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
~subject:"Portfolio selection"
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
Random variables as pathwise i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Stochastic process
11
Stochastischer Prozess
11
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Hedging
5
Arbitrage Pricing
4
Arbitrage pricing
4
Portfolio-Management
4
fractional Brownian motion
4
Fractional Brownian motion
3
Transaction costs
3
Transaktionskosten
3
CAPM
2
Electronic trading
2
Elektronisches Handelssystem
2
Martingal
2
Martingale
2
Quadratic variation
2
Securities trading
2
Time series analysis
2
Wertpapierhandel
2
Wiener process
2
Zeitreihenanalyse
2
option pricing
2
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Ausreißer
1
Bayes-Statistik
1
Bayesian inference
1
Black-Scholes model
1
Black-Scholes-Modell
1
Brownian risk model
1
Börsenkurs
1
Cholesky decomposition
1
Clark-Ocone representation
1
Constrained optimization
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Mišura, Julija S.
2
Bahchedjioglou, Olena
1
Bender, Christian
1
Guasoni, Paolo
1
Makogin, Vitalii
1
Melʹnikov, Aleksandr V.
1
Rásonyi, Miklós
1
Shevchenko, Georgiy
1
Sottinen, Tommi
1
Valkeila, Esko
1
more ...
less ...
Published in...
All
Finance and stochastics
2
International journal of theoretical and applied finance
1
Mathematical methods of operations research : ZOR
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Bahchedjioglou, Olena
;
Shevchenko, Georgiy
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10013184230
Saved in:
2
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
3
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
4
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
