//--> //--> //-->
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:"Finance and stochastics"
~person:"Obłój, Jan"
~person:"Pham, Huyên"
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
EMU and Portfolio Diversificat...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
8
Portfolio-Management
8
Theorie
6
Theory
6
Dynamic programming
3
Dynamische Optimierung
3
Hedging
2
Incomplete market
2
Risiko
2
Risk
2
Robust statistics
2
Robustes Verfahren
2
Unvollkommener Markt
2
Ambiguity aversion
1
Azéma-Yor processes
1
Betriebliche Liquidität
1
Consumer demand theory
1
Corporate liquidity
1
Decision under risk
1
Decision under uncertainty
1
Duality theory
1
Dynamic consistency
1
Dynamic programming principle
1
Eigeninteresse
1
Entscheidung unter Risiko
1
Entscheidung unter Unsicherheit
1
Financial investment
1
Financial market
1
Finanzmarkt
1
Kapitalanlage
1
Market liquidity
1
Marktliquidität
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Model uncertainty
1
Model-independent arbitrage
1
Modellierung
1
Nachfragetheorie des Haushalts
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Obłój, Jan
Pham, Huyên
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Schachermayer, Walter
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Belak, Christoph
2
Bender, Christian
2
Bensoussan, Alain
2
Bichuch, Maxim
2
Björk, Tomas
2
Czichowsky, Christoph
2
Delbaen, Freddy
2
Denis, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and Stochastics
2
International journal of theoretical and applied finance
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Journal of mathematical economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
1
Risks
1
Risks : open access journal
1
Stochastic modelling and applied probability
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly
;
Mnif, Mohamed
;
Pham, Huyên
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Saved in:
2
Optimal consumption policies in illiquid markets
Cretarola, Alessandra
;
Gozzi, Fausto
;
Pham, Huyên
; …
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
Saved in:
3
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno
;
Pham, Huyên
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Saved in:
4
A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Saved in:
5
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
6
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
7
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010190877
Saved in:
8
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->