//--> //--> //-->
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
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Løkka, Arne"
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
Time-Consistent Mean-Variance...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Bid-ask spread
1
CARA utility
1
Chaos theory
1
Chaostheorie
1
Geld-Brief-Spanne
1
Incomplete market
1
Liquidity
1
Liquidität
1
Market microstructure
1
Marktmikrostruktur
1
Risikoaversion
1
Risk aversion
1
Securities trading
1
Stochastic process
1
Stochastischer Prozess
1
Unvollkommener Markt
1
Wertpapierhandel
1
discontinuous intervention boundary
1
limit order book
1
optimal execution
1
optimal liquidation
1
singular control
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Løkka, Arne
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Rogers, Leonard C. G.
4
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Choulli, Tahir
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Touzi, Nizar
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Cadenillas, Abel
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Cialenco, Igor
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Girotto, Bruno
2
Guéant, Olivier
2
He, Xue Dong
2
Jouini, Elyès
2
Kalkbrener, Michael
2
Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
2
Explicit representation of the minimal variance portfolio in markets driven by Lévy processes
Benth, Fred Espen
;
Di Nunno, Giulia
;
Løkka, Arne
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 55-72
Persistent link: https://www.econbiz.de/10001765640
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->