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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Finance and stochastics"
~subject:"Germany"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Germany
Portfolio-Management
Risikomaß
Volatility
Theorie
496
Theory
496
Portfolio selection
152
Stochastic process
130
Stochastischer Prozess
130
Option pricing theory
106
Optionspreistheorie
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59
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Kabanov, Jurij M.
6
Jeanblanc, Monique
5
Schied, Alexander
5
Benth, Fred Espen
4
Choulli, Tahir
4
Karatzas, Ioannis
4
Pham, Huyên
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Rüschendorf, Ludger
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Zariphopoulou-Souganidis, Thaleia
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Deng, Jun
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Elie, Romuald
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Fouque, Jean-Pierre
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Frey, Rüdiger
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Fukasawa, Masaaki
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Guasoni, Paolo
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Jiao, Ying
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Kardaras, Constantinos
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Klüppelberg, Claudia
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Larsen, Kasper
3
Lépinette, Emmanuel
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Madan, Dilip B.
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Muhle-Karbe, Johannes
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Sass, Jörn
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Schachermayer, Walter
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Duffie, Darrell
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2
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Finance and stochastics
Europäische Hochschulschriften / 5
806
NBER working paper series
597
Working paper / National Bureau of Economic Research, Inc.
560
NBER Working Paper
509
SpringerLink / Bücher
495
Gabler Edition Wissenschaft
491
Economics letters
471
Journal of econometrics
471
Journal of banking & finance
442
International journal of forecasting
398
Insurance / Mathematics & economics
387
European journal of operational research : EJOR
373
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
348
Journal of economic dynamics & control
332
Finance research letters
322
Discussion paper / Tinbergen Institute
305
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297
Discussion paper / Centre for Economic Policy Research
282
Economic modelling
275
Applied economics
259
Journal of financial economics
245
Journal of empirical finance
243
International journal of theoretical and applied finance
239
Mathematical finance : an international journal of mathematics, statistics and financial theory
231
The journal of finance : the journal of the American Finance Association
223
Springer-Lehrbuch
222
Working paper
215
The review of financial studies
208
CESifo working papers
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Econometric theory
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Springer eBook Collection / Business and Economics
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Quantitative finance
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Research paper series / Swiss Finance Institute
184
Risks : open access journal
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Econometric reviews
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Applied economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
204
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204
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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
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
9
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:
10
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
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