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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
~subject:"Statistische Verteilung"
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Portfolio-Management
United States
Mathematische Optimierung
Optionsgeschäft
Statistische Verteilung
Theorie
1,063
Theory
1,063
Portfolio selection
297
Stochastic process
246
Stochastischer Prozess
246
Option pricing theory
209
Optionspreistheorie
209
Volatility
118
Volatilität
118
Hedging
107
CAPM
94
Derivat
94
Derivative
94
Risiko
89
Risk
89
Yield curve
89
Zinsstruktur
89
Credit risk
83
Kreditrisiko
83
Martingal
76
Martingale
76
Transaction costs
75
Transaktionskosten
75
Mathematical programming
61
Incomplete market
57
Unvollkommener Markt
57
Markov chain
55
Markov-Kette
55
Risk measure
53
Risikomaß
52
Börsenkurs
51
Share price
51
Option trading
49
Black-Scholes model
45
Measurement
45
Messung
45
Black-Scholes-Modell
44
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Undetermined
114
Free
5
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Article
393
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3
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Article in journal
396
Aufsatz in Zeitschrift
396
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
2
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2
Konferenzschrift
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English
396
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Korn, Ralf
7
Pham, Huyên
7
Benth, Fred Espen
6
Kabanov, Jurij M.
6
Konno, Hiroshi
6
Fabozzi, Frank J.
5
Jeanblanc, Monique
5
Madan, Dilip B.
5
Platen, Eckhard
5
Sass, Jörn
5
Choulli, Tahir
4
Frey, Rüdiger
4
Hobson, David G.
4
Karatzas, Ioannis
4
Kupper, Michael
4
Lépinette, Emmanuel
4
Muhle-Karbe, Johannes
4
Reikvam, Kristin
4
Rüschendorf, Ludger
4
Schachermayer, Walter
4
Schied, Alexander
4
Wilmott, Paul
4
Zariphopoulou-Souganidis, Thaleia
4
Bartl, Daniel
3
Becherer, Dirk
3
Beiglböck, Mathias
3
Deng, Jun
3
Elie, Romuald
3
Filipović, Damir
3
Forsyth, Peter A.
3
Glasserman, Paul
3
Guasoni, Paolo
3
Hui, Cho H.
3
Jaimungal, Sebastian
3
Jiao, Ying
3
Kim, Young Shin
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Kwok, Yue-Kuen
3
Larsen, Kasper
3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
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Finance and stochastics
International journal of theoretical and applied finance
European journal of operational research : EJOR
2,246
Working paper / National Bureau of Economic Research, Inc.
1,556
Computers & operations research : and their applications to problems of world concern ; an international journal
1,207
International journal of production research
612
Operations research letters
608
Discussion paper / Centre for Economic Policy Research
458
Insurance / Mathematics & economics
414
Journal of banking & finance
399
Operations research
384
Journal of economic dynamics & control
363
NBER working paper series
351
Mathematics of operations research
349
INFORMS journal on computing : JOC
335
The American economic review
331
Economics letters
326
The review of financial studies
307
Management science : journal of the Institute for Operations Research and the Management Sciences
305
Working paper
301
The journal of finance : the journal of the American Finance Association
297
American journal of agricultural economics
278
Discussion paper / Tinbergen Institute
275
International journal of production economics
270
NBER Working Paper
268
Mathematical methods of operations research
266
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
The review of economics and statistics
244
Applied economics
242
Journal of financial economics
231
Journal of the Operational Research Society : OR
227
Journal of econometrics
211
Journal of monetary economics
208
CESifo working papers
207
Mathematical finance : an international journal of mathematics, statistics and financial theory
203
Omega : the international journal of management science
203
Journal of political economy
202
Finance research letters
201
Discussion paper / Center for Economic Research, Tilburg University
197
Discussion paper series / IZA
197
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ECONIS (ZBW)
396
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396
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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
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
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
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:
6
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:
7
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:
8
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
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
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