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isPartOf:"Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung"
subject:"Prinzipal-Agent-Theorie"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"CAPM"
~subject:"Portfolio selection"
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Prinzipal-Agent-Theorie
CAPM
Portfolio selection
Theorie
872
Theory
872
Option pricing theory
187
Optionspreistheorie
187
Portfolio-Management
171
Stochastic process
85
Stochastischer Prozess
85
Volatility
73
Volatilität
73
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
59
Experiment
58
Risiko
56
Risk
56
Martingal
41
Martingale
41
Deutschland
36
Germany
36
Option trading
36
Optionsgeschäft
36
Cognition
35
Kognition
35
Spieltheorie
35
Transaction costs
35
Transaktionskosten
35
Black-Scholes model
34
Black-Scholes-Modell
34
Erwartungsnutzen
34
Expected utility
34
Börsenkurs
33
Decision under uncertainty
33
Entscheidung unter Unsicherheit
33
Game theory
33
Share price
33
Anlageverhalten
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Article
215
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35
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216
Aufsatz in Zeitschrift
216
Arbeitspapier
34
Working Paper
34
Graue Literatur
32
Non-commercial literature
32
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3
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English
245
German
5
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Platen, Eckhard
7
Hellwig, Martin
6
Zhou, Xun Yu
6
Albrecht, Peter
5
Kardaras, Constantinos
5
Li, Duan
5
Schachermayer, Walter
5
Frittelli, Marco
4
Jarrow, Robert A.
4
Jin, Hanqing
4
Madan, Dilip B.
4
Maurer, Raimond
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Aase, Knut K.
3
Carassus, Laurence
3
Delbaen, Freddy
3
Elliott, Robert J.
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kallsen, Jan
3
Klein, Irene
3
Korn, Ralf
3
Müller, Holger M.
3
Pliska, Stanley R.
3
Schweizer, Martin
3
Shim, Gyoocheol
3
Stricker, Christophe
3
Sulem, Agnès
3
Weber, Martin
3
Zariphopoulou-Souganidis, Thaleia
3
Øksendal, Bernt K.
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Bouchard, Bruno
2
Boyle, Phelim P.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
465
Working paper / National Bureau of Economic Research, Inc.
400
NBER Working Paper
372
Journal of banking & finance
355
European journal of operational research : EJOR
305
Journal of economic dynamics & control
302
Insurance / Mathematics & economics
291
Journal of financial economics
257
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
247
Finance research letters
246
Journal of economic theory
237
Economics letters
227
Discussion paper / Centre for Economic Policy Research
223
Finance and stochastics
191
Management science : journal of the Institute for Operations Research and the Management Sciences
188
International journal of theoretical and applied finance
178
Research paper series / Swiss Finance Institute
170
Journal of empirical finance
147
Journal of economic behavior & organization : JEBO
143
CESifo working papers
142
Quantitative finance
140
International review of economics & finance : IREF
117
Economic modelling
116
Swiss Finance Institute Research Paper
115
Europäische Hochschulschriften / 5
114
International review of financial analysis
113
Discussion paper / Tinbergen Institute
110
The journal of portfolio management : a publication of Institutional Investor
110
Journal of financial and quantitative analysis : JFQA
109
Working paper
109
Risks : open access journal
105
The European journal of finance
105
Economic theory : official journal of the Society for the Advancement of Economic Theory
102
The North American journal of economics and finance : a journal of financial economics studies
98
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
96
Mathematics and financial economics
92
European economic review : EER
91
Annals of finance
89
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ECONIS (ZBW)
250
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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
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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