//--> //--> //-->
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:"Mathematics and financial economics"
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
Spectral Risk Measures: Proper...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exponential utility
2
Indifference pricing
2
Nutzen
2
Nutzentheorie
2
Partial equilibrium
2
Theorie
2
Theory
2
Utility
2
Utility theory
2
Utility-based curve
2
Utility-based price
2
Ambiguity aversion
1
Coherent risk measures
1
Cumulant-generating functions
1
Donsker-Varadhan variational formula
1
Dual representation
1
Electric power industry
1
Elektrizitätswirtschaft
1
Entropie
1
Entropy
1
Income and substitution effects
1
Kullback-Leibler divergence
1
Kusuoka representation
1
Large deviations
1
Log-normal distribution
1
Logarithmic utility
1
Lp spaces
1
Luxemburg norms
1
Mean-variance analysis
1
Moment-generating functions
1
Nutzenfunktion
1
Optimal portfolio selection
1
Orlicz hearts and spaces
1
Orlicz norms
1
Partielles Gleichgewicht
1
Portfolio selection
1
Portfolio-Management
1
Power utility
1
Relative entropy
1
Risiko
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Davis, Mark H. A.
2
Yoshikawa, Daisuke
2
Ahmadi-Javid, Amir
1
Bodnar, Taras
1
Ivasiuk, Dmytro
1
Parolya, Nestor
1
Pichler, Alois
1
Schmid, Wolfgang
1
more ...
less ...
Published in...
All
Mathematics and financial economics
European journal of operational research : EJOR
12
Finance and Stochastics
9
Insurance / Mathematics & economics
9
Mathematics of operations research
9
Management Science
6
Computational Statistics
5
European Journal of Operational Research
5
Mathematical Methods of Operations Research
5
Operations research
5
Quantitative Finance
5
Working Papers / Geary Institute, University College Dublin
5
International journal of theoretical and applied finance
4
Journal of banking & finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working Papers / HAL
4
Applied Mathematical Finance
3
Decisions in Economics and Finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion Paper / Tilburg University, Center for Economic Research
3
Finance and stochastics
3
Journal of economics
3
Statistics & Decisions
3
Annals of finance
2
Asia-Pacific Financial Markets
2
Astin bulletin : the journal of the International Actuarial Association
2
CARF working paper
2
CIRJE discussion papers / F series
2
DEP (Socioeconomics) Discussion Papers - Macroeconomics and Finance Series
2
DEP discussion papers : macroeconomics and finance series
2
Decisions in economics and finance : a journal of applied mathematics
2
FINRISK Working Paper Series
2
ICMA Centre Discussion Papers in Finance
2
Insurance: Mathematics and Economics
2
International Journal of Monetary Economics and Finance
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of economic theory
2
Journal of risk
2
Macroeconomics and Finance Series
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 675-698
Persistent link: https://www.econbiz.de/10012321865
Saved in:
2
A note on utility-based pricing in models with transaction costs
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011350249
Saved in:
3
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Saved in:
4
An analytical study of norms and Banach spaces induced by the entropic value-at-risk
Ahmadi-Javid, Amir
;
Pichler, Alois
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 527-550
Persistent link: https://www.econbiz.de/10011900598
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->