//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~person:"Kabanov, Jurij M."
~person:"Seifried, Frank Thomas"
~subject:"Neuseeland"
~subject:"Portfolio-Management"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Statistik"
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:
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Neuseeland
Portfolio-Management
Theorie
18
Theory
18
Portfolio selection
11
Transaction costs
9
Transaktionskosten
9
Arbitrage Pricing
7
Arbitrage pricing
7
Hedging
6
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Martingal
4
Martingale
4
CAPM
3
Risiko
3
Risk
3
Ruin probabilities
3
Autoregression with random coefficients
2
Incomplete market
2
Lévy process
2
Mathematical programming
2
Mathematische Optimierung
2
Unvollkommener Markt
2
Volatility
2
Volatilität
2
Actuarial mathematics
1
Actuarial models with investments
1
Ambiguity aversion
1
Anlageverhalten
1
Annuities
1
Arbitrage
1
Asset pricing
1
Asymptotics
1
Behavioural finance
1
Bellman function
1
Black-Scholes model
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Konferenzbeitrag
Statistik
Aufsatz in Zeitschrift
11
Language
All
English
Author
All
Kabanov, Jurij M.
Seifried, Frank Thomas
Guasoni, Paolo
5
Marsden, Alastair
5
Marshall, Ben R.
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Balli, Faruk
4
Choulli, Tahir
4
Jeanblanc, Monique
4
Kang, Sang Hoon
4
Karatzas, Ioannis
4
Lin, Chaonan
4
Narayan, Paresh Kumar
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Yang, Nien-Tzu
4
Anderson, Hamish D.
3
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Bouri, Elie
3
Deng, Jun
3
Dinh Hoang Bach Phan
3
Elie, Romuald
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Hammoudeh, Shawkat
3
Hassan, M. Kabir
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Ko, Kuan-Cheng
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muñoz, Fernando
3
Narayan, Seema
3
more ...
less ...
Published in...
All
Finance and stochastics
International review of economics & finance : IREF
Pacific-Basin finance journal
Journal of economic dynamics & control
3
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
SAFE working paper
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
3
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
4
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
5
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
Saved in:
6
Small transaction costs, absence of arbitrage and consistent price systems
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10009562323
Saved in:
7
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 135-154
Persistent link: https://www.econbiz.de/10009423233
Saved in:
8
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
Saved in:
9
Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Denis, Emmanuel
;
Kabanov, Jurij M.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 625-667
Persistent link: https://www.econbiz.de/10008823687
Saved in:
10
A geometric approach to portfolio optimization in models with transaction costs
Kabanov, Jurij M.
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10002012544
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->