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:"Portfolio-Management"
~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
Mean-Variance Hedging via Stoc...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
portfolio management
Theorie
9
Theory
9
Stochastic process
8
Stochastischer Prozess
8
Option pricing theory
7
Optionspreistheorie
7
Credit risk
5
Kreditrisiko
5
Derivat
4
Derivative
4
Hedging
4
Credit derivative
3
Kreditderivat
3
geometric Brownian motion
3
CAPM
2
CVA
2
Dividend
2
Dividende
2
EU countries
2
EU-Staaten
2
Financial market
2
Finanzmarkt
2
Incomplete market
2
Insolvency
2
Insolvenz
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Statistical distribution
2
Statistische Verteilung
2
Unvollkommener Markt
2
counterparty risk
2
initial and progressive enlargements of filtrations
2
partial information
2
Bubbles
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
Conference paper
1
Konferenzbeitrag
1
Language
All
English
2
Author
All
Jeanblanc, Monique
1
Mastrolia, Thibaut
1
Possamai͏̈, Dylan
1
Réveillac, Anthony
1
Schweizer, Martin
1
Zivoi, Danijel
1
Ṥikić, Mario
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
FINRISK Working Paper Series
12
Finance and stochastics
6
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Mathematics and financial economics
2
Springer finance / Textbook
2
Credit derivatives : the definitive guide
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / B
1
Discussion papers of interdisciplinary research project 373
1
Documents de recherche / ESSEC Centre de Recherche
1
Journal of economic dynamics & control
1
Journal of mathematical economics
1
Paris Princeton lectures on mathematical finance
1
Working Paper No. 645
1
Working Paper No. 657
1
Working Paper No. 658
1
Working Paper No. 660
1
Working Paper No. 661
1
Working Paper No. 662
1
Working Paper No. 665
1
Working Paper No. 667
1
Working Paper No. 683
1
Working Paper No. 727
1
Working Paper No. 728
1
Working Paper No. 729
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Utility maximization with random horizon : a BSDE approach
Jeanblanc, Monique
;
Mastrolia, Thibaut
;
Possamai͏̈, Dylan
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011404177
Saved in:
2
Dynamic mean-variance optimization problems with deterministic information
Schweizer, Martin
;
Zivoi, Danijel
;
Ṥikić, Mario
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011854586
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
