//--> //--> //--> //-->
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"
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
Optimal Portfolio Policies of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
196
Portfolio-Management
196
Theorie
162
Theory
162
Stochastic process
49
Stochastischer Prozess
49
Mathematical programming
29
Mathematische Optimierung
29
Risiko
29
Risk
29
Transaction costs
29
Transaktionskosten
29
Martingal
28
Martingale
28
Credit risk
25
Kreditrisiko
25
Option pricing theory
25
Optionspreistheorie
25
Hedging
23
CAPM
19
Risk measure
19
Risikomaß
18
Derivat
15
Derivative
15
Incomplete market
15
Unvollkommener Markt
15
Risikomanagement
14
Risk management
14
Control theory
13
Kontrolltheorie
13
Measurement
13
Messung
13
Dynamic programming
9
Intertemporal choice
9
Intertemporale Entscheidung
9
Markov chain
9
Markov-Kette
9
Dynamische Optimierung
8
Nutzenfunktion
8
Utility function
8
more ...
less ...
Online availability
All
Undetermined
71
Free
12
Type of publication
All
Article
214
Type of publication (narrower categories)
All
Article in journal
214
Aufsatz in Zeitschrift
214
Language
All
English
214
Author
All
Kabanov, Jurij M.
7
Jeanblanc, Monique
6
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Choulli, Tahir
4
Filipović, Damir
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Wang, Ruodu
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
3
Capponi, Agostino
3
Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Obłój, Jan
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Belak, Christoph
2
Bender, Christian
2
Bensoussan, Alain
2
Bichuch, Maxim
2
Björk, Tomas
2
Czichowsky, Christoph
2
more ...
less ...
Published in...
All
Finance and stochastics
Journal of banking & finance
1,005
NBER working paper series
663
Finance research letters
653
Working paper / National Bureau of Economic Research, Inc.
558
NBER Working Paper
480
European journal of operational research : EJOR
479
Insurance / Mathematics & economics
410
International review of financial analysis
395
Journal of financial economics
376
International journal of theoretical and applied finance
307
Journal of economic dynamics & control
302
Discussion paper / Centre for Economic Policy Research
296
Research paper series / Swiss Finance Institute
290
The journal of finance : the journal of the American Finance Association
281
Applied economics
268
Management science : journal of the Institute for Operations Research and the Management Sciences
267
International review of economics & finance : IREF
265
The journal of asset management
261
The journal of portfolio management : a publication of Institutional Investor
257
Economic modelling
252
Journal of empirical finance
252
Risks : open access journal
250
The review of financial studies
242
The European journal of finance
237
Quantitative finance
231
SpringerLink / Bücher
230
Research in international business and finance
229
The North American journal of economics and finance : a journal of financial economics studies
223
Discussion papers / CEPR
221
Journal of financial and quantitative analysis : JFQA
219
Journal of international financial markets, institutions & money
210
Journal of risk and financial management : JRFM
210
Mathematical finance : an international journal of mathematics, statistics and financial theory
195
Working paper
194
Pacific-Basin finance journal
192
Applied economics letters
191
Journal of financial stability
189
Swiss Finance Institute Research Paper
186
Economics letters
184
more ...
less ...
Source
All
ECONIS (ZBW)
214
Showing
1
-
10
of
214
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 445-469
Persistent link: https://www.econbiz.de/10003899327
Saved in:
2
Background filtrations and canonical loss processes for top-down models of portfolio credit risk
Ehlers, Philippe
;
Schönbucher, Philipp J.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003939478
Saved in:
3
A generalization of Panjer's recursion and numerically stable risk aggregation
Gerhold, Stefan
;
Schmock, Uwe
;
Warnung, Richard
- In:
Finance and stochastics
14
(
2010
)
1
,
pp. 81-128
Persistent link: https://www.econbiz.de/10003924803
Saved in:
4
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Saved in:
5
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
Saved in:
6
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
7
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
Saved in:
8
Time reversal and last passage time of diffusions with applications to credit risk management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
Saved in:
9
Optimal investment with counterparty risk : a default-density model approach
Jiao, Ying
;
Pham, Huyen
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 725-753
Persistent link: https://www.econbiz.de/10009423272
Saved in:
10
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:
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...
//-->