//--> //--> //--> //-->
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"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
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
Secure implementation : strate...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Portfolio selection
Theorie
496
Theory
496
Portfolio-Management
154
Stochastic process
131
Stochastischer Prozess
131
Option pricing theory
109
Optionspreistheorie
109
Martingal
60
Martingale
60
Risiko
54
Risk
54
Transaction costs
54
Transaktionskosten
54
CAPM
53
Hedging
52
Volatility
43
Volatilität
43
Yield curve
38
Zinsstruktur
38
Mathematical programming
34
Incomplete market
33
Unvollkommener Markt
33
Measurement
31
Messung
31
Derivat
29
Derivative
29
Arbitrage Pricing
28
Arbitrage pricing
28
Option trading
27
Optionsgeschäft
27
Markov chain
26
Markov-Kette
26
Risk measure
26
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
51
Free
5
Type of publication
All
Article
167
Type of publication (narrower categories)
All
Article in journal
167
Aufsatz in Zeitschrift
167
Language
All
English
167
Author
All
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schachermayer, Walter
4
Schied, Alexander
4
Bartl, Daniel
3
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Beiglböck, Mathias
2
Belak, Christoph
2
Bender, Christian
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Glasserman, Paul
2
Gozzi, Fausto
2
Jaschke, Stefan R.
2
Kardaras, Constantinos
2
Kim, Donghan
2
more ...
less ...
Published in...
All
Finance and stochastics
European journal of operational research : EJOR
2,093
Computers & operations research : and their applications to problems of world concern ; an international journal
1,090
Operations research letters
573
International journal of production research
502
Operations research
360
Mathematics of operations research
348
INFORMS journal on computing : JOC
322
Insurance / Mathematics & economics
298
Mathematical methods of operations research
257
NBER working paper series
253
Journal of banking & finance
250
Journal of economic dynamics & control
246
Management science : journal of the Institute for Operations Research and the Management Sciences
243
Working paper / National Bureau of Economic Research, Inc.
203
International journal of production economics
201
NBER Working Paper
201
Omega : the international journal of management science
201
Finance research letters
187
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Journal of the Operational Research Society : OR
158
Transportation research / E : an international journal
158
Discussion paper / Center for Economic Research, Tilburg University
157
Discussion paper / Tinbergen Institute
155
International journal of theoretical and applied finance
155
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
154
Journal of the Operational Research Society
148
Quantitative finance
141
SpringerLink / Bücher
139
OR spectrum : quantitative approaches in management
136
Operational research : an international journal
134
Research paper series / Swiss Finance Institute
133
Opsearch : journal of the Operational Research Society of India
132
RAIRO / Operations research
128
Computational economics
124
Annals of operations research
118
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
118
Economics letters
117
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
117
Top : transactions in operations research
116
more ...
less ...
Source
All
ECONIS (ZBW)
167
Showing
1
-
10
of
167
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
2
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
3
Mean field portfolio games
Fu, Guanxing
;
Zhou, Chao
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
Saved in:
4
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
5
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
6
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
Saved in:
7
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
8
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:
9
Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003899203
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->