//--> //--> //--> //-->
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"
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:"Portfolio"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
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
Risikoaversion
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
27
Type of publication
All
Article
178
Type of publication (narrower categories)
All
Article in journal
178
Aufsatz in Zeitschrift
178
Language
All
English
178
Author
All
Zhou, Xun Yu
7
Guasoni, Paolo
6
Platen, Eckhard
6
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Bielecki, Tomasz R.
3
Carassus, Laurence
3
Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cialenco, Igor
2
Cont, Rama
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
Guéant, Olivier
2
He, Xue Dong
2
Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Nutz, Marcel
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
631
Journal of banking & finance
609
Working paper / National Bureau of Economic Research, Inc.
580
NBER Working Paper
459
Finance research letters
432
European journal of operational research : EJOR
401
Insurance / Mathematics & economics
389
International review of financial analysis
305
Discussion paper / Centre for Economic Policy Research
293
Journal of financial economics
288
The journal of finance : the journal of the American Finance Association
276
The journal of asset management
260
Journal of economic dynamics & control
256
The journal of portfolio management : a publication of Institutional Investor
255
SpringerLink / Bücher
245
MPRA Paper
242
Management science : journal of the Institute for Operations Research and the Management Sciences
227
Research paper series / Swiss Finance Institute
224
International journal of theoretical and applied finance
221
Applied economics
217
IMF Staff Country Reports
214
Journal of empirical finance
213
The review of financial studies
211
International review of economics & finance : IREF
206
Working Paper
199
Finance and stochastics
197
Economic modelling
196
Quantitative finance
196
Journal of financial and quantitative analysis : JFQA
188
IMF Working Papers
185
Journal of international money and finance
183
The European journal of finance
180
Risks : open access journal
169
The North American journal of economics and finance : a journal of financial economics studies
167
Working paper
164
Journal of risk and financial management : JRFM
162
Pacific-Basin finance journal
162
Journal of international financial markets, institutions & money
153
Swiss Finance Institute Research Paper
152
more ...
less ...
Source
All
ECONIS (ZBW)
178
Showing
1
-
10
of
178
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
3
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:
4
A state-constrained differential game arising in optimal
portfolio
liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Saved in:
5
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:
6
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
7
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
8
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:
9
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
10
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->