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Year of publication
Subject
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Theorie 148 Theory 148 Portfolio selection 95 Portfolio-Management 95 Risiko 51 Risk 51 Stochastic process 51 Stochastischer Prozess 51 Option pricing theory 40 Optionspreistheorie 40 Mathematical programming 31 Mathematische Optimierung 31 CAPM 25 Measurement 23 Messung 23 Risikomaß 22 Risk measure 22 Arbitrage 18 Börsenkurs 18 Share price 18 Volatility 18 Volatilität 18 Financial market 17 Finanzmarkt 17 Incomplete market 17 Unvollkommener Markt 17 Derivat 16 Derivative 16 Hedging 16 Decision under uncertainty 15 Entscheidung unter Unsicherheit 15 Erwartungsnutzen 15 Expected utility 15 Risikomanagement 15 Risk management 15 Transaction costs 15 Transaktionskosten 15 Game theory 14 Martingal 14 Martingale 14
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Online availability
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Undetermined 116
Type of publication
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Article 258 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 264 Aufsatz in Zeitschrift 264 Collection of articles of several authors 6 Sammelwerk 6 Conference proceedings 2 Konferenzschrift 2 Festschrift 1
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Language
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English 264
Author
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Madan, Dilip B. 5 Schenk-Hoppé, Klaus Reiner 5 Cvitanić, Jakša 4 Ekeland, Ivar 4 Evstigneev, Igor V. 4 Flåm, Sjur D. 4 Horst, Ulrich 4 Jarrow, Robert A. 4 Jouini, Elyès 4 Malamud, Semyon 4 Muhle-Karbe, Johannes 4 Rogers, Leonard C. G. 4 Rosazza Gianin, Emanuela 4 Assa, Hirbod 3 Ghossoub, Mario 3 Hens, Thorsten 3 Lehalle, Charles-Albert 3 Moreno-Bromberg, Santiago 3 Pirvu, Traian A. 3 Riedel, Frank 3 Rudloff, Birgit 3 Schachermayer, Walter 3 Schoutens, Wim 3 Svindland, Gregor 3 Aïd, René 2 Balbás de la Corte, Alejandro 2 Bayraktar, Erhan 2 Benth, Fred Espen 2 Biagini, Francesca 2 Callegaro, Giorgia 2 Campi, Luciano 2 Carlier, Guillaume 2 Carmona, René 2 Cheridito, Patrick 2 Davis, Mark H. A. 2 Gaïgi, M’hamed 2 Grbac, Zorana 2 Guo, Xin 2 Guéant, Olivier 2 Hamel, Andreas 2
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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 264
Source
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ECONIS (ZBW) 264
Showing 1 - 10 of 264
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A regime switching model for temperature modeling and applications to weather derivatives pricing
Türkvatan, Aysun; Hayfavi, Azize; Omay, Tolga - In: Mathematics and financial economics 14 (2020) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10012239952
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Fractional risk process in insurance
Kumar, Arun; Leonenko, Nikolaj; Pichler, Alois - In: Mathematics and financial economics 14 (2020) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10012239969
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Game theoretic valuation of deposit insurance under jump risk : from too small to survive to too big to fail
Wong, Tat Wing - In: Mathematics and financial economics 14 (2020) 1, pp. 67-95
Persistent link: https://www.econbiz.de/10012239976
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Optimal portfolio choice : a minimum expected loss approach
Ramírez Hassan, Andrés; Guerra-Urzola, Rosember - In: Mathematics and financial economics 14 (2020) 1, pp. 97-120
Persistent link: https://www.econbiz.de/10012239979
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Managing inventory with proportional transaction costs
Gallien, Florent; Kassibrakis, Serge; Malamud, Semyon - In: Mathematics and financial economics 14 (2020) 1, pp. 121-138
Persistent link: https://www.econbiz.de/10012239986
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Dual representations for systemic risk measures
Ararat, Çağın; Rudloff, Birgit - In: Mathematics and financial economics 14 (2020) 1, pp. 139-174
Persistent link: https://www.econbiz.de/10012239989
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The learning premium
Bichuch, Maxim; Guasoni, Paolo - In: Mathematics and financial economics 14 (2020) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10012239991
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Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna; Melʹnikov, Aleksandr V. - In: Mathematics and financial economics 14 (2020) 2, pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
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On the probability of default in a market with price clustering and jump risk
Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
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Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets
Belkov, Sergei; Evstigneev, Igor V.; Hens, Thorsten; Xu, Le - In: Mathematics and financial economics 14 (2020) 2, pp. 249-262
Persistent link: https://www.econbiz.de/10012240204
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