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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~isPartOf:"The review of economics and statistics"
~language:"afr"
~language:"eng"
~subject:"Stochastischer Prozess"
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Portfolio-Management
United States
Stochastischer Prozess
Theorie
1,130
Theory
1,130
USA
235
Portfolio selection
158
Stochastic process
137
Estimation theory
126
Schätztheorie
126
Estimation
115
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115
Option pricing theory
107
Optionspreistheorie
107
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72
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72
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60
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60
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58
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57
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52
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48
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37
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34
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31
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Kabanov, Jurij M.
9
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Pham, Huyên
5
Rüschendorf, Ludger
5
Benth, Fred Espen
4
Choulli, Tahir
4
Diebold, Francis X.
4
Fukasawa, Masaaki
4
Larsen, Kasper
4
Lépinette, Emmanuel
4
Schachermayer, Walter
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Björk, Tomas
3
Carroll, Chris
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Heckman, James J.
3
Jarrow, Robert A.
3
Jiao, Ying
3
Kim, Chang-jin
3
Klüppelberg, Claudia
3
Lewbel, Arthur
3
Madan, Dilip B.
3
Muhle-Karbe, Johannes
3
Nelson, Charles R.
3
Sass, Jörn
3
Wang, Ruodu
3
Žitković, Gordan
3
Aksamit, Anna
2
Alòs, Elisa
2
Angrist, Joshua D.
2
Bank, Peter
2
Baxter, Marianne
2
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Finance and stochastics
The review of economics and statistics
Working paper / National Bureau of Economic Research, Inc.
1,553
European journal of operational research : EJOR
1,019
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
323
The review of financial studies
310
Economics letters
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276
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266
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257
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256
International journal of theoretical and applied finance
245
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232
Journal of financial economics
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
Journal of econometrics
221
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210
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Finance research letters
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ECONIS (ZBW)
495
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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
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:
4
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:
5
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:
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
Credible school value-added with undersubscribed school lotteries
Angrist, Joshua D.
;
Hull, Peter
;
Pathak, Parag A.
; …
- In:
The review of economics and statistics
106
(
2024
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014517349
Saved in:
9
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:
10
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
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