//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
25
Type of publication
All
Article
224
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
225
Aufsatz in Zeitschrift
225
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
225
Author
All
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
more ...
less ...
Published in...
All
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
1,086
International journal of forecasting
703
Discussion paper / Centre for Economic Policy Research
517
Journal of forecasting
457
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
360
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
352
NBER Working Paper
348
Working paper
345
The American economic review
341
Journal of econometrics
333
The review of financial studies
313
International journal of production research
309
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
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
245
Economic modelling
241
Finance research letters
234
Journal of monetary economics
223
International journal of production economics
222
Finance and economics discussion series
211
Operations research letters
208
Applied economics letters
204
Discussion paper series / IZA
203
Journal of political economy
201
Risks : open access journal
199
Operations research
197
more ...
less ...
Source
All
ECONIS (ZBW)
ArchiDok
Showing
1
-
10
of
225
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->