//--> //--> //--> //-->
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"
~subject:"CAPM"
~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
CAPM
Optionspreistheorie
Unvollkommener Markt
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Option pricing theory
22
Martingal
20
Martingale
20
Transaction costs
20
Transaktionskosten
20
Mathematical programming
17
Mathematische Optimierung
17
Risiko
16
Risk
16
Hedging
15
Control theory
13
Kontrolltheorie
13
Risikomaß
11
Risk measure
11
Derivat
9
Derivative
9
Measurement
9
Messung
9
Risikoaversion
9
Risk aversion
9
Anlageverhalten
8
Behavioural finance
8
Dynamic programming
8
Dynamische Optimierung
8
Erwartungsnutzen
8
Expected utility
8
Volatility
8
Volatilität
8
Arbitrage
7
Credit risk
7
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Bielecki, Tomasz R.
2
Carassus, Laurence
2
Evstigneev, Igor V.
2
Guasoni, Paolo
2
Muhle-Karbe, Johannes
2
Platen, Eckhard
2
Rogers, Leonard C. G.
2
Xia, Jianming
2
Zhou, Xun Yu
2
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Biagini, Francesca
1
Biagini, Sara
1
Cao, Xi-Ren
1
Cheng, B. N.
1
Choulli, Tahir
1
Cialenco, Igor
1
Colwell, David B.
1
Costin, Ovidiu
1
Cretarola, Alessandra
1
Cuoco, Domenico
1
Cvitanić, Jakša
1
Davis, Mark H. A.
1
De Donno, Marzia
1
Dermody, Jaime C.
1
Detemple, Jérôme B.
1
Di Nunno, Giulia
1
Dolinsky, Yan
1
Du, Ke
1
El Karoui, Nicole
1
Elliott, Robert J.
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Geman, Hélyette
1
Girotto, Bruno
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
76
Finance research letters
65
Journal of financial economics
61
Journal of economic dynamics & control
53
Journal of empirical finance
53
International journal of theoretical and applied finance
50
Finance and stochastics
48
The review of financial studies
46
International review of financial analysis
44
Insurance / Mathematics & economics
42
Management science : journal of the Institute for Operations Research and the Management Sciences
39
International review of economics & finance : IREF
38
Quantitative finance
37
European journal of operational research : EJOR
36
The journal of asset management
36
The journal of portfolio management : a publication of Institutional Investor
36
The journal of finance : the journal of the American Finance Association
33
Economic modelling
31
Journal of investment management : JOIM
29
The North American journal of economics and finance : a journal of financial economics studies
28
Applied economics
27
Annals of finance
26
The European journal of finance
26
Journal of risk and financial management : JRFM
24
Mathematics and financial economics
24
International journal of financial engineering
22
Journal of international financial markets, institutions & money
22
Risks : open access journal
22
Journal of financial and quantitative analysis : JFQA
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Journal of economic theory
20
Applied economics letters
19
Journal of mathematical finance
19
Financial markets and portfolio management
18
Pacific-Basin finance journal
18
Applied mathematical finance
17
Investment management and financial innovations
17
Journal of financial markets
15
Review of quantitative finance and accounting
15
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
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
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
4
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
5
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
Saved in:
6
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
7
Expectations of functions of stochastic time with application to credit risk modeling
Costin, Ovidiu
;
Gordy, Michael B.
;
Huang, Min
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 748-784
Persistent link: https://www.econbiz.de/10011583796
Saved in:
8
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
9
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:
10
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->