//--> //--> //--> //-->
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:"Portfolio selection"
~subject:"Risk measure"
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
Portfolio selection
Risk measure
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
Mathematische Optimierung
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
Risikomaß
25
Black-Scholes model
20
Black-Scholes-Modell
20
Arbitrage
19
Risikomanagement
19
more ...
less ...
Online availability
All
Undetermined
53
Free
4
Type of publication
All
Article
163
Type of publication (narrower categories)
All
Article in journal
163
Aufsatz in Zeitschrift
163
Language
All
English
163
Author
All
Kabanov, Jurij M.
6
Schied, Alexander
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Zariphopoulou-Souganidis, Thaleia
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Feinstein, Zachary
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Muhle-Karbe, Johannes
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
2
Delbaen, Freddy
2
Denis, Emmanuel
2
Duffie, Darrell
2
El Karoui, Nicole
2
Embrechts, Paul
2
Filipović, Damir
2
Frey, Rüdiger
2
Föllmer, Hans
2
Gerhold, Stefan
2
Gozzi, Fausto
2
Kardaras, Constantinos
2
Kim, Donghan
2
Källblad, Sigrid
2
Lindskog, Filip
2
more ...
less ...
Published in...
All
Finance and stochastics
Insurance / Mathematics & economics
368
European journal of operational research : EJOR
324
Journal of banking & finance
282
NBER working paper series
246
Finance research letters
200
Working paper / National Bureau of Economic Research, Inc.
199
NBER Working Paper
194
Journal of economic dynamics & control
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
169
International journal of theoretical and applied finance
159
Risks : open access journal
146
Quantitative finance
144
Research paper series / Swiss Finance Institute
134
Journal of empirical finance
114
Journal of financial economics
109
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Economic modelling
104
The review of financial studies
104
The journal of portfolio management : a publication of Institutional Investor
102
The journal of finance : the journal of the American Finance Association
98
Economics letters
91
Swiss Finance Institute Research Paper
91
Mathematics and financial economics
89
Discussion paper / Centre for Economic Policy Research
88
The European journal of finance
88
Discussion paper / Tinbergen Institute
84
Computational economics
83
International review of financial analysis
81
SpringerLink / Bücher
77
Applied economics
75
Journal of risk and financial management : JRFM
75
International review of economics & finance : IREF
74
Mathematical methods of operations research
71
Journal of mathematical finance
70
The North American journal of economics and finance : a journal of financial economics studies
70
The journal of asset management
70
The journal of portfolio management : JPM
64
Annals of finance
63
Journal of economic theory
63
more ...
less ...
Source
All
ECONIS (ZBW)
163
Showing
1
-
10
of
163
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...
//-->