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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:"Stochastic process"
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Subject
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Portfolio-Management
United States
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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Undetermined
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Article
222
Book / Working Paper
1
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223
Aufsatz in Zeitschrift
223
Collection of articles of several authors
1
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1
Language
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English
223
Author
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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
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
Filipović, Damir
2
Frey, Rüdiger
2
Frittelli, Marco
2
Girotto, Bruno
2
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,552
European journal of operational research : EJOR
1,006
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
402
Computers & operations research : and their applications to problems of world concern ; an international journal
385
Journal of banking & finance
380
NBER working paper series
347
The American economic review
327
Journal of economic dynamics & control
322
The review of financial studies
309
Economics letters
302
The journal of finance : the journal of the American Finance Association
298
Working paper
292
International journal of production research
276
NBER Working Paper
266
American journal of agricultural economics
257
Finance and stochastics
257
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
International journal of theoretical and applied finance
245
The review of economics and statistics
238
Applied economics
232
Journal of financial economics
227
Journal of econometrics
221
CESifo working papers
210
Journal of monetary economics
209
Operations research letters
203
Finance research letters
200
Journal of political economy
200
Management science : journal of the Institute for Operations Research and the Management Sciences
196
Discussion paper series / IZA
195
Discussion paper / Tinbergen Institute
188
Operations research
188
Finance and economics discussion series
186
Economic modelling
175
International journal of production economics
171
Southern economic journal
171
Journal of money, credit and banking : JMCB
168
Quantitative finance
156
Discussion paper
152
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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
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
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 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:
10
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
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