//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance and stochastics"
~subject:"Germany"
~subject:"Markov-Kette"
~subject:"Portfolio-Management"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Germany
Markov-Kette
Portfolio-Management
Volatility
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
54
Transaktionskosten
54
Risiko
53
Risk
53
Hedging
52
CAPM
51
Volatilität
42
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Mathematische Optimierung
34
Incomplete market
32
Unvollkommener Markt
32
Measurement
30
Messung
30
Derivat
29
Derivative
29
Arbitrage Pricing
27
Arbitrage pricing
27
Markov chain
26
Option trading
26
Optionsgeschäft
26
Risk measure
26
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
52
Free
6
Type of publication
All
Article
212
Type of publication (narrower categories)
All
Article in journal
212
Aufsatz in Zeitschrift
212
Language
All
English
212
Author
All
Kabanov, Jurij M.
6
Jeanblanc, Monique
5
Benth, Fred Espen
4
Choulli, Tahir
4
Filipović, Damir
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schachermayer, Walter
4
Schied, Alexander
4
Becherer, Dirk
3
Carmona, René
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Guasoni, Paolo
3
Jiao, Ying
3
Kardaras, Constantinos
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Alòs, Elisa
2
Andersen, Leif B. G.
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Fouque, Jean-Pierre
2
Föllmer, Hans
2
Geman, Hélyette
2
Gerhold, Stefan
2
more ...
less ...
Published in...
All
Finance and stochastics
Europäische Hochschulschriften / 5
806
NBER working paper series
608
Working paper / National Bureau of Economic Research, Inc.
572
NBER Working Paper
521
Journal of econometrics
508
Economics letters
493
Gabler Edition Wissenschaft
491
SpringerLink / Bücher
491
European journal of operational research : EJOR
470
Journal of banking & finance
418
International journal of forecasting
392
Journal of economic dynamics & control
359
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
357
Insurance / Mathematics & economics
341
Discussion paper / Tinbergen Institute
317
Finance research letters
317
Journal of forecasting
299
Discussion paper / Centre for Economic Policy Research
294
Economic modelling
274
Applied economics
258
International journal of theoretical and applied finance
248
Journal of financial economics
246
Journal of empirical finance
240
Mathematical finance : an international journal of mathematics, statistics and financial theory
230
The journal of finance : the journal of the American Finance Association
226
Working paper
226
Springer-Lehrbuch
221
The review of financial studies
210
CESifo working papers
207
Econometric theory
207
Springer eBook Collection / Business and Economics
202
Quantitative finance
194
Management science : journal of the Institute for Operations Research and the Management Sciences
192
Econometric reviews
189
Computational economics
185
Applied economics letters
179
Discussion paper
179
Lehrbuch
179
International review of economics & finance : IREF
178
more ...
less ...
Source
All
ECONIS (ZBW)
212
Showing
1
-
10
of
212
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
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:
5
Bubbles in discrete-time models
Herdegen, Martin
;
Kreher, Dörte
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 899-925
Persistent link: https://www.econbiz.de/10013440256
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->