//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~language:"afr"
~language:"eng"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Stochastischer Prozess
Theorie
496
Theory
496
Portfolio selection
152
Stochastic process
130
Option pricing theory
106
Optionspreistheorie
106
Martingal
59
Martingale
59
Transaction costs
54
Transaktionskosten
54
Risiko
53
Risk
53
Hedging
52
CAPM
51
Volatility
42
Volatilität
42
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Mathematische Optimierung
34
Incomplete market
32
Unvollkommener Markt
32
Measurement
30
Messung
30
Derivat
29
Derivative
29
Arbitrage Pricing
27
Arbitrage pricing
27
Markov chain
26
Markov-Kette
26
Option trading
26
Optionsgeschäft
26
Risk measure
26
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
63
Free
7
Type of publication
All
Article
257
Type of publication (narrower categories)
All
Article in journal
257
Aufsatz in Zeitschrift
257
Language
All
Afrikaans
English
Author
All
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
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
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.
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Wang, Ruodu
3
Žitković, Gordan
3
Aksamit, Anna
2
Alòs, Elisa
2
Bank, Peter
2
Bayraktar, Erhan
2
Beiglböck, Mathias
2
Belak, Christoph
2
Bouchard, Bruno
2
Capponi, Agostino
2
Carmona, René
2
Cheridito, Patrick
2
Cherny, Alexander S.
2
more ...
less ...
Published in...
All
Finance and stochastics
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
Mathematical finance : an international journal of mathematics, statistics and financial theory
223
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
151
more ...
less ...
Source
All
ECONIS (ZBW)
257
Showing
41
-
50
of
257
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Perfect hedging under endogenous permanent market impacts
Fukasawa, Masaaki
;
Stadje, Mitja
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 417-442
Persistent link: https://www.econbiz.de/10011945800
Saved in:
42
Explosion in the quasi-Gaussian HJM model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 643-666
Persistent link: https://www.econbiz.de/10011945882
Saved in:
43
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
44
Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Brzeźniak, Zdzisław
;
Kok, Tayfun
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 959-1006
Persistent link: https://www.econbiz.de/10011946590
Saved in:
45
Continuous-time perpetuities and time reversal of diffusions
Kardaras, Constantinos
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 65-110
Persistent link: https://www.econbiz.de/10011944065
Saved in:
46
Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
Saved in:
47
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
48
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
49
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
50
Trading strategies generated by Lyapunov functions
Karatzas, Ioannis
;
Ruf, Johannes
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 753-787
Persistent link: https://www.econbiz.de/10011944423
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->