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Stochastic methods in finance...
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Theorie
71
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71
CAPM
23
Asymmetric information
15
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15
Risiko
15
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15
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13
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13
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11
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11
Martingal
10
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10
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9
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9
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8
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7
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7
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7
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7
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7
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6
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Efficient market hypothesis
6
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Finanzmathematik
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116
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75
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2
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1
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Back, Kerry
62
Back, Kerry E.
62
Frittelli, Marco
58
Li, Tao
16
Ljungqvist, Alexander
13
Biagini, Sara
11
Maggis, Marco
10
Baruch, Shmuel
8
Crotty, Kevin
8
Collin-Dufresne, Pierre
7
Fos, Vyacheslav
7
Pliska, Stanley R.
7
Rosazza Gianin, Emanuela
7
Biagini, Francesca
5
Fouque, Jean-Pierre
5
Kazempour, Seyed Mohammad
5
Liu, Ruomeng
5
Paulsen, Dirk
5
Pedersen, Hal
5
Peri, Ilaria
5
Teguia, Alberto
5
Brown, David P.
4
Carlin, Bruce Ian
4
Doldi, Alessandro
4
Meyer-Brandis, Thilo
4
Willard, Gregory A.
4
Barton, Paul
3
Burzoni, Matteo
3
Dybvig, Philip H.
3
FRITTELLI, MARCO
3
Grasselli, Matheus
3
Kakhbod, Ali
3
Scandolo, Giacomo
3
Bellini, Fabio
2
Cao, C. Henry
2
Crane, Alan D.
2
De Finetti, Bruno
2
Kapadia, Nishad
2
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2
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arXiv.org
8
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7
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5
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4
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2
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1
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The review of financial studies
12
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11
Finance and stochastics
9
Papers / arXiv.org
8
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7
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7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Economics letters
5
Mathematical Finance
5
Review of Financial Studies
5
Econometrica
4
Economics Letters
4
Finance and Stochastics
4
International journal of theoretical and applied finance
4
Journal of Mathematical Economics
4
Journal of mathematical economics
4
NBER working paper series
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
3
Discussion paper / Centre for Economic Policy Research
3
Mathematics and financial economics
3
NBER Working Paper
3
Advances in mathematical economics
2
Finance
2
Financial Management Association survey and synthesis series
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Finance
2
Journal of economic dynamics & control
2
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2
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2
Annual Review of Financial Economics
1
Annual review of financial economics
1
Boston University Questrom School of Business Research Paper
1
CEPR Discussion Papers
1
CIME summer schools
1
Collana di economia
1
Decisions in economics and finance : a journal of applied mathematics
1
ECGI - Finance Working Paper
1
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1
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ECONIS (ZBW)
107
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52
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20
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8
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3
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1
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1
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2010
Persistent link: https://www.econbiz.de/10008662772
Saved in:
2
Asset pricing and portfolio choice theory
Back, Kerry E.
-
2017
-
Second edition
Persistent link: https://www.econbiz.de/10011452259
Saved in:
3
Concepts of similarity for utility functions
Back, Kerry E.
- In:
Journal of mathematical economics
15
(
1986
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10001025262
Saved in:
4
A compact space of transitive locally non-satiated preference relations
Back, Kerry E.
- In:
Economics letters
3
(
1987
),
pp. 253-256
Persistent link: https://www.econbiz.de/10001032395
Saved in:
5
Asymmetric information and options
Back, Kerry E.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 435-472
Persistent link: https://www.econbiz.de/10001159890
Saved in:
6
Insider trading in continuous time
Back, Kerry E.
- In:
The review of financial studies
5
(
1992
)
3
,
pp. 387-409
Persistent link: https://www.econbiz.de/10001129386
Saved in:
7
Incomplete markets and individual risks
Back, Kerry E.
- In:
Economic theory : official journal of the Society for …
3
(
1993
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10001136011
Saved in:
8
Asset pricing for general processes
Back, Kerry E.
- In:
Journal of mathematical economics
20
(
1991
)
4
,
pp. 371-395
Persistent link: https://www.econbiz.de/10001117167
Saved in:
9
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces
Back, Kerry E.
- In:
Journal of mathematical economics
17
(
1988
)
1
,
pp. 89-99
Persistent link: https://www.econbiz.de/10001065584
Saved in:
10
Incomplete and asymmetric information in asset pricing theory
Back, Kerry E.
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 1-25)
.
2004
Persistent link: https://www.econbiz.de/10002526402
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