//--> //--> //--> //-->
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:"Applied mathematical finance"
~language:"eng"
~subject:"Portfolio-Management"
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
Faulty nash implementation in...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
228
Theory
228
Option pricing theory
60
Optionspreistheorie
60
Portfolio selection
50
Volatility
44
Volatilität
44
Stochastic process
33
Stochastischer Prozess
33
Yield curve
27
Zinsstruktur
27
Hedging
24
Derivat
23
Derivative
23
Black-Scholes model
18
Black-Scholes-Modell
18
Börsenkurs
16
Share price
16
Risiko
13
Risk
13
CAPM
12
Estimation
11
Mathematical programming
11
Mathematische Optimierung
11
Schätzung
11
Securities trading
11
Wertpapierhandel
11
Option trading
10
Optionsgeschäft
10
Swap
10
Transaction costs
10
Transaktionskosten
10
Anleihe
9
Bond
9
Credit risk
9
Kreditrisiko
9
Markov chain
8
Markov-Kette
8
Capital income
7
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
50
Type of publication (narrower categories)
All
Article in journal
50
Aufsatz in Zeitschrift
50
Language
All
English
Author
All
Atkinson, Colin
7
Forsyth, Peter A.
3
Jaimungal, Sebastian
2
Matsumoto, Koichi
2
Mokkhavesa, S.
2
Quek, Gary
2
Vetzal, Kenneth R.
2
Al-Aradi, Ali
1
Ali, B. al-
1
Allaj, Erindi
1
Avellaneda, Marco
1
Balbás de la Corte, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Berg, Nathan
1
Bond, Shaun A.
1
Bunwong, Kornkanok
1
Cartea, Álvaro
1
Chen, Ping
1
Choi, Jungmin
1
Donnelly, Ryan
1
Duck, Peter
1
Durrell, Fernando J.
1
Edirisinghe, Chanaka
1
Escobar, Marcos
1
Fabozzi, Frank J.
1
Fahim, Arash
1
Gijbels, Irène
1
Herrmann, Klaus
1
Howell, Sydney D.
1
Ishii, Ryosuke
1
Janke, Oliver
1
Johnson, Paul
1
Jonsson, Mattias
1
Katsuki, Yuta
1
Kennedy, J. S.
1
Klaassen, Pieter
1
Korn, Ralf
1
Ku, Hyejin
1
Lee, Kiseop
1
more ...
less ...
Published in...
All
Applied mathematical finance
European journal of operational research : EJOR
283
Insurance / Mathematics & economics
279
Journal of banking & finance
240
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
185
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Journal of financial economics
105
Risks : open access journal
105
Management science : journal of the Institute for Operations Research and the Management Sciences
102
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economics letters
85
Economic modelling
84
Swiss Finance Institute Research Paper
84
The European journal of finance
79
Mathematics and financial economics
76
Computational economics
73
International review of economics & finance : IREF
71
International review of financial analysis
68
Mathematical methods of operations research
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Annals of finance
61
Journal of economic theory
61
Applied economics
57
Journal of mathematical finance
57
Working paper
53
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
Saved in:
2
Liquidity risk with coherent risk measures
Ku, Hyejin
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10003331418
Saved in:
3
Mean-variance hedging with uncertain trade execution
Matsumoto, Koichi
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 219-252
Persistent link: https://www.econbiz.de/10003916153
Saved in:
4
Partial hedging in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
Saved in:
5
Risk minimization for a filtering micromovement model of asset price
Lee, Kiseop
;
Zeng, Yong
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10003975381
Saved in:
6
Optimal basket liquidation for CARA investors is deterministic
Schied, Alexander
;
Schöneborn, Torsten
;
Tehranchi, Michael
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 471-489
Persistent link: https://www.econbiz.de/10008797245
Saved in:
7
Optimal execution in a market with small investors
Ishii, Ryosuke
- In:
Applied mathematical finance
17
(
2010
)
5/6
,
pp. 431-451
Persistent link: https://www.econbiz.de/10008797253
Saved in:
8
Optimum constrained portfolio rules in a diffusion market
Durrell, Fernando J.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 285-307
Persistent link: https://www.econbiz.de/10003396197
Saved in:
9
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
Saved in:
10
Building an optimal portfolio in discrete time in the presence of transaction costs
Atkinson, Colin
;
Storey, Emmeline
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 323-357
Persistent link: https://www.econbiz.de/10008653253
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->