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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~language:"afr"
~language:"eng"
~subject:"Markov-Kette"
~subject:"Stochastischer Prozess"
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Portfolio-Management
United States
Markov-Kette
Stochastischer Prozess
Theorie
496
Theory
496
Portfolio selection
152
Stochastic process
130
Option pricing theory
106
Optionspreistheorie
106
Martingal
59
Martingale
59
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54
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54
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53
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27
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26
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20
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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
Filipović, Damir
4
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Zariphopoulou-Souganidis, Thaleia
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3
Björk, Tomas
3
Delbaen, Freddy
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Madan, Dilip B.
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Sass, Jörn
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2
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2
Belak, Christoph
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2
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Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
1,567
European journal of operational research : EJOR
1,113
Discussion paper / Centre for Economic Policy Research
470
Insurance / Mathematics & economics
422
Computers & operations research : and their applications to problems of world concern ; an international journal
406
Journal of banking & finance
390
NBER working paper series
359
Journal of economic dynamics & control
357
Economics letters
333
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329
International journal of production research
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International journal of theoretical and applied finance
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American journal of agricultural economics
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Operations research letters
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ECONIS (ZBW)
269
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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
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:
8
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:
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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