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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
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51
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43
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36
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36
Börsenkurs
34
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34
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33
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33
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29
Markov-Kette
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28
Statistische Verteilung
28
Mathematical programming
27
Risikomaß
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Risk measure
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Black-Scholes model
25
Capital income
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Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
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24
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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
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
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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
Wunderlich, Ralf
2
Yong, Jiongmin
2
Yu, Hong
2
Zagst, Rudi
2
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1
Agliardi, Rossella
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
Operations research
376
Journal of economic dynamics & control
347
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342
NBER working paper series
332
The American economic review
330
INFORMS journal on computing : JOC
328
Insurance / Mathematics & economics
314
The review of financial studies
305
Management science : journal of the Institute for Operations Research and the Management Sciences
297
The journal of finance : the journal of the American Finance Association
295
Economics letters
286
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284
American journal of agricultural economics
270
International journal of production economics
263
Mathematical methods of operations research
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NBER Working Paper
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Journal of the Operational Research Society : OR
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Finance and stochastics
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Finance research letters
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ECONIS (ZBW)
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71
Information and optimal investment in defaultable assets
Di Nunno, Giulia
;
Sjursen, Steffen
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498826
Saved in:
72
Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
Saved in:
73
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
74
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:
75
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
76
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
77
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
78
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
79
The minimal k-entropy martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
80
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Saved in:
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