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:"Theory"
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
Tail VaR measures in a multi-p...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Hedging
6
Derivat
5
Derivative
5
Portfolio selection
5
Portfolio-Management
5
Option pricing theory
4
Optionspreistheorie
4
Risiko
4
Risk
4
Theorie
4
Derivatives
2
Liquidity
2
Risikomanagement
2
Risk management
2
derivatives
2
model risk
2
Betriebliche Liquidität
1
Corporate liquidity
1
Credit risk
1
Dynamic programming
1
Dynamische Optimierung
1
Execution
1
Interest rate derivative
1
Interest rate derivatives
1
Kreditrisiko
1
Liquidity effect
1
Liquiditätseffekt
1
Model risk
1
Nutzenfunktion
1
Optimal growth
1
Optimal strategy
1
Optimales Wachstum
1
Option trading
1
Optionsgeschäft
1
Portfolio insurance
1
Portfolio optimization
1
Stochastic process
1
Stochastischer Prozess
1
Utility function
1
more ...
less ...
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
Matsumoto, Koichi
4
Published in...
All
Asia-Pacific financial markets
2
Applied mathematical finance
1
Finance and stochastics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Implied default probability and credit derivatives
Matsumoto, Koichi
- In:
Asia-Pacific financial markets
10
(
2003
)
2/3
,
pp. 129-149
Persistent link: https://www.econbiz.de/10002763388
Saved in:
2
Mean-variance hedging with uncertain trade execution
Matsumoto, Koichi
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 219-252
Persistent link: https://www.econbiz.de/10003916153
Saved in:
3
Optimal portfolio of low liquid assets with a log-utility function
Matsumoto, Koichi
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 121-145
Persistent link: https://www.econbiz.de/10003234960
Saved in:
4
Portfolio insurance with liquidity risk
Matsumoto, Koichi
- In:
Asia-Pacific financial markets
14
(
2007
)
4
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003757840
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
