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isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Allgemeines Gleichgewicht"
~subject:"Hedging"
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Allgemeines Gleichgewicht
Hedging
Incomplete market
65
Unvollkommener Markt
65
Theorie
60
Theory
60
Portfolio selection
27
Portfolio-Management
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
16
Martingal
13
Martingale
13
Stochastic process
8
Stochastischer Prozess
8
Derivat
6
Derivative
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Financial market
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Finanzmarkt
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Risiko
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5
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Utility function
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Volatilität
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Dual optimization problem
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Duales Optimierungsproblem
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Entropie
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Entropy
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Risikoaversion
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Risk aversion
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incomplete markets
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Anlageverhalten
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Arbitrage
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Arbitrage Pricing
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Platen, Eckhard
2
Černý, Aleš
2
Araújo, Aloísio Barboza de
1
Bayraktar, Erhan
1
Du, Ke
1
Florenzano, Monique
1
Gourdel, Pascal
1
Gouriéroux, Christian
1
Hayashi, Takaki
1
Heath, David C.
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Kallsen, Jan
1
Laurent, Jean-Paul
1
Mykland, Per A.
1
Orrillo, Jaime
1
Pham, Huyên
1
Páscoa, Mário Rui
1
Schweizer, Martin
1
Zhou, Zhou
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of mathematical economics
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
27
International journal of theoretical and applied finance
16
Journal of economic dynamics & control
15
Journal of economic theory
13
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc.
9
CORE discussion paper : DP
8
Cowles Foundation discussion paper
8
Discussion papers in economics
8
Discussion paper / Centre for Economic Policy Research
7
NBER Working Paper
7
Computational economics
6
Research paper series / Swiss Finance Institute
6
Annals of finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Swiss Finance Institute Research Paper
5
Discussion paper / A
4
Discussion papers / CEPR
4
Finance and stochastics
4
Journal of banking & finance
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
The review of financial studies
4
Working papers / Brown University, Department of Economics
4
Applied mathematical finance
3
CARESS working paper
3
CARF working paper
3
CESifo working papers
3
Discussion papers / Department of Economics, University of Copenhagen
3
Diskussionsarbeit
3
Economic modelling
3
Economic theory bulletin
3
Energy economics
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European journal of operational research : EJOR
3
IFA working paper
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Institutions, equilibria and efficiency : essays in honor of Birgit Grodal
3
International economic review
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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:
2
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:
3
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:
4
Optimal continuous-time hedging with Leptokurtic returns
Černý, Aleš
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 175-203
Persistent link: https://www.econbiz.de/10003543119
Saved in:
5
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
6
A comparison of two quadratic approaches to hedging in incomplete markets
Heath, David C.
;
Platen, Eckhard
;
Schweizer, Martin
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 385-413
Persistent link: https://www.econbiz.de/10001620447
Saved in:
7
Equilibrium with default and endogenous collateral
Araújo, Aloísio Barboza de
;
Orrillo, Jaime
;
Páscoa, …
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10002177101
Saved in:
8
Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
Saved in:
9
Incomplete markets in infinite horizon : debt constraints versus node prices
Florenzano, Monique
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 167-196
Persistent link: https://www.econbiz.de/10001201640
Saved in:
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