
Trading strategies generated by Lyapunov functions
Karatzas, Ioannis
;
Ruf, Johannes
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
Saved in:
3
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
4
Stochastic portfolio theory : an overview
Karatzas, Ioannis
;
Fernholz, Robert
-
2009
Persistent link: https://www.econbiz.de/10003826916
Saved in:
5
Relative arbitrage in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
Saved in:
6
Methods of mathematical finance
Karatzas, Ioannis
;
Shreve, Steven E.
-
2003
-
[Nachdr.]
Persistent link: https://www.econbiz.de/10002642179
Saved in:
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