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~subject:"Portfolio selection"
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Portfolio selection
Theorie
52
Theory
52
Credit risk
36
Kreditrisiko
34
Portfolio-Management
32
Optionspreistheorie
27
Option pricing theory
26
Stochastischer Prozess
21
Stochastic process
20
Hedging
16
Derivat
15
Derivative
15
Markov chain
14
Markov-Kette
14
Martingal
14
Martingale
14
Credit derivative
12
Kreditderivat
12
Risikomanagement
10
Risk management
10
Arbitrage
9
CAPM
9
Insolvency
7
Insolvenz
7
Arbitrage Pricing
6
Arbitrage pricing
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Asset-Backed Securities
5
Asset-backed securities
5
Black-Scholes model
5
Black-Scholes-Modell
5
Kreditgeschäft
5
Dividend
4
Dividende
4
Dynamic programming
4
Financial economics
4
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Undetermined
5
Free
4
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Article
24
Book / Working Paper
8
Type of publication (narrower categories)
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Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Sammelwerk
1
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Language
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English
32
Author
All
Bielecki, Tomasz R.
18
Jeanblanc, Monique
14
Cialenco, Igor
5
Pliska, Stanley R.
5
Cousin, Areski
4
El Karoui, Nicole
4
Herbertsson, Alexander
4
Crépey, Stéphane
3
Aksamit, Anna
2
Blanchet-Scalliet, Christophette
2
Brigo, Damiano
2
Choulli, Tahir
2
Dana, Rose-Anne
2
Deng, Jun
2
Lacoste, Vincent
2
Patras, Frédéric
2
Callegaro, Giorgia
1
Chancelier, Jean-Philippe
1
Chen, Tao
1
Crépy, Stéphane
1
Iyigunler, Ismail
1
Jang, Inwon
1
Jin, Hanqing
1
Kennedy, Anna
1
Laurent, Jean-Paul
1
Mania, Michael
1
Martellini, Lionel
1
Mastrolia, Thibaut
1
Pitera, Marcin
1
Possamai͏̈, Dylan
1
Rodriguez, Rodrigo
1
Runggaldier, Wolfgang J.
1
Ruszczyński, Andrzej P.
1
Rutkowski, Marek
1
Réveillac, Anthony
1
Santacroce, Marina
1
Schweizer, Martin
1
Sherris, Michael
1
Sulem, Agnès
1
Yong, Jiongmin
1
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Published in...
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Finance and stochastics
5
International journal of theoretical and applied finance
4
Financial series
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Springer finance / Textbook
2
Working papers in economics
2
Asia-Pacific financial markets
1
Credit derivatives : the definitive guide
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Documents de recherche / ESSEC Centre de Recherche
1
Journal of mathematical economics
1
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
Paris Princeton lectures on mathematical finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The Oxford handbook of credit derivatives
1
The journal of computational finance
1
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ECONIS (ZBW)
32
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1
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
2
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
3
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
Saved in:
4
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:
5
Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R.
;
Chancelier, Jean-Philippe
;
Pliska, …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 39-63
Persistent link: https://www.econbiz.de/10002390572
Saved in:
6
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
7
Dynmaic modelling of portfolio credit risk with common shocks
Bielecki, Tomasz R.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009012001
Saved in:
8
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
9
A bottom-up dynamic model of portfolio credit risk : part II ; common-shock interpretation, calibration and hedging issues
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 51-73)
.
2014
Persistent link: https://www.econbiz.de/10010359906
Saved in:
10
A bottom-up dynamic model of portfolio credit risk : part I ; Markov copula perspective
Bielecki, Tomasz R.
;
Cousin, Areski
;
Crépey, Stéphane
; …
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 25-49)
.
2014
Persistent link: https://www.econbiz.de/10010359909
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