//--> //--> //-->
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:"Finance and stochastics"
~person:"Elie, Romuald"
~person:"Jeanblanc, Monique"
~person:"Obłój, Jan"
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
EMU and Portfolio Diversificat...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
10
Portfolio-Management
10
Theorie
9
Theory
9
Martingal
4
Martingale
4
Hedging
3
Stochastic process
3
Stochastischer Prozess
3
Arbitrage
2
Deflators
2
Informational arbitrage
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Mathematical programming
2
Mathematische Optimierung
2
No arbitrage
2
No unbounded profit with bounded risk
2
Progressive enlargement of filtration
2
Quasi-left-continuous semimartingales
2
Robust statistics
2
Robustes Verfahren
2
Stochastic calculus
2
Ambiguity aversion
1
Azéma-Yor processes
1
BSDEs
1
Consumption theory
1
Decision under uncertainty
1
Delta hedging
1
Duality theory
1
Dynamic consistency
1
Dynamic programming
1
Dynamic programming principle
1
Dynamische Optimierung
1
Entscheidung unter Unsicherheit
1
Facelift
1
Financial market
1
Finanzmarkt
1
Honest time
1
Konsumtheorie
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Elie, Romuald
Jeanblanc, Monique
Obłój, Jan
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Choulli, Tahir
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Deng, Jun
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Belak, Christoph
2
Bender, Christian
2
Bensoussan, Alain
2
Bichuch, Maxim
2
Björk, Tomas
2
Czichowsky, Christoph
2
Delbaen, Freddy
2
Denis, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Economics Papers from University Paris Dauphine
2
Springer finance / Textbook
2
Credit derivatives : the definitive guide
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Documents de recherche / ESSEC Centre de Recherche
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Mathematics of operations research
1
Open Access publications from Université Paris-Dauphine
1
Paris Princeton lectures on mathematical finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald
;
Touzi, Nizar
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
Saved in:
2
When terminal facelift enforces delta constraints
Chassagneux, Jean-François
;
Elie, Romuald
;
Kharroubi, Idris
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 329-362
Persistent link: https://www.econbiz.de/10011417951
Saved in:
3
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
4
Hazard rate for credit risk and hedging defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
Saved in:
5
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Saved in:
6
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
7
Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model
Cherny, Vladimir
;
Obłój, Jan
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 771-800
Persistent link: https://www.econbiz.de/10010190877
Saved in:
8
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
9
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
10
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->