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:"Utility function"
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
Conditional certainty equivale...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Utility function
Theorie
26
Theory
26
Risiko
11
Risk
11
Measurement
9
Messung
9
Martingal
8
Martingale
8
CAPM
7
Finanzmathematik
7
Mathematical finance
7
Incomplete market
6
Portfolio selection
6
Portfolio-Management
6
Risikomaß
6
Risk measure
6
Unvollkommener Markt
6
Arbitrage
5
Decision under uncertainty
4
Entscheidung unter Unsicherheit
4
Mathematical programming
4
Mathematische Optimierung
4
Risikomanagement
4
Risk management
4
Stochastic process
4
Stochastischer Prozess
4
Arbitrage Pricing
3
Arbitrage pricing
3
Entropie
3
Entropy
3
Nutzenfunktion
3
Systemic risk
3
Systemic risk measures
3
Systemrisiko
3
dual representation
3
Fairness
2
First fundamental theorem of asset pricing
2
Knightian uncertainty
2
Option pricing theory
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Frittelli, Marco
3
Biagini, Sara
1
Doldi, A.
1
Feng, Y.
1
Fouque, Jean-Pierre
1
Published in...
All
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some remarks on arbitrage and preferences in securities markt models
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 351-357
Persistent link: https://www.econbiz.de/10002125515
Saved in:
2
The supermartingale property of the optimal wealth process for general semimartingales
Biagini, Sara
;
Frittelli, Marco
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 253-266
Persistent link: https://www.econbiz.de/10003439762
Saved in:
3
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
