EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Convex duality"
Narrow search

Narrow search

Year of publication
Subject
All
convex duality 35 Convex duality 25 Theorie 21 Theory 21 Portfolio selection 19 Portfolio-Management 19 Mathematical programming 13 Mathematische Optimierung 13 Stochastic process 11 Stochastischer Prozess 11 incomplete markets 11 Utility maximization 9 Incomplete market 8 Incomplete markets 8 Unvollkommener Markt 8 Risiko 7 Risk 7 utility maximization 7 Erwartungsnutzen 6 Expected utility 6 Nutzen 6 Option pricing theory 6 Optionspreistheorie 6 Risikomaß 6 Risk measure 6 Utility 6 model uncertainty 6 stochastic volatility 6 Hedging 5 Measurement 5 Messung 5 Nutzenfunktion 5 Optimal investment 5 Utility function 5 shortfall risk 5 Coherent risk measures 4 Transaction costs 4 Transaktionskosten 4 optimal control 4 optimal investment 4
more ... less ...
Online availability
All
Undetermined 49 Free 10
Type of publication
All
Article 53 Book / Working Paper 16
Type of publication (narrower categories)
All
Article in journal 28 Aufsatz in Zeitschrift 28 Working Paper 5 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3
Language
All
English 39 Undetermined 30
Author
All
Schied, Alexander 7 Larsen, Kasper 4 Bouchard, Bruno 3 Küchler, Uwe 3 Leukert, Peter 3 Mostovyi, Oleksii 3 Rudloff, Birgit 3 Siorpaes, Pietro 3 Žitković, Gordan 3 Bichuch, Maxim 2 Borwein, Jonathan M. 2 Carlier, Guillaume 2 Czichowsky, Christoph 2 Daniel Hernandez–Hernandez 2 Ekeland, Ivar 2 Fosgerau, Mogens 2 Föllmer, Hans 2 Hu, Ying 2 Jaschke, Stefan R. 2 Maréchal, Pierre 2 Naugler, David 2 Owari, Keita 2 Schachermayer, Walter 2 Soner, Halil Mete 2 Sturm, Stephan 2 Yu, Xiang 2 Acciaio, Beatrice 1 Ararat, Çağın 1 Battauz, Anna 1 Bayraktar, Erhan 1 Biagini, Sara 1 Carlier, G. 1 Cerny, Ales 1 Chong, Wing Fung 1 De Donno, Marzia 1 Deng, Shuoqing 1 Ekeland, I. 1 Escobar, Marcos 1 Frittelli, Marco 1 FÃllmer, Hans 1
more ... less ...
Institution
All
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 3 Université Paris-Dauphine (Paris IX) 3 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Collegio Carlo Alberto, Università degli Studi di Torino 1 Institute of Economic Research, Hitotsubashi University 1 Université Paris-Dauphine 1
Published in...
All
Finance and Stochastics 9 Finance and stochastics 6 Mathematics and financial economics 4 Economics Papers from University Paris Dauphine 3 Mathematical finance : an international journal of mathematics, statistics and financial theory 3 Mathematics of operations research 3 SFB 649 Discussion Papers 3 Annals of the Institute of Statistical Mathematics 2 Applied Mathematical Finance 2 Computational Statistics 2 International journal of theoretical and applied finance 2 Mathematical Methods of Operations Research 2 Mathematical finance : an international journal of mathematics, statistics and financial economics 2 Research paper series / Swiss Finance Institute 2 SFB 373 Discussion Paper 2 SFB 373 Discussion Papers 2 Swiss Finance Institute Research Paper 2 Asia-Pacific Financial Markets 1 Carlo Alberto Notebooks 1 Decisions in economics and finance : DEF ; a journal of applied mathematics 1 Discussion papers / Department of Economics, University of Copenhagen 1 Economic Theory 1 European journal of operational research : EJOR 1 Global COE Hi-Stat Discussion Paper Series 1 Insurance / Mathematics & economics 1 Journal of Global Optimization 1 Journal of mathematical economics 1 Journal of mathematical finance 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Market microstructure and liquidity 1 Open Access publications from Université Paris-Dauphine 1 Quantitative Finance 1 Scandinavian actuarial journal 1 Statistics & Decisions 1 Statistics & Risk Modeling 1 Stochastic Processes and their Applications 1
more ... less ...
Source
All
RePEc 34 ECONIS (ZBW) 31 EconStor 2 Other ZBW resources 2
Showing 1 - 10 of 69
Cover Image
Optimal learning for structured bandits
Parys, Bart P. G. van; Golrezaei, Negin - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3951-3998
Persistent link: https://www.econbiz.de/10014552520
Saved in:
Cover Image
How McFadden met Rockafellar and learnt to do more with less
Sørensen, Jesper R.-V.; Fosgerau, Mogens - 2020
Persistent link: https://www.econbiz.de/10012319228
Saved in:
Cover Image
Geometrical bounds for variance and recentered moments
Lim, Tongseok; McCann, Robert J. - In: Mathematics of operations research 47 (2022) 1, pp. 286-296
Persistent link: https://www.econbiz.de/10013364863
Saved in:
Cover Image
How McFadden met Rockafellar and learned to do more with less
Sørensen, Jesper R. -V.; Fosgerau, Mogens - In: Journal of mathematical economics 100 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013367186
Saved in:
Cover Image
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos; Wahl, Markus; Zagst, Rudi - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
Cover Image
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs; Pelsser, Antoon André Jean - In: European journal of operational research : EJOR 297 (2022) 2, pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
Cover Image
A decomposition of general premium principles into risk and deviation
Nendel, Max; Riedel, Frank; Schmeck, Maren Diane - In: Insurance / Mathematics & economics 100 (2021), pp. 193-209
Persistent link: https://www.econbiz.de/10012622389
Saved in:
Cover Image
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio; Serrano, Rafael - In: Mathematics and financial economics 15 (2021) 4, pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
Cover Image
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
Saved in:
Cover Image
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...