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~isPartOf:"Finance and stochastics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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Börsenkurs
Mathematische Optimierung
Stochastic process
Theorie
496
Theory
496
Stochastischer Prozess
196
Portfolio selection
171
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171
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166
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Kabanov, Jurij M.
6
Benth, Fred Espen
5
Björk, Tomas
5
Alòs, Elisa
4
Filipović, Damir
4
Fukasawa, Masaaki
4
Jeanblanc, Monique
4
Schachermayer, Walter
4
Bank, Peter
3
Beiglböck, Mathias
3
Bouchard, Bruno
3
Carmona, René
3
Carr, Peter
3
Choulli, Tahir
3
Fouque, Jean-Pierre
3
Karatzas, Ioannis
3
Kardaras, Constantinos
3
Linetsky, Vadim
3
Mijatovi´c, Aleksandar
3
Pergamenshchikov, Serguei
3
Žitković, Gordan
3
Aksamit, Anna
2
Bartl, Daniel
2
Capponi, Agostino
2
Cheridito, Patrick
2
Coculescu, Delia
2
Cont, Rama
2
Delbaen, Freddy
2
Deng, Jun
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Elie, Romuald
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Föllmer, Hans
2
Geman, Hélyette
2
Glasserman, Paul
2
Gozzi, Fausto
2
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2
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Finance and stochastics
European journal of operational research : EJOR
2,266
Computers & operations research : and their applications to problems of world concern ; an international journal
1,161
Operations research letters
645
International journal of production research
625
Mathematics of operations research
442
Operations research
435
International journal of theoretical and applied finance
376
INFORMS journal on computing : JOC
348
NBER working paper series
307
Insurance / Mathematics & economics
302
International journal of production economics
301
Journal of economic dynamics & control
289
Working paper / National Bureau of Economic Research, Inc.
286
Finance research letters
284
Journal of econometrics
273
Management science : journal of the Institute for Operations Research and the Management Sciences
271
Mathematical methods of operations research
258
NBER Working Paper
249
Discussion paper / Tinbergen Institute
244
Omega : the international journal of management science
233
Quantitative finance
224
Journal of banking & finance
221
Transportation research / E : an international journal
215
Computational economics
207
Economics letters
205
Journal of the Operational Research Society : OR
177
The journal of finance : the journal of the American Finance Association
174
Economic modelling
171
The review of financial studies
171
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
171
Annals of operations research
168
Journal of financial economics
168
Journal of the Operational Research Society
168
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
159
Risks : open access journal
157
SpringerLink / Bücher
155
Energy economics
153
Operational research : an international journal
150
Mathematical finance : an international journal of mathematics, statistics and financial theory
149
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1
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
2
In the insurance business risky investments are dangerous : the case of negative
risk
sums
Kabanov, Jurij M.
;
Pergamenshchikov, Serguei
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
Saved in:
3
Risk
- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
4
Dilatation monotone
risk
measures are law invariant
Cherny, Alexander S.
;
Grigoriev, Pavel G.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 291-298
Persistent link: https://www.econbiz.de/10003439765
Saved in:
5
Coherent and convex monetary
risk
measures for unbounded càdlàg processes
Cheridito, Patrick
;
Delbaen, Freddy
;
Kupper, Michael
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 369-387
Persistent link: https://www.econbiz.de/10002946711
Saved in:
6
Satisfying convex
risk
limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
7
Inf-convolution of
risk
measures and optimal
risk
transfer
Barrieu, Pauline
;
El Karoui, Nicole
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10002747208
Saved in:
8
Concavity, stochastic utility, and
risk
aversion
Jarrow, Robert A.
;
Li, Siguang
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
Saved in:
9
An ergodic BSDE approach to forward entropic
risk
measures : representation and large-maturity behavior
Chong, Wing Fung
;
Hu, Ying
;
Liang, Gechun
; …
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 239-273
Persistent link: https://www.econbiz.de/10012023715
Saved in:
10
Set-valued
risk
measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
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