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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Portfolio selection
CAPM
89
Theorie
77
Theory
77
Option pricing theory
19
Optionspreistheorie
19
Portfolio-Management
18
Incomplete market
16
Martingal
16
Martingale
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Unvollkommener Markt
16
Stochastic process
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Stochastischer Prozess
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Arbitrage Pricing
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fundamental theorem of asset pricing
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Aufsatz in Zeitschrift
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18
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English
18
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Platen, Eckhard
2
Bayraktar, Erhan
1
Biagini, Francesca
1
Bielecki, Tomasz R.
1
Carassus, Laurence
1
Cheng, B. N.
1
Choulli, Tahir
1
Cialenco, Igor
1
Cretarola, Alessandra
1
Davis, Mark H. A.
1
Dermody, Jaime C.
1
Du, Ke
1
Evstigneev, Igor V.
1
Geman, Hélyette
1
Guasoni, Paolo
1
Herdegen, Martin
1
Kardaras, Constantinos
1
Lee, Cheng F.
1
Maccheroni, Fabio
1
Marinacci, Massimo
1
Muhle-Karbe, Johannes
1
Obłój, Jan
1
Pemy, Moustapha
1
Pham, Huyên
1
Raval, Vimal
1
Račev, Svetlozar T.
1
Reisman, Haim
1
Rockafellar, Ralph Tyrrell
1
Rodriguez, Rodrigo
1
Rustichini, Aldo
1
Schürger, Klaus
1
Simaan, Yusif E.
1
Stricker, Christophe
1
Taboga, Marco
1
Taksar, Michael I.
1
Touzi, Nizar
1
Yin, George
1
Yor, Marc
1
Zhang, Qing
1
Zhou, Zhou
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
64
Finance research letters
58
Journal of financial economics
56
Journal of empirical finance
53
International review of economics & finance : IREF
38
International review of financial analysis
37
The review of financial studies
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of portfolio management : a publication of Institutional Investor
35
The journal of asset management
34
Journal of economic dynamics & control
33
The journal of finance : the journal of the American Finance Association
29
Journal of investment management : JOIM
28
Applied economics
26
Economic modelling
24
The European journal of finance
23
European journal of operational research : EJOR
22
Journal of international financial markets, institutions & money
22
International journal of theoretical and applied finance
21
The North American journal of economics and finance : a journal of financial economics studies
21
Annals of finance
20
Quantitative finance
20
Finance and stochastics
19
Journal of financial and quantitative analysis : JFQA
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Financial markets and portfolio management
17
Pacific-Basin finance journal
17
Journal of risk and financial management : JRFM
16
Applied economics letters
15
Journal of economic theory
15
Journal of financial markets
15
Review of quantitative finance and accounting
15
Risks : open access journal
15
Investment management and financial innovations
14
Mathematics and financial economics
14
The journal of asset management : a major new, international quarterly journal for the financial community
14
Applied financial economics
13
European financial management : the journal of the European Financial Management Association
12
Journal of econometrics
12
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ECONIS (ZBW)
18
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1
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
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
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:
4
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:
5
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
Saved in:
6
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
7
No-free-lunch equivalences for exponential Lévy models under convex constraints on investment
Kardaras, Constantinos
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10003827568
Saved in:
8
Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio
;
Marinacci, Massimo
;
Rustichini, Aldo
; …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
Saved in:
9
Local risk minimization for defaultable markets
Biagini, Francesca
;
Cretarola, Alessandra
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 669-689
Persistent link: https://www.econbiz.de/10003937549
Saved in:
10
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
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