Narrow search
Showing 1 - 10 of 89
Cover Image
Risk bounds for factor models
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven; … - In: Finance and stochastics 21 (2017) 3, pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Cover Image
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Mathematical finance : an international journal of … 21 (2011) 4, pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Cover Image
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis; Kardaras, Constantinos - In: Finance and stochastics 11 (2007) 4, pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
Cover Image
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir; Stricker, Christophe - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Cover Image
Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole; Meziou, Asma - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
Cover Image
On q-optimal martingale measures in exponential Lévy models
Bender, Christian; Niethammer, Christina R. - In: Finance and stochastics 12 (2008) 3, pp. 381-410
Persistent link: https://www.econbiz.de/10003899201
Cover Image
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian; Sottinen, Tommi; Valkeila, Esko - In: Finance and stochastics 12 (2008) 4, pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Cover Image
A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly; Mnif, Mohamed; Pham, Huyên - In: Finance and stochastics 11 (2007) 1, pp. 51-90
Persistent link: https://www.econbiz.de/10003410636
Cover Image
Multivariate risks and depth-trimmed regions
Cascos, Ignacio; Molchanov, Ilya - In: Finance and stochastics 11 (2007) 3, pp. 373-397
Persistent link: https://www.econbiz.de/10003485812
Cover Image
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S. - In: Mathematical finance : an international journal of … 20 (2010) 4, pp. 571-595
Persistent link: https://www.econbiz.de/10008666990