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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
2
In which financial markets do mutual fund theorems hold true?
Schachermayer, Walter
;
Sîrbu, Mihai
;
Taflin, Erik
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10003939474
Saved in:
3
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
Saved in:
4
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
5
Utility maximization in incomplete markets with random endowment
Cvitanić, Jakša
;
Schachermayer, Walter
;
Wang, Hui
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 259-272
Persistent link: https://www.econbiz.de/10001571508
Saved in:
6
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
7
The space of outcomes of semi-static trading strategies need not be closed
Acciaio, Beatrice
;
Larsson, Martin
;
Schachermayer, Walter
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 741-751
Persistent link: https://www.econbiz.de/10011944422
Saved in:
8
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
9
Time-consistent mean-variance portfolio selection in discrete and continuous time
Czichowsky, Christoph
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10009730823
Saved in:
10
Time-consistent mean-variance portfolio selection in discrete and continuous time
Czichowsky, Christoph
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10010091554
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