Narrow search
Showing 1 - 10 of 196
Cover Image
Hedge and mutual funds' fees and the separation of private investments
Guasoni, Paolo; Wang, Gu - In: Finance and stochastics 19 (2015) 3, pp. 473-507
Persistent link: https://www.econbiz.de/10011418231
Cover Image
On measuring nonlinear risk with scarce observations
Cherny, Alexander; Douady, Raphael; Molčanov, … - In: Finance and stochastics 14 (2010) 3, pp. 375-395
Persistent link: https://www.econbiz.de/10010216489
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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