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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:"Prognoseverfahren"
~subject:"Stochastic process"
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Portfolio-Management
United States
Prognoseverfahren
Stochastic process
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
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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Platen, Eckhard
8
Zhou, Xun Yu
6
Li, Duan
5
Cadenillas, Abel
4
Carr, Peter
4
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Benth, Fred Espen
3
Biagini, Francesca
3
Carassus, Laurence
3
Choulli, Tahir
3
El Karoui, Nicole
3
Filipović, Damir
3
Geman, Hélyette
3
Hobson, David G.
3
Jarrow, Robert A.
3
Korn, Ralf
3
Madan, Dilip B.
3
Pliska, Stanley R.
3
Stricker, Christophe
3
Yor, Marc
3
Zapatero, Fernando
3
Zariphopoulou-Souganidis, Thaleia
3
Bayraktar, Erhan
2
Bielecki, Tomasz R.
2
Bäuerle, Nicole
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Crépey, Stéphane
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Evstigneev, Igor V.
2
Frey, Rüdiger
2
Frittelli, Marco
2
Girotto, Bruno
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,607
European journal of operational research : EJOR
1,099
International journal of forecasting
731
Discussion paper / Centre for Economic Policy Research
517
Journal of forecasting
459
Insurance / Mathematics & economics
438
NBER working paper series
427
Journal of banking & finance
423
Computers & operations research : and their applications to problems of world concern ; an international journal
404
Economics letters
370
Journal of economic dynamics & control
361
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
353
Working paper
350
NBER Working Paper
348
The American economic review
341
Journal of econometrics
333
International journal of production research
314
The review of financial studies
313
The journal of finance : the journal of the American Finance Association
303
Applied economics
297
American journal of agricultural economics
265
Discussion paper / Tinbergen Institute
265
Finance and stochastics
257
Finance research letters
257
CESifo working papers
256
Journal of financial economics
254
International journal of theoretical and applied finance
253
The review of economics and statistics
253
Management science : journal of the Institute for Operations Research and the Management Sciences
249
Economic modelling
245
Journal of monetary economics
223
International journal of production economics
222
Finance and economics discussion series
211
Operations research letters
208
Applied economics letters
206
Discussion paper series / IZA
204
Journal of political economy
201
Operations research
200
Computational economics
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ECONIS (ZBW)
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31
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
32
Large portfolio asymptotics for loss from default
Giesecke, Kay
;
Spiliopoulos, Konstantinos
;
Sowers, R. B.
; …
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 77-114
Persistent link: https://www.econbiz.de/10011347245
Saved in:
33
Bilateral counterparty risk under funding constraints - part II : CVA
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011347256
Saved in:
34
Bilateral counterparty risk under funding constraints - part I : pricing
Crépey, Stéphane
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011347260
Saved in:
35
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
36
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
37
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
38
Comment on "skewness-aware asset allocation"
Bae, Kwangil
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 403-410
Persistent link: https://www.econbiz.de/10010357368
Saved in:
39
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
40
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Saved in:
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