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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"afr"
~language:"eng"
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~subject:"Tourenplanung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
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Subject
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Portfolio-Management
United States
Estimation theory
Mathematische Optimierung
Tourenplanung
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
58
Martingal
40
Martingale
40
Risiko
39
Risk
39
Transaction costs
35
Transaktionskosten
35
Option trading
34
Optionsgeschäft
34
Black-Scholes model
33
Black-Scholes-Modell
33
Derivat
28
Derivative
28
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Markov chain
18
Markov-Kette
18
Measurement
18
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Undetermined
20
Type of publication
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Article
172
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Sammelwerk
Systematic review
Aufsatz in Zeitschrift
172
Language
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Afrikaans
English
Author
All
Platen, Eckhard
7
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Korn, Ralf
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Dempster, Michael A. H.
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Elliott, Robert J.
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Madan, Dilip B.
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
2,477
Computers & operations research : and their applications to problems of world concern ; an international journal
1,474
International journal of production research
659
Economics letters
649
Operations research letters
631
Journal of econometrics
473
Journal of banking & finance
378
Operations research
370
Journal of economic dynamics & control
369
Mathematics of operations research
364
INFORMS journal on computing : JOC
356
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
339
The review of economics and statistics
323
Management science : journal of the Institute for Operations Research and the Management Sciences
321
The American economic review
315
Insurance / Mathematics & economics
314
The review of financial studies
307
International journal of production economics
301
American journal of agricultural economics
296
The journal of finance : the journal of the American Finance Association
295
Econometric theory
294
Transportation research / E : an international journal
280
Applied economics
258
Journal of the Operational Research Society : OR
256
Mathematical methods of operations research
255
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
238
Omega : the international journal of management science
232
Journal of applied econometrics
223
Journal of financial economics
223
Journal of monetary economics
217
Journal of political economy
199
Finance research letters
192
International economic review
181
OR spectrum : quantitative approaches in management
172
International journal of theoretical and applied finance
171
Finance and stochastics
170
Econometric reviews
169
Economic modelling
165
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ECONIS (ZBW)
172
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1
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
2
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
3
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
4
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
5
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
6
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
7
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
8
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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