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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Anlageverhalten"
~subject:"Derivative"
~subject:"Martingale"
~subject:"Risikomaß"
~type:"article"
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Anlageverhalten
Derivative
Martingale
Risikomaß
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
22
Martingal
20
Transaction costs
20
Transaktionskosten
20
CAPM
18
Mathematical programming
17
Mathematische Optimierung
17
Risiko
16
Risk
16
Hedging
15
Control theory
13
Kontrolltheorie
13
Risk measure
11
Derivat
9
Measurement
9
Messung
9
Risikoaversion
9
Risk aversion
9
Behavioural finance
8
Dynamic programming
8
Dynamische Optimierung
8
Erwartungsnutzen
8
Expected utility
8
Volatility
8
Volatilität
8
Arbitrage
7
Credit risk
7
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Article in journal
47
Aufsatz in Zeitschrift
47
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English
47
Author
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Stricker, Christophe
3
Choulli, Tahir
2
Evstigneev, Igor V.
2
Glasserman, Paul
2
Kardaras, Constantinos
2
Korn, Ralf
2
Alazemi, Fares
1
Arai, Takuji
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Broda, Simon A.
1
Capponi, Agostino
1
Carassus, Laurence
1
Cartea, Álvaro
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Choi, Kyoung Jin
1
Cialenco, Igor
1
Cont, Rama
1
Cretarola, Alessandra
1
Cui, Xiangyu
1
Cuoco, Domenico
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Dolinsky, Yan
1
El Karoui, Nicole
1
Emmer, Susanne
1
Frittelli, Marco
1
Fukasawa, Masaaki
1
Girotto, Bruno
1
Guasoni, Paolo
1
Guéant, Olivier
1
Hayashi, Takaki
1
Heidelberger, Philip
1
Henderson, Vicky
1
Hobson, David G.
1
Hong, Lu
1
Jaimungal, Sebastian
1
Johnson, Timothy C.
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
170
Insurance / Mathematics & economics
120
Finance research letters
113
International review of financial analysis
85
European journal of operational research : EJOR
82
Journal of financial economics
69
Journal of risk
62
Risks : open access journal
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Quantitative finance
58
Finance and stochastics
57
The North American journal of economics and finance : a journal of financial economics studies
56
Economic modelling
55
Journal of risk and financial management : JRFM
54
Applied economics
53
Journal of empirical finance
53
International journal of theoretical and applied finance
52
Journal of economic dynamics & control
52
The European journal of finance
52
The journal of asset management
52
International review of economics & finance : IREF
47
Pacific-Basin finance journal
47
Research in international business and finance
46
Investment management and financial innovations
37
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
36
Journal of financial and quantitative analysis : JFQA
34
The journal of finance : the journal of the American Finance Association
34
Computational economics
33
Financial markets and portfolio management
32
Journal of international financial markets, institutions & money
32
Applied economics letters
30
The journal of portfolio management : a publication of Institutional Investor
30
The review of financial studies
30
Journal of economic behavior & organization : JEBO
29
Journal of investment management : JOIM
29
The journal of futures markets
28
The journal of wealth management
28
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
28
Annals of finance
27
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ECONIS (ZBW)
47
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1
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
3
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
4
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
5
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
6
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
7
Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
Saved in:
8
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:
9
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
10
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
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