//--> //--> //-->
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:"International journal of theoretical and applied finance"
~person:"Rudloff, Birgit"
~person:"Yong, Jiongmin"
~subject:"Mathematical programming"
~subject:"Optionsgeschäft"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
United States
Mathematical programming
Optionsgeschäft
Theorie
4
Theory
4
Portfolio selection
3
Measurement
2
Messung
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Transaction costs
2
Transaktionskosten
2
Algorithm
1
Algorithmus
1
Anleihe
1
Bond
1
Entropie
1
Entropy
1
Hedging
1
Incomplete market
1
Investitionsentscheidung
1
Investment decision
1
Lagrange duality
1
Mathematische Optimierung
1
Optimized certainty equivalent
1
Option trading
1
Risikomanagement
1
Risk management
1
Unvollkommener Markt
1
algorithms
1
average value at risk
1
coherent risk measures
1
conical market model
1
divergence
1
entropic risk measure
1
geometric duality
1
incomplete preference
1
infimal convolution
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Rudloff, Birgit
Yong, Jiongmin
Konno, Hiroshi
6
Korn, Ralf
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Wilmott, Paul
3
Wu, Lixin
3
Yamamoto, Rei
3
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Lo, C. F.
2
Madan, Dilip B.
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pham, Huyên
2
Račev, Svetlozar T.
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yu, Hong
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Annals of economics and finance
1
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Operations research
1
Quantitative finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
2
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
3
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
Saved in:
4
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->