//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Performance in the Hedge Fund...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
209
Portfolio-Management
209
Theorie
167
Theory
167
Stochastic process
57
Stochastischer Prozess
57
Mathematical programming
39
Mathematische Optimierung
39
Transaction costs
33
Transaktionskosten
33
Risiko
30
Risk
30
Hedging
27
Martingal
27
Martingale
27
CAPM
24
Option pricing theory
24
Optionspreistheorie
24
Incomplete market
21
Risikomaß
21
Risk measure
21
Unvollkommener Markt
21
Measurement
14
Messung
14
Arbitrage Pricing
13
Arbitrage pricing
13
Utility
13
Arbitrage
12
Control theory
11
Kontrolltheorie
11
Risikomanagement
11
Risk management
11
Dynamic programming
10
Dynamische Optimierung
10
Intertemporal choice
10
Intertemporale Entscheidung
10
Nutzen
10
Credit risk
9
Derivat
9
Derivative
9
more ...
less ...
Online availability
All
Undetermined
76
Free
12
Type of publication
All
Article
210
Type of publication (narrower categories)
All
Article in journal
210
Aufsatz in Zeitschrift
210
Language
All
English
210
Author
All
Kabanov, Jurij M.
8
Guasoni, Paolo
5
Pham, Huyên
5
Schachermayer, Walter
5
Bayraktar, Erhan
4
Choulli, Tahir
4
Gerhold, Stefan
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Muhle-Karbe, Johannes
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Bank, Peter
3
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Dolinsky, Yan
3
Elie, Romuald
3
Federico, Salvatore
3
Feinstein, Zachary
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Mostovyi, Oleksii
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
Zariphopoulou-Souganidis, Thaleia
3
Zheng, Harry
3
Aksamit, Anna
2
Belak, Christoph
2
Bender, Christian
2
Bensoussan, Alain
2
Bichuch, Maxim
2
Björk, Tomas
2
Bouchard, Bruno
2
more ...
less ...
Published in...
All
Finance and stochastics
Journal of banking & finance
695
Finance research letters
681
NBER working paper series
679
Working paper / National Bureau of Economic Research, Inc.
555
NBER Working Paper
494
European journal of operational research : EJOR
460
Insurance / Mathematics & economics
421
Journal of financial economics
388
International review of financial analysis
385
The journal of finance : the journal of the American Finance Association
315
Management science : journal of the Institute for Operations Research and the Management Sciences
309
The journal of portfolio management : a publication of Institutional Investor
296
Journal of economic dynamics & control
276
The journal of asset management
276
Journal of empirical finance
272
Research paper series / Swiss Finance Institute
269
Journal of financial and quantitative analysis : JFQA
264
Applied economics
260
International review of economics & finance : IREF
259
Discussion paper / Centre for Economic Policy Research
250
The review of financial studies
249
International journal of theoretical and applied finance
241
Pacific-Basin finance journal
240
Quantitative finance
229
The European journal of finance
225
SpringerLink / Bücher
213
Economic modelling
211
Risks : open access journal
210
The North American journal of economics and finance : a journal of financial economics studies
201
Economics letters
199
Research in international business and finance
192
Journal of risk and financial management : JRFM
184
Discussion papers / CEPR
181
Journal of international financial markets, institutions & money
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
179
The journal of investing
178
Applied economics letters
177
Swiss Finance Institute Research Paper
170
Journal of investment management : JOIM
168
more ...
less ...
Source
All
ECONIS (ZBW)
210
Showing
1
-
10
of
210
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On measuring nonlinear risk with scarce observations
Cherny, Alexander
;
Douady, Raphael
;
Molčanov, …
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 375-395
Persistent link: https://www.econbiz.de/10010216489
Saved in:
2
Hedge and mutual funds' fees and the separation of private investments
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 473-507
Persistent link: https://www.econbiz.de/10011418231
Saved in:
3
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
Saved in:
4
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
Saved in:
5
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
6
A generalization of the mutual fund theorem
Khanna, Ajay
;
Kulldorff, Martin
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001367026
Saved in:
7
Turnpike behavior of long-term investments
Huang, Chi-fu
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
Saved in:
8
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:
9
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
Saved in:
10
Beating a moving target : optimal portfolio strategies for outperforming a stochastic benchmark
Browne, Sid
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001389104
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->