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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"afr"
~language:"eng"
~subject:"Stochastischer Prozess"
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Portfolio-Management
United States
Stochastischer Prozess
Theorie
1,052
Theory
1,052
Portfolio selection
306
Option pricing theory
291
Optionspreistheorie
291
Stochastic process
211
CAPM
128
Volatility
114
Volatilität
114
Hedging
110
Martingal
99
Martingale
99
Yield curve
99
Zinsstruktur
99
Incomplete market
92
Risiko
92
Risk
92
Unvollkommener Markt
92
Transaction costs
89
Transaktionskosten
89
Option trading
60
Optionsgeschäft
60
Derivat
57
Derivative
57
Black-Scholes model
53
Black-Scholes-Modell
53
Mathematical programming
49
Mathematische Optimierung
49
Measurement
48
Messung
48
Risk measure
48
Risikomaß
47
Arbitrage
45
Börsenkurs
44
Markov chain
44
Markov-Kette
44
Share price
44
Probability theory
36
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479
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Kabanov, Jurij M.
10
Kardaras, Constantinos
9
Platen, Eckhard
9
Benth, Fred Espen
7
Choulli, Tahir
7
Guasoni, Paolo
7
Muhle-Karbe, Johannes
7
Pham, Huyên
7
Zariphopoulou-Souganidis, Thaleia
7
Glasserman, Paul
6
Jarrow, Robert A.
6
Jeanblanc, Monique
6
Karatzas, Ioannis
6
Madan, Dilip B.
6
Zhou, Xun Yu
6
Cadenillas, Abel
5
El Karoui, Nicole
5
Frey, Rüdiger
5
Geman, Hélyette
5
Hobson, David G.
5
Larsen, Kasper
5
Li, Duan
5
Pliska, Stanley R.
5
Rüschendorf, Ludger
5
Yor, Marc
5
Bayraktar, Erhan
4
Capponi, Agostino
4
Carr, Peter
4
Filipović, Damir
4
Fukasawa, Masaaki
4
Jin, Hanqing
4
Klüppelberg, Claudia
4
Korn, Ralf
4
Lépinette, Emmanuel
4
Obłój, Jan
4
Rogers, Leonard C. G.
4
Schachermayer, Walter
4
Schied, Alexander
4
Schweizer, Martin
4
Stricker, Christophe
4
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,552
European journal of operational research : EJOR
1,006
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
402
Computers & operations research : and their applications to problems of world concern ; an international journal
385
Journal of banking & finance
380
NBER working paper series
347
The American economic review
327
Journal of economic dynamics & control
322
The review of financial studies
309
Economics letters
302
The journal of finance : the journal of the American Finance Association
298
Working paper
290
International journal of production research
276
NBER Working Paper
266
American journal of agricultural economics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
International journal of theoretical and applied finance
245
The review of economics and statistics
238
Applied economics
232
Journal of financial economics
227
Journal of econometrics
221
CESifo working papers
210
Journal of monetary economics
209
Operations research letters
203
Finance research letters
200
Journal of political economy
200
Management science : journal of the Institute for Operations Research and the Management Sciences
196
Discussion paper series / IZA
195
Discussion paper / Tinbergen Institute
188
Operations research
188
Finance and economics discussion series
186
Economic modelling
175
International journal of production economics
171
Southern economic journal
171
Journal of money, credit and banking : JMCB
168
Quantitative finance
156
Risks : open access journal
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ECONIS (ZBW)
480
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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
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
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
Saved in:
5
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
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