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
Expected Log-Utility Maximizat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
35
Theory
35
Portfolio-Management
19
Stochastic process
17
Stochastischer Prozess
17
Yield curve
11
Zinsstruktur
11
Option pricing theory
8
Optionspreistheorie
8
CAPM
6
Hedging
6
Incomplete information
6
Control theory
5
Derivat
5
Derivative
5
Interest rate
5
Kontrolltheorie
5
Portfolio optimization
5
Unvollkommene Information
5
Arbitrage
4
Arbitrage Pricing
4
Arbitrage pricing
4
Benchmarking
4
Financial market
4
Finanzmarkt
4
Markov chain
4
Markov-Kette
4
Stochastic control
4
Zins
4
Bond market
3
Dynamic programming
3
Finanzmathematik
3
Partial information
3
Probability theory
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Volatility
3
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
15
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
2
Collection of articles of several authors
2
Conference proceedings
2
Graue Literatur
2
Konferenzschrift
2
Non-commercial literature
2
Sammelwerk
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
19
Author
All
Runggaldier, Wolfgang J.
18
Platen, Eckhard
4
Callegaro, Giorgia
2
Fontana, Claudio
2
Frey, Rüdiger
2
Nagai, Hideo
2
Biais, Bruno
1
Chau, Huy N.
1
Di Masi, Giovanni B.
1
Edoli, Enrico
1
Fujimoto, Kazufumi
1
Galesso, Giorgia
1
Jeanblanc, Monique
1
Lleo, Sébastien
1
Pavarana, Simone
1
Tankov, Peter
1
Zaccaria Ruggiu, Annapaola
1
more ...
less ...
Institution
All
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Published in...
All
Asia-Pacific financial markets
4
Finance and stochastics
2
Applied mathematics monographs
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Lecture notes in mathematics
1
Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
1
Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Risk and decision analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
2
Down-side risk minimization under prescribed consumption level
Nagai, Hideo
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10009655732
Saved in:
3
Risk-minimizing hedging strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
Saved in:
4
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
5
A benchmark approach to filtering in finance
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2002
Persistent link: https://www.econbiz.de/10001732830
Saved in:
6
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 - 22 May 1992
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
7
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
8
Portfolio optimization in a defaultable market under incomplete information
Callegaro, Giorgia
;
Jeanblanc, Monique
;
Runggaldier, …
- In:
Decisions in economics and finance : DEF ; a journal of …
35
(
2012
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10009656936
Saved in:
9
Pricing without equivalent martingale measures under complete and incomplete observation
Galesso, Giorgia
;
Runggaldier, Wolfgang J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 99-121)
.
2010
Persistent link: https://www.econbiz.de/10008749298
Saved in:
10
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
