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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Measurement"
~subject:"Risikomaß"
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Derivative
Measurement
Risikomaß
Portfolio selection
177
Portfolio-Management
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Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
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Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
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Martingal
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Glasserman, Paul
2
Arai, Takuji
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Broda, Simon A.
1
Capponi, Agostino
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
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Cherny, Alexander
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Cialenco, Igor
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Cont, Rama
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Low, Cheekiat
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Minca, Andreea
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Molčanov, Il'ja S.
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Pu, Jiang
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Sekine, Jun
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Shahabuddin, Perwez
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Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
110
Journal of banking & finance
98
European journal of operational research : EJOR
77
Journal of risk
61
Finance research letters
55
Risks : open access journal
49
Quantitative finance
48
International journal of theoretical and applied finance
46
International review of financial analysis
39
Economic modelling
36
Journal of risk and financial management : JRFM
33
The North American journal of economics and finance : a journal of financial economics studies
33
Finance and stochastics
30
Journal of economic dynamics & control
29
The European journal of finance
28
Applied economics
26
Discussion paper / Tinbergen Institute
26
Computational economics
22
International review of economics & finance : IREF
22
The journal of asset management
22
Journal of empirical finance
21
Research paper series / Swiss Finance Institute
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Research in international business and finance
19
The journal of risk model validation
19
SpringerLink / Bücher
18
The journal of futures markets
18
Energy economics
17
International journal of financial engineering
17
Journal of mathematical finance
17
Operations research
17
Econometric Institute research papers
16
Journal of financial economics
15
Journal of risk management in financial institutions
15
Scandinavian actuarial journal
15
The journal of credit risk : published quarterly by Incisive Media
15
International journal of forecasting
14
Journal of international financial markets, institutions & money
14
Working paper
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
6
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
7
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
8
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
9
The Expected Shortfall of quadratic portfolios with heavy-tailed risk factors
Broda, Simon A.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 710-728
Persistent link: https://www.econbiz.de/10009614939
Saved in:
10
Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Low, Cheekiat
;
Pachamanova, Dessislava A.
;
Sim, Melvyn
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 379-410
Persistent link: https://www.econbiz.de/10009613191
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