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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Constantinescu, Corina"
~person:"Schachermayer, Walter"
~person:"Schwartz, Eduardo S."
~subject:"Betriebliche Investitionstheorie"
~subject:"Stock market"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio selection
Betriebliche Investitionstheorie
Stock market
Wahrscheinlichkeitsrechnung
Theorie
12
Theory
12
Portfolio-Management
5
Option pricing theory
3
Optionspreistheorie
3
Transaction costs
3
Transaktionskosten
3
Mathematical programming
2
Mathematische Optimierung
2
Probability theory
2
Accounting valuation
1
Bachelier
1
Bid-ask spread
1
Bilanzielle Bewertung
1
Collective risk model
1
Commodity derivative
1
Corporate investment theory
1
Devisenmarkt
1
Dupire’s formula
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Estimation
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Fake Brownian motion
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Finanzmathematik
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Foreign exchange market
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Forest economics
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Forstökonomie
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Fractional differential operator
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
Hedging
1
Incomplete market
1
Investment Fund
1
Investmentfonds
1
Kellerer’s theorem
1
Liquidity
1
Liquidity premium
1
Liquidität
1
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English
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Constantinescu, Corina
Schachermayer, Walter
Schwartz, Eduardo S.
Kabanov, Jurij M.
9
Korn, Ralf
6
Jeanblanc, Monique
5
Rüschendorf, Ludger
5
Choulli, Tahir
4
Karatzas, Ioannis
4
Muhle-Karbe, Johannes
4
Pham, Huyên
4
Sass, Jörn
4
Schied, Alexander
4
Soner, Halil Mete
4
Zariphopoulou-Souganidis, Thaleia
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bäuerle, Nicole
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Föllmer, Hans
3
Guasoni, Paolo
3
Hernández-Hernández, Daniel
3
Jiao, Ying
3
Kallsen, Jan
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Mauer, David C.
3
Pliska, Stanley R.
3
Wang, Ruodu
3
Aksamit, Anna
2
Belak, Christoph
2
Björk, Tomas
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Mathematical methods of operations research
Scandinavian actuarial journal
5
Handbook of heavy tailed distributions in finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Risks : open access journal
3
Journal of economic dynamics & control
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Finanzmarkt und Portfolio-Management
1
Insurance / Mathematics & economics
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
Mathematics and financial economics
1
NBER working paper series
1
Oberwolfach
1
Radon Series on Computational and Applied Mathematics Ser
1
Radon series on computational and applied mathematics
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
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ECONIS (ZBW)
8
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1
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
2
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
3
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
4
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
5
In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter
;
Sîrbu, Mihai
;
Taflin, Erik
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
Saved in:
6
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
7
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
Saved in:
8
The valuation of forestry resources under stochastic prices and inventories
Morck, Randall
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
4
,
pp. 473-487
Persistent link: https://www.econbiz.de/10001082079
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