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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance and stochastics"
~subject:"Germany"
~subject:"Hedging"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Germany
Hedging
Portfolio-Management
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Theorie
496
Theory
496
Portfolio selection
152
Stochastic process
130
Stochastischer Prozess
130
Option pricing theory
106
Optionspreistheorie
106
Martingal
59
Martingale
59
Transaction costs
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Transaktionskosten
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Kabanov, Jurij M.
8
Pham, Huyên
6
Fukasawa, Masaaki
5
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Benth, Fred Espen
4
Bouchard, Bruno
4
Choulli, Tahir
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Frey, Rüdiger
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Hobson, David G.
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4
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4
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3
Becherer, Dirk
3
Carmona, René
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Föllmer, Hans
3
Gerhold, Stefan
3
Guasoni, Paolo
3
Jiao, Ying
3
Kardaras, Constantinos
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Klüppelberg, Claudia
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Larsen, Kasper
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Zariphopoulou-Souganidis, Thaleia
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2
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2
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Finance and stochastics
Europäische Hochschulschriften / 5
809
NBER working paper series
613
Working paper / National Bureau of Economic Research, Inc.
572
NBER Working Paper
521
Gabler Edition Wissenschaft
492
SpringerLink / Bücher
488
Economics letters
483
Journal of econometrics
464
Journal of banking & finance
440
International journal of forecasting
385
European journal of operational research : EJOR
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
343
Journal of economic dynamics & control
337
Insurance / Mathematics & economics
327
Finance research letters
323
Discussion paper / Tinbergen Institute
295
Discussion paper / Centre for Economic Policy Research
292
Journal of forecasting
290
Economic modelling
274
International journal of theoretical and applied finance
266
Journal of financial economics
265
Applied economics
257
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
Journal of empirical finance
238
The journal of finance : the journal of the American Finance Association
238
Springer-Lehrbuch
221
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221
The review of financial studies
218
The journal of futures markets
208
CESifo working papers
205
Econometric theory
200
Springer eBook Collection / Business and Economics
200
Quantitative finance
191
International review of economics & finance : IREF
189
The European journal of finance
184
Management science : journal of the Institute for Operations Research and the Management Sciences
182
Econometric reviews
180
International review of financial analysis
180
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ECONIS (ZBW)
229
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
4
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
5
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:
6
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
7
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
8
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:
9
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:
10
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
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