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accessRights:"restricted"
subject:"Wohlfahrtsanalyse"
~isPartOf:"Finance and stochastics"
~subject:"Pricing strategy"
~subject:"Stochastischer Prozess"
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Wohlfahrtsanalyse
Pricing strategy
Stochastischer Prozess
Theorie
112
Theory
112
Portfolio selection
45
Portfolio-Management
45
Stochastic process
30
Risiko
25
Risk
25
Transaction costs
18
Transaktionskosten
18
Martingal
15
Martingale
15
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Messung
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Risk measure
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CAPM
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Mathematische Optimierung
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Börsenkurs
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Incomplete market
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Unvollkommener Markt
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Decision under uncertainty
7
Entscheidung unter Unsicherheit
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Utility
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Markov chain
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Markov-Kette
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Volatility
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Volatilität
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Incomplete markets
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English
33
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Choulli, Tahir
3
Kabanov, Jurij M.
3
Aksamit, Anna
2
Deng, Jun
2
Fukasawa, Masaaki
2
Jeanblanc, Monique
2
Karatzas, Ioannis
2
Kardaras, Constantinos
2
Kim, Donghan
2
Lépinette, Emmanuel
2
Ruf, Johannes
2
Ararat, Çağın
1
Becherer, Dirk
1
Belak, Christoph
1
Bilarev, Todor
1
Bouchard, Bruno
1
Brzeźniak, Zdzisław
1
Buchardt, Kristian
1
Chong, Wing Fung
1
Christensen, Sören
1
Egami, Masahiko
1
El Euch, Omar
1
Elie, Romuald
1
Feinstein, Zachary
1
Fontana, Claudio
1
Frentrup, Peter
1
Furrer, Christian
1
Grbac, Zorana
1
Guasoni, Paolo
1
Gümbel, Sandrine
1
Hambly, Ben
1
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1
Hu, Ying
1
Jaimungal, Sebastian
1
Jarrow, Robert A.
1
Jentzen, Arnulf
1
Kevkhishvili, Rusudan
1
Kok, Tayfun
1
Kolliopoulos, Nikolaos
1
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1
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Finance and stochastics
European journal of operational research : EJOR
404
Discussion paper / Centre for Economic Policy Research
298
Working paper / National Bureau of Economic Research, Inc.
154
Operations research
136
Management science : journal of the Institute for Operations Research and the Management Sciences
121
Computers & operations research : and their applications to problems of world concern ; an international journal
109
International journal of production research
109
International journal of production economics
101
Economics letters
99
Discussion papers / CEPR
97
International journal of industrial organization
89
Insurance / Mathematics & economics
79
Transportation research / E : an international journal
73
Operations research letters
70
SpringerLink / Bücher
64
Energy economics
62
Journal of economic dynamics & control
62
Mathematics of operations research
60
Omega : the international journal of management science
58
Economic modelling
56
Quantitative finance
51
Journal of revenue and pricing management
48
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
45
Journal of econometrics
42
Journal of the Operational Research Society
41
INFORMS journal on computing : JOC
39
Manufacturing & service operations management : M & SOM
38
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
36
International review of economics & finance : IREF
33
Journal of economic behavior & organization : JEBO
33
Journal of international economics
33
Journal of macroeconomics
33
Computational economics
31
Production and operations management : the flagship research journal of the Production and Operations Management Society
31
Scandinavian actuarial journal
30
Finance research letters
29
IMA journal of management mathematics
28
International journal of theoretical and applied finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
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ECONIS (ZBW)
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1
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
2
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
3
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
4
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
5
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
6
Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
7
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
8
Conditional Davis pricing
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 565-599
Persistent link: https://www.econbiz.de/10012518059
Saved in:
9
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
10
Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
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