//--> //--> //--> //-->
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
Quadratic Criteria for Optimal...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Incomplete market
11
Incomplete markets
11
Unvollkommener Markt
11
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
Convex duality
3
CAPM
2
Consumption theory
2
Konsumtheorie
2
Market power
2
Marktmacht
2
Optimal investment
2
Power utility
2
Stochastic process
2
Stochastischer Prozess
2
Unspanned endowment
2
Utility maximization
2
Altersvorsorge
1
Analysis
1
Annuity
1
Asset pricing
1
Axiom of choice
1
BSDE
1
Boundary layer
1
Consumer demand theory
1
Consumption
1
Consumption-portfolio choice
1
Continuous semimartingales
1
Continuous time
1
Convex analysis
1
Duality theory
1
Electric power industry
1
Elektrizitätswirtschaft
1
Equilibrium model
1
Equilibrium theory
1
FBSDE
1
Facelift
1
Factor analysis
1
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Žitković, Gordan
4
Larsen, Kasper
3
Guasoni, Paolo
2
Mostovyi, Oleksii
2
Soner, Halil Mete
2
Avanesyan, Levon
1
Kardaras, Constantinos
1
Kraft, Holger
1
Robertson, Scott
1
Seiferling, Thomas
1
Seifried, Frank Thomas
1
Shkolnikov, Mykhaylo
1
Siorpaes, Pietro
1
Sircar, Kaushik Ronnie
1
Vovk, Vladimir
1
Wang, Gu
1
Weston, Kim
1
Xing, Hao
1
more ...
less ...
Published in...
All
Finance and stochastics
CEPR Discussion Papers
37
Economic Theory
31
Working Paper
31
Finance and Stochastics
28
Discussion papers / CEPR
27
Post-Print / HAL
27
Journal of economic dynamics & control
23
MPRA Paper
22
Documents de travail du Centre d'Economie de la Sorbonne
21
Review of Economic Dynamics
20
Review of economic dynamics
19
Working paper
18
Economics Papers from University Paris Dauphine
17
CESifo Working Paper
16
IZA Discussion Papers
15
Cahiers de recherche
13
Economics Working Papers / Department of Economics, European University Institute
13
International Journal of Theoretical and Applied Finance (IJTAF)
13
Journal of Economic Dynamics and Control
13
Applied Mathematical Finance
12
CESifo working papers
12
Cowles Foundation Discussion Papers
12
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
Journal of mathematical economics
12
CORE Discussion Papers
11
International journal of theoretical and applied finance
11
Journal of monetary economics
11
Queen's Economics Department Working Paper
11
Working Papers / Economics Department, Queen's University
11
2006 Meeting Papers
10
Economics letters
10
Discussion Paper Serie A
9
Discussion Paper Serie B
9
Discussion Papers / Økonomisk Institut, Københavns Universitet
9
Journal of Mathematical Economics
9
Quantitative Finance
9
2004 Meeting Papers
8
CESifo Working Paper Series
8
Discussion paper / Tinbergen Institute
8
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
Mostovyi, Oleksii
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 135-159
Persistent link: https://www.econbiz.de/10011417138
Saved in:
2
Optimal investment and price dependence in a semi-static market
Siorpaes, Pietro
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 161-187
Persistent link: https://www.econbiz.de/10011417148
Saved in:
3
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
4
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger
;
Seiferling, Thomas
;
Seifried, Frank Thomas
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 187-226
Persistent link: https://www.econbiz.de/10011944068
Saved in:
5
The role of measurability in game-theoretic probability
Vovk, Vladimir
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 719-739
Persistent link: https://www.econbiz.de/10011944419
Saved in:
6
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
7
Abstract, classic, and explicit turnpikes
Guasoni, Paolo
;
Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
Saved in:
8
An incomplete equilibrium with a stochastic annuity
Weston, Kim
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
Saved in:
9
Consumption in incomplete markets
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 383-422
Persistent link: https://www.econbiz.de/10012253363
Saved in:
10
Conditional Davis pricing
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 565-599
Persistent link: https://www.econbiz.de/10012518059
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->