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type_genre:"Aufsatz im Buch"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"The journal of asset management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Theory"
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Theorie
813
Theory
813
Portfolio selection
270
Portfolio-Management
270
Stochastic process
143
Stochastischer Prozess
143
Option pricing theory
104
Optionspreistheorie
104
Volatility
95
Volatilität
95
Credit risk
76
Kreditrisiko
76
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75
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75
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70
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70
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68
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67
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62
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62
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57
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57
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52
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52
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45
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37
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29
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26
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806
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7
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Aufsatz im Buch
Aufsatz in Zeitschrift
Collection of articles written by one author
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813
Conference paper
8
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8
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7
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Fabozzi, Frank J.
10
Brigo, Damiano
8
Madan, Dilip B.
8
Korn, Ralf
7
Platen, Eckhard
7
Rutkowski, Marek
7
Wilmott, Paul
7
Elliott, Robert J.
6
Konno, Hiroshi
6
Schoutens, Wim
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Bouchaud, Jean-Philippe
5
Jeanblanc, Monique
5
Kwok, Yue-Kuen
5
Wu, Lixin
5
Alghalith, Moawia
4
Arai, Takuji
4
Bielecki, Tomasz R.
4
Escobar, Marcos
4
Friedman, Craig
4
Grorud, Axel
4
Hui, Cho H.
4
Kakushadze, Zura
4
Lo, C. F.
4
Račev, Svetlozar T.
4
Abergel, Frédéric
3
Aurell, Erik
3
Baviera, Roberto
3
Ebrahim, Muhammed Shahid
3
Forsyth, Peter A.
3
Frey, Rüdiger
3
Frittelli, Marco
3
Gulko, Les
3
Hainaut, Donatien
3
Harel, Arie
3
Harpaz, Giora
3
Hobson, David G.
3
Hogan, Kedreth C.
3
Hoogland, J. K.
3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Published in...
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International journal of theoretical and applied finance
Journal of mathematical finance
The journal of asset management
Economics letters
5,146
European journal of operational research : EJOR
4,789
Journal of economic theory
2,867
Journal of economic dynamics & control
2,389
Computers & operations research : and their applications to problems of world concern ; an international journal
2,330
The American economic review
2,247
Journal of economic behavior & organization : JEBO
2,203
International journal of production research
1,929
European economic review : EER
1,896
Games and economic behavior
1,863
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,810
Journal of public economics
1,717
Economic modelling
1,669
Journal of econometrics
1,588
Applied economics
1,495
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,482
Management science : journal of the Institute for Operations Research and the Management Sciences
1,440
Journal of banking & finance
1,371
Journal of monetary economics
1,367
Public choice
1,359
The economic journal : the journal of the Royal Economic Society
1,358
International economic review
1,346
Social choice and welfare
1,312
International journal of production economics
1,260
Journal of international economics
1,239
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
1,194
International journal of industrial organization
1,174
American journal of agricultural economics
1,148
Journal of mathematical economics
1,121
Journal of macroeconomics
1,112
Applied economics letters
1,074
The Canadian journal of economics
1,062
The review of economic studies
1,019
Journal of political economy
1,016
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
1,010
Operations research letters
1,006
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
999
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
992
Insurance / Mathematics & economics
991
Macroeconomic dynamics
958
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ECONIS (ZBW)
813
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1
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10
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813
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
3
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
4
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
5
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
6
The affine rational potential model
Nguyen, The Anh
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012808016
Saved in:
7
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
8
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
9
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
10
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
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