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."
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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
International Capital Flows
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Kapitaleinkommen
Portfolio-Management
Derivat
2
Derivative
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Clark-Ocone representation
1
Development theory
1
Efficient hedging
1
Entwicklungstheorie
1
Financial investment
1
Frechet derivative
1
Gateaux derivative
1
Incomplete information
1
Kapitalanlage
1
Lebensversicherung
1
Life insurance
1
Mean-variance hedging
1
Stochastic process
1
Stochastischer Prozess
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
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Melʹnikov, Aleksandr V.
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
Insurance / Mathematics & economics
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
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Mathematics and financial economics
1
Scandinavian actuarial journal
1
Translations of mathematical monographs
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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...
