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~isPartOf:"Finance and stochastics"
~subject:"Optionsgeschäft"
~subject:"Portfolio selection"
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Optionsgeschäft
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
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Transaktionskosten
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Measurement
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Messung
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Derivat
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Arbitrage pricing
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Option trading
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Markov chain
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Markov-Kette
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Risk measure
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Risikomaß
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Black-Scholes model
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Kabanov, Jurij M.
6
Pham, Huyên
5
Benth, Fred Espen
4
Choulli, Tahir
4
Hobson, David G.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Reikvam, Kristin
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Cvitanić, Jakša
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
Figueroa-López, José E.
2
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2
Föllmer, Hans
2
Gerhold, Stefan
2
Glasserman, Paul
2
Gozzi, Fausto
2
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2
Kim, Donghan
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Finance and stochastics
European journal of operational research : EJOR
289
Insurance / Mathematics & economics
286
Journal of banking & finance
269
NBER working paper series
246
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
195
Mathematical finance : an international journal of mathematics, statistics and financial theory
189
Finance research letters
185
International journal of theoretical and applied finance
180
Journal of economic dynamics & control
179
Quantitative finance
141
Research paper series / Swiss Finance Institute
125
The review of financial studies
114
Journal of financial economics
111
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Risks : open access journal
106
The journal of finance : the journal of the American Finance Association
105
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
92
Economic modelling
86
Swiss Finance Institute Research Paper
86
The European journal of finance
85
Economics letters
82
International review of economics & finance : IREF
78
Mathematics and financial economics
78
Computational economics
77
Journal of risk and financial management : JRFM
71
Mathematical methods of operations research
71
Applied mathematical finance
70
International review of financial analysis
70
The journal of asset management
70
The North American journal of economics and finance : a journal of financial economics studies
69
The journal of futures markets
68
Discussion paper / Tinbergen Institute
67
SpringerLink / Bücher
67
Journal of economic theory
65
The journal of portfolio management : JPM
64
Journal of mathematical finance
63
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ECONIS (ZBW)
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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
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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
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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
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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
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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
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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
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