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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio-Management"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Aktienoption"
~subject:"Volatility"
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Portfolio-Management
Aktienoption
Volatility
Theorie
645
Theory
645
Portfolio selection
194
Option pricing theory
193
Optionspreistheorie
193
CAPM
85
Stochastic process
81
Stochastischer Prozess
81
Volatilität
81
Hedging
66
Yield curve
65
Zinsstruktur
65
Incomplete market
60
Unvollkommener Markt
60
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48
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48
Option trading
42
Optionsgeschäft
42
Börsenkurs
40
Martingal
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Martingale
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Schätzung
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Probability theory
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Platen, Eckhard
8
Zhou, Xun Yu
6
Li, Duan
5
Rogers, Leonard C. G.
5
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Schweizer, Martin
4
Touzi, Nizar
4
Zimmermann, Heinz
4
Benth, Fred Espen
3
Carassus, Laurence
3
El Karoui, Nicole
3
Hobson, David G.
3
Jamshidian, Farshid
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Renault, Eric
3
Rudolf, Markus
3
Sircar, Kaushik Ronnie
3
Stricker, Christophe
3
Wolter, Hans-Jürgen
3
Zariphopoulou-Souganidis, Thaleia
3
Biagini, Francesca
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Carr, Peter
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Dempster, Michael A. H.
2
Detemple, Jérôme B.
2
Elliott, Robert J.
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Fouque, Jean-Pierre
2
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Finanzmarkt und Portfolio-Management
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
347
Journal of banking & finance
339
NBER Working Paper
333
European journal of operational research : EJOR
287
Insurance / Mathematics & economics
284
Finance research letters
255
Journal of economic dynamics & control
236
International journal of theoretical and applied finance
210
Finance and stochastics
189
Journal of financial economics
175
Quantitative finance
167
Economics letters
162
Journal of empirical finance
160
Discussion paper / Centre for Economic Policy Research
159
The review of financial studies
157
Research paper series / Swiss Finance Institute
155
Economic modelling
154
Journal of econometrics
150
The journal of finance : the journal of the American Finance Association
143
Discussion paper / Tinbergen Institute
139
International review of economics & finance : IREF
130
The European journal of finance
130
Risks : open access journal
128
International review of financial analysis
123
Working paper
119
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Applied economics
112
Computational economics
110
Swiss Finance Institute Research Paper
107
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
International journal of forecasting
94
Journal of risk and financial management : JRFM
94
Journal of international money and finance
93
Applied mathematical finance
90
Applied economics letters
85
Journal of economic theory
83
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ECONIS (ZBW)
270
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1
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
3
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
4
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
5
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
6
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
7
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
8
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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