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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Martingale"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Martingale
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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
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Stricker, Christophe
3
Choulli, Tahir
2
Glasserman, Paul
2
Kardaras, Constantinos
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Korn, Ralf
2
Arai, Takuji
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Bo, Lijun
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Broda, Simon A.
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De Donno, Marzia
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Dolinsky, Yan
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El Karoui, Nicole
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Emmer, Susanne
1
Evstigneev, Igor V.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
111
Journal of banking & finance
91
European journal of operational research : EJOR
76
Journal of risk
59
Finance and stochastics
53
Finance research letters
52
Risks : open access journal
49
Quantitative finance
45
International journal of theoretical and applied finance
44
International review of financial analysis
38
Economic modelling
35
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of economic dynamics & control
32
Journal of risk and financial management : JRFM
32
The European journal of finance
27
Applied economics
25
Computational economics
22
Journal of empirical finance
21
The journal of asset management
21
International review of economics & finance : IREF
20
Mathematics and financial economics
20
Research in international business and finance
19
The journal of risk model validation
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Annals of finance
17
Energy economics
17
International journal of financial engineering
17
Journal of mathematical finance
17
Operations research
17
The journal of futures markets
17
Mathematical methods of operations research
16
Scandinavian actuarial journal
16
Mathematics of operations research
15
The journal of credit risk : published quarterly by Incisive Media
15
International journal of forecasting
14
Journal of econometrics
14
Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of risk management in financial institutions
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ECONIS (ZBW)
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On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
32
A note on completeness in large financial markets
De Donno, Marzia
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 295-315
Persistent link: https://www.econbiz.de/10002032701
Saved in:
33
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:
34
Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
Mathematical finance : an international journal of …
12
(
2002
)
3
,
pp. 239-269
Persistent link: https://www.econbiz.de/10001686394
Saved in:
35
Optimal portfolios with bounded capital at risk
Emmer, Susanne
;
Klüppelberg, Claudia
;
Korn, Ralf
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001620446
Saved in:
36
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
37
Portfolio optimization and martingale measures
Schäl, Manfred
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10002177751
Saved in:
38
A martingale characterization of consumption choices and hedging costs with margin requirements
Cuoco, Domenico
;
Hong, Lu
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 355-385
Persistent link: https://www.econbiz.de/10002177966
Saved in:
39
Generic existence and robust nonexistence of numéraires in finite dimensional securities markets
Girotto, Bruno
;
Ortu, Fulvio
- In:
Mathematical finance : an international journal of …
10
(
2000
)
4
,
pp. 429-442
Persistent link: https://www.econbiz.de/10002179036
Saved in:
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