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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
Mathematische Optimierung
Optionsgeschäft
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
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36
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36
Börsenkurs
34
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34
Financial market
33
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Markov-Kette
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Statistical distribution
28
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28
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Risikomaß
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Black-Scholes model
25
Capital income
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Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Black-Scholes-Modell
24
Option trading
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English
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Konno, Hiroshi
6
Korn, Ralf
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
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3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
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3
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3
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3
Yamamoto, Rei
3
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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
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2
Lipton, Alexander
2
Lo, C. F.
2
Madan, Dilip B.
2
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2
Overbeck, Ludger
2
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2
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2
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2
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2
Yong, Jiongmin
2
Yu, Hong
2
Zagst, Rudi
2
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1
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1
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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International journal of theoretical and applied finance
European journal of operational research : EJOR
2,223
Working paper / National Bureau of Economic Research, Inc.
1,536
Computers & operations research : and their applications to problems of world concern ; an international journal
1,204
Operations research letters
598
International journal of production research
597
Discussion paper / Centre for Economic Policy Research
446
Journal of banking & finance
387
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376
Journal of economic dynamics & control
347
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328
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314
The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Economics letters
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ECONIS (ZBW)
186
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51
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
52
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
53
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
54
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
55
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
56
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
57
Dynamic balance sheet model with liquidity risk
Hałaj, Grzegorz
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011568790
Saved in:
58
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
59
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
60
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
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