//--> //--> //--> //-->
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:"Optionspreistheorie"
~subject:"Risikoaversion"
~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
Optionspreistheorie
Risikoaversion
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
CAPM
18
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
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
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
50
Author
All
Zhou, Xun Yu
3
Guasoni, Paolo
2
Løkka, Arne
2
Muhle-Karbe, Johannes
2
Rogers, Leonard C. G.
2
Xia, Jianming
2
Arai, Takuji
1
Araújo, Aloísio Barboza de
1
Bank, Peter
1
Baum, Dietmar
1
Bayraktar, Erhan
1
Bensoussan, Alain
1
Benth, Fred Espen
1
Bermin, Hans-Peter
1
Biagini, Sara
1
Bielecki, Tomasz R.
1
Björk, Tomas
1
Borell, Christer
1
Cao, Xi-Ren
1
Carassus, Laurence
1
Choulli, Tahir
1
Colwell, David B.
1
Costin, Ovidiu
1
Cuoco, Domenico
1
Cvitanić, Jakša
1
De Donno, Marzia
1
Detemple, Jérôme B.
1
Di Nunno, Giulia
1
Dolinsky, Yan
1
Du, Ke
1
El Karoui, Nicole
1
Elliott, Robert J.
1
Evstigneev, Igor V.
1
Frey, Rüdiger
1
Fukasawa, Masaaki
1
Geman, Hélyette
1
Girotto, Bruno
1
Gordy, Michael B.
1
Grannan, E. R.
1
Guéant, Olivier
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
53
International journal of theoretical and applied finance
47
Finance and stochastics
40
Journal of economic dynamics & control
37
European journal of operational research : EJOR
36
Quantitative finance
28
Journal of banking & finance
26
Finance research letters
25
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Annals of finance
20
Mathematics and financial economics
20
The review of financial studies
17
Applied economics letters
16
International journal of financial engineering
16
International review of financial analysis
16
Journal of mathematical finance
16
Economic modelling
15
Journal of economic theory
15
Journal of financial economics
15
Journal of risk and financial management : JRFM
15
Mathematical methods of operations research
15
Applied mathematical finance
14
Journal of mathematical economics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Economics letters
13
Risks : open access journal
12
The European journal of finance
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
11
The journal of computational finance
11
International review of economics & finance : IREF
9
Journal of empirical finance
9
Mathematics of operations research
9
Review of derivatives research
9
The journal of finance : the journal of the American Finance Association
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Applied economics
8
Journal of financial and quantitative analysis : JFQA
8
Scandinavian actuarial journal
8
Astin bulletin : the journal of the International Actuarial Association
7
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
On optimal investment for a behavioral investor in multiperiod incomplete market models
Carassus, Laurence
;
Rásonyi, Miklós
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011347239
Saved in:
10
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->