Narrow search
Showing 1 - 10 of 11
Cover Image
On optimal portfolio diversification with respect to extreme risks
Mainik, Georg; Rüschendorf, Ludger - In: Finance and stochastics 14 (2010) 4, pp. 593-623
Persistent link: https://www.econbiz.de/10008823689
Cover Image
Minimax and minimal distance martingale measures and their relationship to portfolio optimization
Goll, Thomas; Rüschendorf, Ludger - In: Finance and stochastics 5 (2001) 4, pp. 557-581
Persistent link: https://www.econbiz.de/10001614624
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger - In: Finance and stochastics 16 (2012) 1, pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
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
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
Cover Image
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