//--> //--> //-->
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:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Pham, Huyên"
~subject:"Euro area"
~subject:"Portfolio selection"
~subject:"Transaktionskosten"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Euro area
Portfolio selection
Transaktionskosten
Volatilität
Theorie
6
Theory
6
Portfolio-Management
5
Hedging
3
Consumer demand theory
2
Dynamic programming
2
Dynamische Optimierung
2
Incomplete market
2
Nachfragetheorie des Haushalts
2
Unvollkommener Markt
2
Betriebliche Liquidität
1
Consumption running maximum
1
Consumption theory
1
Corporate liquidity
1
Decision under risk
1
Eigeninteresse
1
Entscheidung unter Risiko
1
Exponential utility
1
Financial investment
1
Kapitalanlage
1
Konsumtheorie
1
Market liquidity
1
Marktliquidität
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Path-dependent reference
1
Piecewise feedback control
1
Private consumption
1
Privater Konsum
1
Risiko
1
Risk
1
Self-interest
1
Stochastic process
1
Stochastischer Prozess
1
Transaction costs
1
Verification theorem
1
more ...
less ...
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Pham, Huyên
Kabanov, Jurij M.
12
Muhle-Karbe, Johannes
9
Guasoni, Paolo
8
Andersen, Torben
6
Bouchard, Bruno
6
Rásonyi, Miklós
6
Schachermayer, Walter
6
Shleifer, Andrei
6
Tavlas, George S.
6
Benth, Fred Espen
5
Caporale, Guglielmo Maria
5
Carr, Peter
5
Ehrmann, Michael
5
Fratzscher, Marcel
5
Fukasawa, Masaaki
5
Lépinette, Emmanuel
5
Titman, Sheridan
5
Bayraktar, Erhan
4
Bekaert, Geert
4
Brandt, Michael W.
4
Choulli, Tahir
4
Collin-Dufresne, Pierre
4
Eichler, Stefan
4
Fabozzi, Frank J.
4
Filipović, Damir
4
Green, Richard C.
4
Hall, Stephen G.
4
Herwartz, Helmut
4
Hong, Harrison G.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Kontonikas, Alexandros
4
Lakonishok, Josef
4
Nutz, Marcel
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Soner, Halil Mete
4
Stambaugh, Robert F.
4
more ...
less ...
Published in...
All
Finance and stochastics
Journal of international money and finance
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
2
Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Applied mathematical finance
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal consumption policies in illiquid markets
Cretarola, Alessandra
;
Gozzi, Fausto
;
Pham, Huyên
; …
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 85-115
Persistent link: https://www.econbiz.de/10008824131
Saved in:
2
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly
;
Mnif, Mohamed
;
Pham, Huyên
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Saved in:
3
Wealth-path dependent utility maximization in incomplete markets
Bouchard, Bruno
;
Pham, Huyên
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 579-603
Persistent link: https://www.econbiz.de/10002261514
Saved in:
4
A large deviations approach to optimal long term investment
Pham, Huyên
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 169-195
Persistent link: https://www.econbiz.de/10001762732
Saved in:
5
A closed-form solution to the problem of super-replication under transaction costs
Cvitanić, Jakša
;
Pham, Huyên
;
Touzi, Nizar
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 35-54
Persistent link: https://www.econbiz.de/10001367451
Saved in:
6
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->