//--> //--> //-->
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:"Mathematics and financial economics"
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:"Price of risk"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risiko
2
Risk
2
Theorie
2
Theory
2
Allgemeines Gleichgewicht
1
CAPM
1
Determination of interest rates
1
Duality theory
1
Exchange and production economies
1
General equilibrium
1
Knightian uncertainty
1
Market price of risk
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
Nonlinear continuous semimartingales
1
Portfolio selection
1
Portfolio-Management
1
Risikoprämie
1
Risk premium
1
Risk-neutrality
1
Robust market price of risk
1
Robust statistics
1
Robust utility maximization
1
Robustes Verfahren
1
Semimartingale characteristics
1
Term structure of interest rates
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Criens, David
1
Niemann, Lars
1
Vasicek, Oldrich Alfons
1
Published in...
All
Mathematics and financial economics
International journal of theoretical and applied finance
5
Energy economics
4
SFB 649 Discussion Paper
4
International Economics Working Papers Series
3
SFB 649 Discussion Papers
3
Applied mathematical finance
2
CEPR Financial Markets Paper
2
Cahiers de recherche
2
EERI Research Paper Series
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Insurance / Mathematics & economics
2
International Journal of Monetary Economics and Finance
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Business Valuation and Economic Loss Analysis
2
MPRA Paper
2
Physica A: Statistical Mechanics and its Applications
2
Post-Print / HAL
2
Review of Derivatives Research
2
SFB 649 discussion paper
2
Stochastic Processes and their Applications
2
Swiss Journal of Economics and Statistics
2
Swiss Journal of Economics and Statistics (SJES)
2
Working Paper
2
Working Papers / Dipartimento di Scienze Economiche, Facoltà di Economia
2
Working Papers / HAL
2
Annals of Economics and Finance
1
Annals of finance
1
Asia-Pacific Financial Markets
1
Asian economic journal : journal of the East Asian Economic Association
1
Bank of England working papers
1
Birkbeck Working Papers in Economics and Finance
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEPR Discussion Papers
1
CIS Discussion paper series
1
CIS discussion paper series
1
CORE Discussion Papers
1
CREATES Research Papers
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion Papers Series, Department of Economics, Tufts University
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Risk-neutral economy and zero
price
of
risk
Vasicek, Oldrich Alfons
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 229-239
Persistent link: https://www.econbiz.de/10010365596
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->