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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~source:"econis"
~source:"edz"
~subject:"Arbitrage"
~subject:"Prognoseverfahren"
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Portfolio-Management
United States
Arbitrage
Prognoseverfahren
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
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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Article
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185
Aufsatz in Zeitschrift
185
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English
185
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Platen, Eckhard
7
Zhou, Xun Yu
6
Kardaras, Constantinos
5
Li, Duan
5
Guasoni, Paolo
4
Jarrow, Robert A.
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Bouchard, Bruno
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Davis, Mark H. A.
2
Delbaen, Freddy
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Filipović, Damir
2
Girotto, Bruno
2
He, Xue Dong
2
Hobson, David G.
2
Jouini, Elyès
2
Kahalé, Nabil
2
Klein, Irene
2
Kohatsu-Higa, Arturo
2
Lakner, Peter
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,589
International journal of forecasting
726
European journal of operational research : EJOR
707
Discussion paper / Centre for Economic Policy Research
508
Journal of forecasting
455
NBER working paper series
419
Journal of banking & finance
417
The American economic review
343
Insurance / Mathematics & economics
341
NBER Working Paper
332
Working paper
331
Economics letters
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
322
The review of financial studies
314
Journal of economic dynamics & control
311
The journal of finance : the journal of the American Finance Association
311
Applied economics
285
Computers & operations research : and their applications to problems of world concern ; an international journal
266
American journal of agricultural economics
256
Journal of financial economics
256
The review of economics and statistics
250
Finance research letters
248
Journal of econometrics
243
CESifo working papers
236
Management science : journal of the Institute for Operations Research and the Management Sciences
221
Journal of monetary economics
220
Economic modelling
217
Discussion paper / Tinbergen Institute
215
Finance and economics discussion series
202
Discussion paper series / IZA
196
Journal of political economy
194
Applied economics letters
191
International journal of production research
191
Journal of empirical finance
182
Discussion paper
178
Southern economic journal
176
International journal of theoretical and applied finance
173
Computational economics
172
Journal of money, credit and banking : JMCB
171
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Model uncertainty and scenario aggregation
Cambou, Mathieu
;
Filipović, Damir
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 534-567
Persistent link: https://www.econbiz.de/10011752528
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Robust fundamental theorem for continuous processes
Biagini, Sara
;
Bouchard, Bruno
;
Kardaras, Constantinos
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 963-987
Persistent link: https://www.econbiz.de/10011764999
Saved in:
10
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
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