//--> //--> //--> //-->
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"
~subject:"Black-Scholes-Modell"
~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
Adverse selection in an insura...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Portfolio-Management
Theorie
567
Theory
567
Portfolio selection
147
Stochastic process
118
Stochastischer Prozess
118
Option pricing theory
104
Optionspreistheorie
104
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
Hedging
55
Yield curve
51
Zinsstruktur
51
CAPM
43
Risiko
36
Risk
36
Börsenkurs
34
Share price
34
Financial market
33
Finanzmarkt
33
Markov chain
29
Markov-Kette
29
Statistical distribution
28
Statistische Verteilung
28
Mathematical programming
27
Mathematische Optimierung
27
Risikomaß
27
Risk measure
27
Black-Scholes model
25
Capital income
25
Incomplete market
25
Kapitaleinkommen
25
Unvollkommener Markt
25
Option trading
23
Optionsgeschäft
23
more ...
less ...
Online availability
All
Undetermined
58
Type of publication
All
Article
167
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
168
Aufsatz in Zeitschrift
168
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
168
Author
All
Korn, Ralf
6
Konno, Hiroshi
5
Fabozzi, Frank J.
4
Platen, Eckhard
4
Wilmott, Paul
4
Cartea, Álvaro
3
Forsyth, Peter A.
3
Baviera, Roberto
2
Elliott, Robert J.
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Gulko, Les
2
Herzog, Florian
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Lipton, Alexander
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
Altay, Sühan
1
Andersen, J. V.
1
Andersen, Leif B. G.
1
Arai, Takuji
1
Ararat, Çağin
1
Audeguil, Emilien
1
Aurell, Erik
1
Avellaneda, Marco
1
Bares, Pierre-Antoine
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
European journal of operational research : EJOR
284
Insurance / Mathematics & economics
281
Journal of banking & finance
246
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
196
Finance research letters
189
NBER Working Paper
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
186
Journal of economic dynamics & control
172
Finance and stochastics
170
Quantitative finance
131
Research paper series / Swiss Finance Institute
125
Journal of financial economics
109
Risks : open access journal
107
The review of financial studies
106
Management science : journal of the Institute for Operations Research and the Management Sciences
101
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
87
Economics letters
85
The European journal of finance
85
Economic modelling
83
Computational economics
74
International review of economics & finance : IREF
74
Mathematics and financial economics
74
Mathematical methods of operations research
71
International review of financial analysis
70
SpringerLink / Bücher
70
The journal of asset management
70
Applied mathematical finance
68
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Annals of finance
62
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
Applied economics
59
more ...
less ...
Source
All
ECONIS (ZBW)
168
Showing
1
-
10
of
168
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
4
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
5
Numerical solutions for the Cheridito-Soner-Touzi super-replication model under gamma constraints
Tourin, Agnés
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 401-414
Persistent link: https://www.econbiz.de/10003344320
Saved in:
6
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
7
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
8
Explicit solutions for a nonlinear model of financial derivatives
Bordag, L. A.
;
Chmakova, Alina Y.
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003415479
Saved in:
9
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
10
Kernel-based semi-log-optimal empirical portfolio selection strategies
Gyöfri, László
;
Urbán, András
;
Vajda, István
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10003463461
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->