//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Ang, Andrew"
~person:"Cotter, John"
~person:"Kabanov, Jurij M."
~person:"Kallsen, Jan"
~subject:"Portfolio selection"
~subject:"Risikoaversion"
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:"Hedging"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Risikoaversion
Hedging
6
Theorie
5
Theory
5
Transaction costs
3
Transaktionskosten
3
Currency derivative
2
Devisenmarkt
2
Foreign exchange market
2
Martingal
2
Martingale
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio-Management
2
Währungsderivat
2
CAPM
1
Capital income
1
Correlation
1
Derivat
1
Derivative
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Incomplete market
1
Kapitaleinkommen
1
Korrelation
1
Regression analysis
1
Regressionsanalyse
1
Risk aversion
1
Stochastic process
1
Stochastischer Prozess
1
Unvollkommener Markt
1
Volatility
1
Volatilität
1
asymptotics
1
exponential utility
1
indifference pricing and hedging
1
transaction costs
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ang, Andrew
Cotter, John
Kabanov, Jurij M.
Kallsen, Jan
Cvitanić, Jakša
2
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Dolinsky, Yan
1
Du, Ke
1
Grannan, E. R.
1
Guéant, Olivier
1
Hayashi, Takaki
1
Jarrow, Robert A.
1
Jianfeng Zhang
1
Kahalé, Nabil
1
Karatzas, Ioannis
1
Ma, Jin
1
Madan, Dilip B.
1
Muhle-Karbe, Johannes
1
Mykland, Per A.
1
Olhede, Sofia
1
Pergamenshchikov, Serguei
1
Platen, Eckhard
1
Pu, Jiang
1
Stephens, David
1
Stricker, Christophe
1
Swindle, Glen H.
1
Thai Huu Nguyen
1
Yip, Wing Yan
1
Zhou, Zhou
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
UCD Geary Institute discussion paper series
5
Energy economics
4
Finance and stochastics
2
NBER Working Paper
2
NBER working paper series
2
The European journal of finance
2
Working paper / National Bureau of Economic Research, Inc.
2
Financial analysts' journal : FAJ
1
Mathematical Finance, 2008, 18(3), 473-492
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Mathematics of operations research
1
Netspar Discussion Paper
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Option pricing and
hedging
with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 702-723
Persistent link: https://www.econbiz.de/10011350527
Saved in:
2
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->