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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risiko"
~type:"article"
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Risiko
Portfolio selection
177
Portfolio-Management
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Theorie
154
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154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
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Option pricing theory
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Optionspreistheorie
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Arai, Takuji
1
Bayraktar, Erhan
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Bo, Lijun
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Capponi, Agostino
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Cartea, Álvaro
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Cascos, Ignacio
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Cerreia-Vioglio, Simone
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
124
European journal of operational research : EJOR
89
Journal of banking & finance
85
Finance research letters
74
Risks : open access journal
63
International review of financial analysis
49
International journal of theoretical and applied finance
43
Quantitative finance
43
The journal of asset management
43
International review of economics & finance : IREF
40
Journal of financial economics
40
Finance and stochastics
36
Journal of empirical finance
35
The North American journal of economics and finance : a journal of financial economics studies
35
Economic modelling
34
Applied economics
30
Journal of economic dynamics & control
30
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The European journal of finance
29
The journal of portfolio management : a publication of Institutional Investor
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Journal of risk
26
Economics letters
25
Journal of risk and financial management : JRFM
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Energy economics
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Scandinavian actuarial journal
24
Mathematics and financial economics
20
Journal of financial and quantitative analysis : JFQA
19
Operations research
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The journal of futures markets
19
The review of financial studies
19
Computational economics
17
Journal of international financial markets, institutions & money
17
The journal of fixed income
17
The journal of investing
17
Applied economics letters
16
Journal of investment management : JOIM
16
Journal of risk management in financial institutions
16
The journal of finance : the journal of the American Finance Association
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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
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:
3
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
4
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:
5
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:
6
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:
7
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:
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
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
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
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