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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Boyd, Roy"
~person:"Calimani, Susanna"
~person:"Chesney, Marc"
~person:"Koehl, Pierre-François"
~person:"Lioui, Abraham"
~subject:"CAPM"
~subject:"Informal finance"
~subject:"Option pricing theory"
~subject:"Statistical theory"
~subject:"Versicherungsökonomik"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Working Paper"
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Portfolio-Management
United States
CAPM
Informal finance
Option pricing theory
Statistical theory
Versicherungsökonomik
Theorie
13
Theory
13
Financial market
5
Finanzmarkt
5
Incomplete market
4
Portfolio selection
4
Transaction costs
4
Transaktionskosten
4
Unvollkommener Markt
4
Derivat
3
Derivative
3
Optionspreistheorie
3
Hedging
2
USA
2
1984
1
Air pollution
1
Asymmetric information
1
Asymmetrische Information
1
Black-Scholes model
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Black-Scholes-Modell
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Complete information
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Economics of insurance
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Environmental economics
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Environmental policy
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Luftverschmutzung
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Macroeconomics
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Makroökonomik
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Risikomanagement
1
Risk management
1
Statistische Methodenlehre
1
Steuerwirkung
1
Stochastic process
1
Stochastischer Prozess
1
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1
Umweltpolitik
1
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English
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Boyd, Roy
Calimani, Susanna
Chesney, Marc
Koehl, Pierre-François
Lioui, Abraham
Gouriéroux, Christian
20
Robert, Christian P.
12
Monfort, Alain
9
Renault, Eric
9
Touzi, Nizar
7
Guégan, Dominique
5
Jouini, Elyès
5
Scaillet, Olivier
5
Gagliardini, Patrick
4
Garcia, René
4
Hwang, Soosung
4
Druilhet, Pierre
3
Dupuis, Jérôme A.
3
Laurent, Jean-Paul
3
Mengersen, Kerrie
3
Pham, Huyên
3
Prigent, Jean-Luc
3
Satchell, Stephen
3
Villeneuve, Bertrand
3
Ango Nze, Patrick
2
Barone-Adesi, Giovanni
2
Bouchard, Bruno
2
Calinski, Tadeusz
2
Carassus, Laurence
2
Chen, Jing
2
Chiarella, Carl
2
Clément, Emmanuelle
2
Collard, Fabrice
2
Dantzig, George Bernard
2
Darolles, Serge
2
Doukhan, Paul
2
Edelman, David
2
Fletcher, Jonathan
2
Jeleva, Meglena
2
Kramarz, Francis
2
Landsman, Zinoviy
2
Lasserre, Guillaume
2
Lejeune, Michel
2
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Journal of policy modeling : JPMOD ; a social science forum of world issues
Série des documents de travail / Centre de Recherche en Économie et Statistique
The European journal of finance
Journal of economic dynamics & control
8
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
European journal of operational research : EJOR
4
The journal of futures markets
4
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
Journal of banking & finance
3
Les cahiers de recherche / HEC Paris
3
Department working papers / Bar-Ilan University, Department of Economics
2
Environment & planning
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
The Geneva papers on risk and insurance theory
2
Working paper / Centre for Financial Research
2
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
2
Advances in futures and options research : a research annual
1
Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Energy sources
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Financial analysts' journal : FAJ
1
Journal of economic development
1
Journal of financial economics
1
Journal of mathematical economics
1
Journal of risk and uncertainty : JRU
1
Journal of world trade : law, economic policy, public policy
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Special issue on insurance and financial risk management
1
Swiss Finance Institute Research Paper
1
Technical bulletin / United States Department of Agriculture, Economic Research Service
1
The southern business & economic journal
1
Working paper series
1
Working paper series / European Central Bank
1
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ECONIS (ZBW)
10
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1
The investment policy and the pricing of equity in a levered firm : a re-examination of the "contingent claims" valuation approach
Chesney, Marc
;
Gibson, Rajna
- In:
The European journal of finance
5
(
1999
)
2
,
pp. 95-107
Persistent link: https://www.econbiz.de/10001439614
Saved in:
2
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
3
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
4
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 325-347
Persistent link: https://www.econbiz.de/10001236107
Saved in:
5
Multiple risks and asymmetric information
Koehl, Pierre-François
;
Villeneuve, Bertrand
-
1996
Persistent link: https://www.econbiz.de/10000952932
Saved in:
6
Predicting premature exercise of an American put on stocks : theory and empirical evidence
Chesney, Marc
- In:
The European journal of finance
2
(
1996
)
1
,
pp. 21-39
Persistent link: https://www.econbiz.de/10001205314
Saved in:
7
Option pricing under transaction costs : a martingale approach
Koehl, Pierre-François
;
Pham, Huyên
;
Touzi, Nizar
-
1996
Persistent link: https://www.econbiz.de/10000950709
Saved in:
8
Incomplete markets, transaction costs and liquidity effects
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924113
Saved in:
9
A dynamic model of the liquidity premium
Koehl, Pierre-François
-
1995
Persistent link: https://www.econbiz.de/10000927787
Saved in:
10
The cost of improving the quality of the environment
Boyd, Roy
- In:
Journal of policy modeling : JPMOD ; a social science …
13
(
1991
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001105660
Saved in:
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