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Year of publication
Subject
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Theorie 201 Theory 201 Portfolio selection 124 Portfolio-Management 124 Stochastic process 70 Stochastischer Prozess 70 Risiko 68 Risk 68 Option pricing theory 52 Optionspreistheorie 52 Mathematical programming 45 Mathematische Optimierung 45 CAPM 34 Risikomaß 31 Risk measure 31 Game theory 29 Spieltheorie 29 Measurement 27 Messung 27 Volatility 26 Volatilität 26 Börsenkurs 25 Share price 25 Decision under uncertainty 22 Entscheidung unter Unsicherheit 22 Incomplete market 22 Arbitrage 21 Financial market 21 Finanzmarkt 21 Risikomanagement 21 Risk management 21 Unvollkommener Markt 21 Erwartungsnutzen 20 Expected utility 20 Nutzen 20 Nutzenfunktion 20 Utility 20 Utility function 20 Derivat 19 Derivative 19
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Online availability
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Undetermined 186 Free 51
Type of publication
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Article 375 Book / Working Paper 10
Type of publication (narrower categories)
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Article in journal 367 Aufsatz in Zeitschrift 367 Article 15 Collection of articles of several authors 6 Sammelwerk 6 Aufsatzsammlung 2 Conference proceedings 2 Konferenzschrift 2 Festschrift 1
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Language
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English 385
Author
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Jarrow, Robert A. 7 Ferrari, Giorgio 5 Madan, Dilip B. 5 Meyer-Brandis, Thilo 5 Munari, Cosimo-Andrea 5 Schenk-Hoppé, Klaus Reiner 5 Assa, Hirbod 4 Bayraktar, Erhan 4 Criens, David 4 Cvitanić, Jakša 4 Ekeland, Ivar 4 Evstigneev, Igor V. 4 Flåm, Sjur D. 4 Horst, Ulrich 4 Jouini, Elyès 4 Malamud, Semyon 4 Moreno-Bromberg, Santiago 4 Muhle-Karbe, Johannes 4 Rogers, Leonard C. G. 4 Rosazza Gianin, Emanuela 4 Rudloff, Birgit 4 Biagini, Francesca 3 Brignone, Riccardo 3 Capponi, Agostino 3 Carlier, Guillaume 3 Federico, Salvatore 3 Fu, Guanxing 3 Ghossoub, Mario 3 Hens, Thorsten 3 Jeon, Junkee 3 Koch Medina, Pablo 3 Larsen, Kasper 3 Lehalle, Charles-Albert 3 Liang, Zongxia 3 Lütkebohmert, Eva 3 Maggis, Marco 3 Park, Hyungbin 3 Pirvu, Traian A. 3 Riedel, Frank 3 Schachermayer, Walter 3
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Institution
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International Conference Stochastic Economics and Finance <2011, Bergen, Norwegen> 2
Published in...
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Mathematics and financial economics 368 Mathematics and Financial Economics 15 This is a pre-print of an article published in Mathematics and Financial Economics (2011) 1 To appear in Mathematics and Financial Economics 1
Source
All
ECONIS (ZBW) 370 EconStor 15
Showing 171 - 180 of 385
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Impact of contingent payments on systemic risk in financial networks
Banerjee, Tathagata; Feinstein, Zachary - In: Mathematics and financial economics 13 (2019) 4, pp. 617-636
Persistent link: https://www.econbiz.de/10012055893
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Golden options in financial mathematics
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: Mathematics and financial economics 13 (2019) 4, pp. 637-659
Persistent link: https://www.econbiz.de/10012055896
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Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Bismuth, Alexis; Guéant, Olivier; Pu, Jiang - In: Mathematics and financial economics 13 (2019) 4, pp. 661-719
Persistent link: https://www.econbiz.de/10012055900
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Foreword to the special issue on "Robustness, Knightian uncertainty, and games in finance"
Riedel, Frank; Shannon, Chris; Werner, Jan - In: Mathematics and financial economics 12 (2018) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10011963234
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Robust return risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: Mathematics and financial economics 12 (2018) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
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Symmetry axioms and perceived ambiguity
Klibanoff, Peter; Mukerji, Sujoy; Seo, Kyoungwon - In: Mathematics and financial economics 12 (2018) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011963283
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Asset prices in an ambiguous economy
Pennesi, Daniele - In: Mathematics and financial economics 12 (2018) 1, pp. 55-73
Persistent link: https://www.econbiz.de/10011963298
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Multidimensional investment problem
Christensen, Sören; Salminen, Paavo - In: Mathematics and financial economics 12 (2018) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011963303
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Combining different models
Rogers, Leonard C. G. - In: Mathematics and financial economics 12 (2018) 1, pp. 97-109
Persistent link: https://www.econbiz.de/10011963311
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Backward nonlinear expectation equations
Belak, Christoph; Seiferling, Thomas; Seifried, Frank Thomas - In: Mathematics and financial economics 12 (2018) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
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