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:"International journal of theoretical and applied finance"
~person:"Melʹnikov, Aleksandr V."
~person:"Schenk-Hoppé, Klaus Reiner"
~person:"Weber, Martin"
~subject:"Financial investment"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Financial investment
Portfolio selection
Wirtschaftswachstum
Portfolio-Management
3
Derivat
2
Derivative
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Clark-Ocone representation
1
Development theory
1
Efficient hedging
1
Entwicklungstheorie
1
Frechet derivative
1
Gateaux derivative
1
Incomplete information
1
Kapitalanlage
1
Lebensversicherung
1
Life insurance
1
Mean-variance hedging
1
Selbstfinanzierung
1
Self-financing
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Unvollkommene Information
1
default time
1
equity-linked life insurance contract
1
geometric Brownian motion
1
nonsmooth convex duality
1
observable and unobservable contingent claims
1
partial information
1
semi-martingale approach
1
stochastic derivative
1
superhedging
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Melʹnikov, Aleksandr V.
Schenk-Hoppé, Klaus Reiner
Weber, Martin
Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Račev, Svetlozar T.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Herzog, Florian
2
Hess, Markus
2
Hughston, Lane P.
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Lacaze, Dominique
2
Lipton, Alexander
2
Liu, Rui Hua
2
Menkens, Olaf
2
Ng, Chi Tim
2
Okhrin, Yarema
2
Ortobelli, Sergio
2
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Research paper series / Swiss Finance Institute
11
Swiss Finance Institute Research Paper
7
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / Department of Economics, University of Copenhagen
4
Economics discussion paper series : EDP
4
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
4
Discussion paper / Department of Business and Management Science
3
Journal of mathematical economics
3
Mathematics and financial economics
3
Reihe Forschung für die Praxis
3
Working paper / Institute for Empirical Research in Economics, University of Zürich
3
Discussion papers / CEPR
2
Insurance / Mathematics & economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Risk and decision analysis
2
Annals of finance
1
Chapman & Hall - CRC monographs and surveys in pure and applied mathematics
1
Chapman & Hall/CRC financial mathematics series
1
CoFE discussion papers
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Diskussionsbeiträge / 2
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Experimental economics : a journal of the Economic Science Association
1
Finance and stochastics
1
Financial markets and portfolio management
1
German economic review
1
Handbooks in finance
1
Institutioneller Wandel, Marktprozesse und dynamische Wirtschaftspolitik : Perspektiven der evolutorischen Ökonomik ; [im Mai 2003 fand zum sechsten Mal der "Workshop zur Evolutorischen Ökonomik für Nachwuchswissenschaftler" in Buchenbach bei Freiburg statt]
1
Journal of business economics : JBE
1
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From rages to riches : on constant proportions investment strategies
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 563-573
Persistent link: https://www.econbiz.de/10001743182
Saved in:
2
Efficient hedging for defaultable securities and its application to equity-linked life insurance contracts
Melʹnikov, Aleksandr V.
;
Nosrati, Amir
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011404363
Saved in:
3
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
