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
Convex measures of risk and tr...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
10
Theory
10
Portfolio selection
5
Portfolio-Management
5
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
Bubbles
2
Decision under risk
2
Entscheidung unter Risiko
2
Hedging
2
Measurement
2
Messung
2
Risikoaversion
2
Risk aversion
2
Spekulationsblase
2
Volatility
2
Volatilität
2
Börsenkurs
1
CAPM
1
Cash Flow
1
Cash flow
1
Catalytic superprocess
1
Coherent risk measure
1
Comparative robustness
1
Convex risk measure
1
Decision under uncertainty
1
Decomposition method
1
Definition
1
Dekompositionsverfahren
1
Discounting
1
Diskontierung
1
Distortion risk measure
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Efficiency
1
Effizienz
1
Entscheidung unter Unsicherheit
1
Equivalent martingale measures
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Undetermined
8
Author
All
Föllmer, Hans
11
Schied, Alexander
10
Leukert, Peter
4
Acciaio, Beatrice
2
Lorenz, Christopher
2
Penner, Irina
2
Schöneborn, Torsten
2
Biagini, Francesca
1
Delbaen, Freddy
1
Embrechts, Paul
1
Kabanov, Jurij M.
1
Kabanov, Yuri
1
Krätschmer, Volker
1
Nedelcu, Sorin
1
Neuman, Eyal
1
Shreve, Steven
1
Zähle, Henryk
1
more ...
less ...
Published in...
All
Finance and stochastics
SFB 373 Discussion Papers
902
Sonderforschungsbereich 373
828
Papers / arXiv.org
16
Discussion papers of interdisciplinary research project 373
11
SFB 373 Discussion Paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and Stochastics
8
Diskussionspapier
6
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
6
SFB 649 discussion paper
6
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
6
Applied mathematical finance
5
Discussion paper / B
5
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
5
De Gruyter studies in mathematics
4
Journal of mathematical economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mathematics of operations research
4
Statistics & Risk Modeling
4
Stochastic Processes and their Applications
4
MPRA Paper
3
Applied Mathematical Finance
2
De Gruyter graduate
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Mathematical Finance
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
Post-Print / HAL
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annual review of financial economics
1
Aspects of mathematical finance
1
Bulletin of the International Statistical Institute
1
Computational Statistics
1
Discussion Paper Serie B
1
Discussion Papers / Økonomisk Institut, Københavns Universitet
1
EFA 2008 Athens Meetings Paper
1
Econophysics of Order-driven Markets : proceedings of Econophys-Kolkata V
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
OLC EcoSci
8
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
Saved in:
2
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
Saved in:
3
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
Saved in:
4
Optional decomposition and Lagrange multipliers
Föllmer, Hans
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10001230154
Saved in:
5
Editorial
Delbaen, Freddy
;
Embrechts, Paul
;
Föllmer, Hans
; …
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10008215026
Saved in:
6
Efficient hedging: Cost versus shortfall risk
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 117-146
Persistent link: https://www.econbiz.de/10008217585
Saved in:
7
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10008218072
Saved in:
8
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 669-710
Persistent link: https://www.econbiz.de/10010019155
Saved in:
9
Risk assessment for uncertain cash flows : model ambiguity, discounting ambiguity, and the role of bubbles
Acciaio, Beatrice
;
Föllmer, Hans
;
Penner, Irina
- In:
Finance and stochastics
16
(
2012
)
4
,
pp. 669-709
Persistent link: https://www.econbiz.de/10009623537
Saved in:
10
Shifting martingale measures and the birth of a bubble as a submartingale
Biagini, Francesca
;
Föllmer, Hans
;
Nedelcu, Sorin
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10010340747
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
