//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Optionspreistheorie"
~subject:"Unvollkommener Markt"
~type:"article"
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:"Portfolio insurance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Unvollkommener Markt
Portfolio selection
373
Portfolio-Management
373
Theorie
306
Theory
306
Stochastic process
69
Stochastischer Prozess
69
Transaction costs
49
Transaktionskosten
49
Martingal
48
Martingale
48
Mathematical programming
46
Mathematische Optimierung
46
Risiko
43
Risk
43
Incomplete market
42
Option pricing theory
42
Hedging
38
CAPM
37
Risk measure
29
Risikomaß
28
Control theory
26
Kontrolltheorie
26
Measurement
21
Messung
21
Derivat
18
Derivative
18
Dynamic programming
17
Dynamische Optimierung
16
Risikoaversion
16
Risikomanagement
16
Risk aversion
16
Risk management
16
Credit risk
15
Kreditrisiko
15
Arbitrage
14
Volatility
14
Volatilität
14
Anlageverhalten
12
more ...
less ...
Online availability
All
Undetermined
18
Free
4
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
78
Aufsatz in Zeitschrift
78
Language
All
English
78
Author
All
Guasoni, Paolo
3
Schachermayer, Walter
3
Seifried, Frank Thomas
3
Xia, Jianming
3
Dolinsky, Yan
2
Kraft, Holger
2
Larsen, Kasper
2
Mostovyi, Oleksii
2
Muhle-Karbe, Johannes
2
Musiela, Marek
2
Pennanen, Teemu
2
Pham, Huyên
2
Rogers, Leonard C. G.
2
Soner, Halil Mete
2
Zhou, Xun Yu
2
Žitković, Gordan
2
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Arduca, Maria
1
Avanesyan, Levon
1
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Bender, Christian
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Biagini, Sara
1
Bichuch, Maxim
1
Bielecki, Tomasz R.
1
Bouchard, Bruno
1
Cao, Xi-Ren
1
Carassus, Laurence
1
Choulli, Tahir
1
Colwell, David B.
1
Costin, Ovidiu
1
Cuoco, Domenico
1
Cvitanić, Jakša
1
Czichowsky, Christoph
1
De Donno, Marzia
1
Detemple, Jérôme B.
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
38
Insurance / Mathematics & economics
35
Journal of economic dynamics & control
27
Quantitative finance
19
Applied mathematical finance
14
European journal of operational research : EJOR
14
International journal of financial engineering
14
Journal of banking & finance
14
Journal of mathematical finance
14
Mathematics and financial economics
13
Annals of finance
10
Journal of risk and financial management : JRFM
10
Risks : open access journal
10
The journal of computational finance
10
The review of financial studies
10
Finance research letters
9
International review of financial analysis
8
Mathematical methods of operations research
8
Economic modelling
7
Review of derivatives research
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Mathematics of operations research
6
The European journal of finance
6
Applied economics letters
5
Computational Management Science : CMS
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Journal of economic theory
5
Journal of international economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Operations research letters
5
Risk and decision analysis
5
The journal of finance : the journal of the American Finance Association
5
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
more ...
less ...
Source
All
ECONIS (ZBW)
78
Showing
1
-
10
of
78
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
2
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
3
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
4
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
5
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
6
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:
7
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
8
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
9
Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich
;
Xia, Xiaonyu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
Saved in:
10
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
Czichowsky, Christoph
;
Peyre, Rémi
;
Schachermayer, Walter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10011945647
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->