//--> //--> //--> //-->
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:"CAPM"
~subject:"Derivat"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Derivat
Portfolio selection
177
Portfolio-Management
177
Theorie
163
Theory
163
Incomplete market
28
Stochastic process
28
Stochastischer Prozess
28
Unvollkommener Markt
28
Option pricing theory
23
Optionspreistheorie
23
Martingal
20
Martingale
20
Transaction costs
20
Transaktionskosten
20
Risiko
18
Risk
18
Mathematical programming
17
Mathematische Optimierung
17
Hedging
15
Control theory
14
Kontrolltheorie
14
Risikomanagement
13
Risikomaß
13
Risk management
13
Risk measure
13
Measurement
11
Messung
11
Risikoaversion
10
Risk aversion
10
Derivative
9
Anlageverhalten
8
Behavioural finance
8
Dynamic programming
8
Dynamische Optimierung
8
Erwartungsnutzen
8
Expected utility
8
Volatility
8
Volatilität
8
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Platen, Eckhard
2
Stricker, Christophe
2
Arai, Takuji
1
Bayraktar, Erhan
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Capponi, Agostino
1
Carassus, Laurence
1
Cheng, B. N.
1
Choulli, Tahir
1
Cialenco, Igor
1
Cont, Rama
1
Cretarola, Alessandra
1
Davis, Mark H. A.
1
Dermody, Jaime C.
1
Du, Ke
1
Evstigneev, Igor V.
1
Fukasawa, Masaaki
1
Geman, Hélyette
1
Guasoni, Paolo
1
Guéant, Olivier
1
Hayashi, Takaki
1
Henderson, Vicky
1
Herdegen, Martin
1
Hobson, David G.
1
Kabanov, Jurij M.
1
Kardaras, Constantinos
1
Lee, Cheng F.
1
Maccheroni, Fabio
1
Marinacci, Massimo
1
Minca, Andreea
1
Muhle-Karbe, Johannes
1
Mykland, Per A.
1
Obłój, Jan
1
Pemy, Moustapha
1
Pham, Huyên
1
Pu, Jiang
1
Raval, Vimal
1
Račev, Svetlozar T.
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
92
NBER working paper series
75
Finance research letters
70
Journal of financial economics
67
Journal of empirical finance
56
Research paper series / Swiss Finance Institute
56
Working paper / National Bureau of Economic Research, Inc.
54
International review of financial analysis
50
International journal of theoretical and applied finance
45
International review of economics & finance : IREF
45
Management science : journal of the Institute for Operations Research and the Management Sciences
45
NBER Working Paper
45
Journal of economic dynamics & control
43
The journal of asset management
40
The review of financial studies
40
The journal of portfolio management : a publication of Institutional Investor
38
European journal of operational research : EJOR
37
The journal of finance : the journal of the American Finance Association
37
Applied economics
36
The European journal of finance
36
Quantitative finance
35
Swiss Finance Institute Research Paper
33
Economic modelling
31
Energy economics
31
Journal of financial and quantitative analysis : JFQA
30
Journal of investment management : JOIM
29
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
29
Finance and stochastics
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
27
The journal of futures markets
26
Journal of international financial markets, institutions & money
25
SpringerLink / Bücher
25
Annals of finance
24
Discussion papers / CEPR
23
Risks : open access journal
22
Working paper / Centre for Financial Research
22
European financial management : the journal of the European Financial Management Association
20
MPRA Paper
20
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
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
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
4
A benchmark approach to finance
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 131-151
Persistent link: https://www.econbiz.de/10003336868
Saved in:
5
Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio
;
Marinacci, Massimo
;
Rustichini, Aldo
; …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
Saved in:
6
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
7
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
8
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
9
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:
10
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->