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~subject:"Portfolio-Management"
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Search: person:"Leonard, Christopher"
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Portfolio-Management
Theorie
36
Theory
36
Option pricing theory
12
Optionspreistheorie
12
Portfolio selection
10
Black-Scholes model
6
Black-Scholes-Modell
5
USA
5
United States
5
Hedging
4
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4
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4
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Mathematische Optimierung
4
Probability theory
4
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Volatilität
4
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Zinsstruktur
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Börsenkurs
3
Nutzen
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Derivat
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Derivative
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Duales Optimierungsproblem
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Article
8
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6
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1
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English
10
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Rogers, Leonard C. G.
10
Back, Kerry E.
1
Dybvig, Philip H.
1
Klein, Irene
1
Scheinkman, José Alexandre
1
Stapleton, E. J.
1
Talay, Denis
1
Zaczkowski, P.
1
Zane, Omar
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Çetin, Umut
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Computational methods in decision-making, economics and finance
1
Finance and stochastics
1
Publications of the Newton Institute
1
SpringerBriefs in quantitative finance
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The journal of computational finance
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The review of financial studies
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ECONIS (ZBW)
10
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1
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
2
Numerical methods in finance
Rogers, Leonard C. G.
(
contributor
); …
-
2008
-
Digitally print. version, paperb. re-issue
Persistent link: https://www.econbiz.de/10003650172
Saved in:
3
Optimal investment
Rogers, Leonard C. G.
-
2013
Persistent link: https://www.econbiz.de/10009693429
Saved in:
4
Utility maximisation with a time lag in trading
Rogers, Leonard C. G.
;
Stapleton, E. J.
- In:
Computational methods in decision-making, economics and …
,
(pp. 249-269)
.
2010
Persistent link: https://www.econbiz.de/10009153081
Saved in:
5
Optimal exercise of executive stock options
Rogers, Leonard C. G.
;
Scheinkman, José Alexandre
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 357-372
Persistent link: https://www.econbiz.de/10003485810
Saved in:
6
Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
Saved in:
7
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
8
A simple model of liquidity effects
Rogers, Leonard C. G.
;
Zane, Omar
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 161-176)
.
2002
Persistent link: https://www.econbiz.de/10001672232
Saved in:
9
Portfolio turnpikes
Dybvig, Philip H.
;
Rogers, Leonard C. G.
;
Back, Kerry E.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 165-195
Persistent link: https://www.econbiz.de/10001353476
Saved in:
10
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
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