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~isPartOf:"Finance and stochastics"
~person:"Delbaen, Freddy"
~person:"Klüppelberg, Claudia"
~person:"Zariphopoulou-Souganidis, Thaleia"
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Portfolio selection
8
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Delbaen, Freddy
Klüppelberg, Claudia
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
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Schachermayer, Walter
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Choulli, Tahir
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Jeanblanc, Monique
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Karatzas, Ioannis
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Deng, Jun
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Scandinavian actuarial journal
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Annals of economics and finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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ECONIS (ZBW)
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1
Financial risk measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
2
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
3
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
Saved in:
4
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
5
Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
Saved in:
6
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:
7
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
8
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
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