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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risikomaß"
~subject:"Volatilität"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Risikomaß
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Portfolio selection
177
Portfolio-Management
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Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
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27
Unvollkommener Markt
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Option pricing theory
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Optionspreistheorie
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Glasserman, Paul
2
Arai, Takuji
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Benth, Fred Espen
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Broda, Simon A.
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Capponi, Agostino
1
Cascos, Ignacio
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Cerreia-Vioglio, Simone
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1
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1
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Korn, Ralf
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Reikvam, Kristin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
120
Journal of banking & finance
118
Finance research letters
85
European journal of operational research : EJOR
82
International review of financial analysis
64
Journal of risk
64
Risks : open access journal
58
Quantitative finance
54
International journal of theoretical and applied finance
51
The North American journal of economics and finance : a journal of financial economics studies
48
Energy economics
47
Economic modelling
46
Journal of risk and financial management : JRFM
46
Journal of empirical finance
45
Journal of economic dynamics & control
44
International review of economics & finance : IREF
43
The journal of asset management
43
Applied economics
41
Journal of financial economics
38
Research paper series / Swiss Finance Institute
37
The European journal of finance
36
Research in international business and finance
34
Finance and stochastics
32
NBER working paper series
30
Computational economics
29
Discussion paper / Tinbergen Institute
28
Journal of international financial markets, institutions & money
26
NBER Working Paper
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Journal of econometrics
24
Working paper / National Bureau of Economic Research, Inc.
24
Applied mathematical finance
21
Investment management and financial innovations
21
Journal of mathematical finance
21
Swiss Finance Institute Research Paper
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Pacific-Basin finance journal
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Annals of finance
19
International journal of forecasting
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1
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
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
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
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
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
8
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:
9
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:
10
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
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