//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risk"
~subject:"Martingale"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Market imperfection"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk
Martingale
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
Stochastic process
8
Stochastischer Prozess
8
Hedging
7
Derivat
6
Derivative
6
Financial market
6
Finanzmarkt
6
Risiko
6
Erwartungsnutzen
5
Expected utility
5
Nutzenfunktion
5
Utility function
5
Volatility
4
Volatilität
4
Dual optimization problem
3
Duales Optimierungsproblem
3
Entropie
3
Entropy
3
Risikoaversion
3
Risk aversion
3
incomplete markets
3
Allgemeines Gleichgewicht
2
Anlageverhalten
2
Arbitrage
2
Arbitrage Pricing
2
Arbitrage pricing
2
Behavioural finance
2
Control theory
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Frittelli, Marco
3
Anthropelos, Michail
1
Arai, Takuji
1
Bayraktar, Erhan
1
Bellini, Fabio
1
Biagini, Sara
1
Choulli, Tahir
1
Cont, Rama
1
De Donno, Marzia
1
Du, Ke
1
Engwerda, Jacob Christiaan
1
Fukasawa, Masaaki
1
Grasselli, Matheus
1
Hugonnier, Julien
1
Jarrow, Robert A.
1
Kardaras, Constantinos
1
Korn, Ralf
1
Kramkov, Dmitry
1
Leitner, Johannes
1
Lyasoff, Andrew
1
Platen, Eckhard
1
Protter, Philip E.
1
Roorda, Berend
1
Schachermayer, Walter
1
Schumacher, Johannes M.
1
Schäl, Manfred
1
Shimbo, Kazuhiro
1
Stricker, Christophe
1
Sulem, Agnès
1
Zhou, Zhou
1
Øksendal, Bernt K.
1
Žitkovi´c, Gordan
1
Ž̌̌̌̌̌̌̌itković, Gordan
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
12
International journal of theoretical and applied finance
9
Journal of economic dynamics & control
7
Review of economic dynamics
6
Insurance / Mathematics & economics
5
Journal of banking & finance
5
Journal of mathematical economics
5
Working paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied mathematical finance
4
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Tinbergen Institute
4
Economics letters
4
Journal of monetary economics
4
Mathematical methods of operations research
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
The international library of critical writings in economics
4
An Elgar reference collection
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Journal of macroeconomics
3
Journal of mathematical finance
3
Macroeconomic dynamics
3
SAFE working paper
3
Annals of economics and finance
2
Annals of finance
2
Asia-Pacific financial markets
2
CFM discussion paper series
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Computational economics
2
Discussion paper
2
Discussion paper series / Department of Economics, Columbia University
2
Discussion papers / Adam Smith Business School, University of Glasgow
2
Economic theory
2
European journal of operational research : EJOR
2
FINESS working papers
2
Finance research letters
2
IED working papers
2
International journal of financial engineering
2
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
19
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
4
The two fundamental theorems of asset pricing for a class of continuous-time financial markets
Lyasoff, Andrew
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 485-504
Persistent link: https://www.econbiz.de/10010486019
Saved in:
5
Stability of the utility maximization problem with random endowment in incomplete markets
Kardaras, Constantinos
;
Ž̌̌̌̌̌̌̌itković, Gordan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 313-333
Persistent link: https://www.econbiz.de/10008935662
Saved in:
6
Indifference price with general seminartingales
Biagini, Sara
;
Frittelli, Marco
;
Grasselli, Matheus
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 423-446
Persistent link: https://www.econbiz.de/10009155204
Saved in:
7
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail
;
Žitkovi´c, Gordan
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 411-446
Persistent link: https://www.econbiz.de/10008667062
Saved in:
8
Asset price bubbles in incomplete markets
Jarrow, Robert A.
;
Protter, Philip E.
;
Shimbo, Kazuhiro
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 145-185
Persistent link: https://www.econbiz.de/10003955702
Saved in:
9
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
10
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
Saved in:
11
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
12
On utility-based pricing of contingent claims in incomplete markets
Hugonnier, Julien
;
Kramkov, Dmitry
;
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 203-212
Persistent link: https://www.econbiz.de/10002725392
Saved in:
13
Coherent acceptability measures in multiperiod models
Roorda, Berend
;
Schumacher, Johannes M.
;
Engwerda, …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
Saved in:
14
Minimal entropy-Hellinger martingale measure in incomplete markets
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
15
(
2005
)
3
,
pp. 465-490
Persistent link: https://www.econbiz.de/10002983174
Saved in:
15
A note on completeness in large financial markets
De Donno, Marzia
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 295-315
Persistent link: https://www.econbiz.de/10002032701
Saved in:
16
On the existence of minimax martingale measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001686149
Saved in:
17
The minimal entropy martingale measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
Saved in:
18
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
19
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->