//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
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
The fundamental theorem of ass...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
32
Theory
32
Option pricing theory
14
Optionspreistheorie
14
Transaction costs
11
Transaktionskosten
11
Portfolio selection
10
Portfolio-Management
10
CAPM
7
Martingal
7
Martingale
7
Arbitrage Pricing
6
Arbitrage pricing
6
Incomplete market
6
Unvollkommener Markt
6
Black-Scholes model
4
Black-Scholes-Modell
4
Finanzmathematik
4
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
4
Stochastic process
4
Stochastischer Prozess
4
Wahrscheinlichkeitsrechnung
4
Arbitrage
3
Martingales
3
Mathematical finance
3
Opportunity cost
3
Opportunitätskosten
3
Semimartingal
3
Arbitrage-Pricing-Theorie
2
Börsenkurs
2
Capital-Asset-Pricing-Modell
2
Erwartungsnutzen
2
Expected utility
2
Handelsvolumen der Börse
2
Liquidity
2
Liquidität
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Free
11
Undetermined
7
Type of publication
All
Article
34
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
2
Sammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
44
Undetermined
4
Author
All
Schachermayer, Walter
48
Delbaen, Freddy
5
Muhle-Karbe, Johannes
4
Czichowsky, Christoph
3
Gerhold, Stefan
3
Guasoni, Paolo
3
Jouini, Elyes
3
Kreps, David M.
3
Touzi, Nizar
3
Beiglböck, Mathias
2
Davis, Mark
2
Hubalek, Friedrich
2
Jouini, Elyès
2
Napp, Clotilde
2
Pammer, Gudmund
2
Yang, Junjian
2
Acciaio, B.
1
Acciaio, Beatrice
1
Beiglböck, M.
1
Campi, Luciano
1
Cvitanić, Jakša
1
Duffie, Darrell
1
Filipović, Damir
1
Föllmer, Hans
1
Hugonnier, Julien
1
Kramkov, Dmitry
1
Kupper, Michael
1
Larsson, Martin
1
Lowther, George
1
Penkner, Friedrich
1
Peyre, Rémi
1
Pohl, Mathias
1
Ristig, Alexander
1
Rásonyi, Miklós
1
Schweizer, Martin
1
Sîrbu, Mihai
1
Taflin, Erik
1
Tangpi, Ludovic
1
Teichmann, Josef
1
Tompkins, Robert
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance and stochastics
10
Mathematics and financial economics
3
Springer finance
2
Stanford University Graduate School of Business research paper
2
Annals of finance
1
Aspects of mathematical finance
1
Boston U. School of Management Research Paper
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of mathematical economics
1
Market microstructure and liquidity
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Oberwolfach
1
Real options
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Technical working paper / National Bureau of Economic Research
1
Theoretical economics : TE ; an open access journal in economic theory
1
Zurich lectures in advanced mathematics
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
39
OLC EcoSci
13
USB Cologne (business full texts)
12
Other ZBW resources
8
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
Saved in:
2
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
3
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
4
A note on arbitrage and closed convex cones
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 183-189
Persistent link: https://www.econbiz.de/10002583073
Saved in:
5
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
6
The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
Saved in:
7
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
Saved in:
8
Optimal investment in incomplete financial markets
Schachermayer, Walter
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 427-462)
.
2002
Persistent link: https://www.econbiz.de/10001679464
Saved in:
9
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
10
Representation results for law invariant time consistent functions
Kupper, Michael
;
Schachermayer, Walter
- In:
Mathematics and financial economics
2
(
2009
)
3
,
pp. 189-210
Persistent link: https://www.econbiz.de/10003891236
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->