//--> //--> //--> //-->
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
A primal-dual decomposition ba...
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
152
Theory
152
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
29
Mathematische Optimierung
29
Transaction costs
29
Transaktionskosten
29
Martingal
28
Martingale
28
Risiko
27
Risk
27
Hedging
23
Option pricing theory
20
Optionspreistheorie
20
CAPM
19
Risk measure
18
Risikomaß
17
Incomplete market
15
Unvollkommener Markt
15
Control theory
13
Kontrolltheorie
13
Measurement
12
Messung
12
Risikomanagement
12
Risk management
12
Derivat
9
Derivative
9
Dynamic programming
9
Intertemporal choice
9
Intertemporale Entscheidung
9
Credit risk
8
Dynamische Optimierung
8
Kreditrisiko
8
Markov chain
8
Markov-Kette
8
Nutzenfunktion
8
Utility function
8
more ...
less ...
Online availability
All
Undetermined
66
Free
9
Type of publication
All
Article
196
Type of publication (narrower categories)
All
Article in journal
196
Aufsatz in Zeitschrift
196
Language
All
English
196
Author
All
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Seifried, Frank Thomas
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bouchard, Bruno
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
Wang, Ruodu
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
Delbaen, Freddy
2
Denis, Emmanuel
2
more ...
less ...
Published in...
All
Finance and stochastics
Journal of banking & finance
570
European journal of operational research : EJOR
548
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
436
Insurance / Mathematics & economics
386
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
209
Applied economics
206
Management science : journal of the Institute for Operations Research and the Management Sciences
205
Journal of empirical finance
199
Quantitative finance
195
The review of financial studies
191
International review of economics & finance : IREF
178
Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Risks : open access journal
175
Economic modelling
174
SpringerLink / Bücher
173
The European journal of finance
173
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
157
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
Working paper
132
Applied economics letters
131
The journal of wealth management
131
Research in international business and finance
127
more ...
less ...
Source
All
ECONIS (ZBW)
196
Showing
1
-
10
of
196
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
On q-optimal martingale measures in exponential Lévy models
Bender, Christian
;
Niethammer, Christina R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 381-410
Persistent link: https://www.econbiz.de/10003899201
Saved in:
7
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:
8
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:
9
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
10
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:
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...
//-->