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
Mean-Variance Hedging via Stoc...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Absence of arbitrage
1
CAPM
1
Discounting
1
Diskontierung
1
Dynamic share viability
1
Martingal
1
Martingale
1
Mathematical programming
1
Mathematische Optimierung
1
NA1 for simple strategies
1
No-short-sales constraints
1
Semimartingales
1
Simple strategies
1
Social discount rate
1
Soziale Diskontrate
1
Supermartingale discounter
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
Schweizer, Martin
2
Bálint, Dániel
1
Fontana, Claudio
1
Published in...
All
Mathematics and financial economics
FINRISK Working Paper Series
75
Finance and stochastics
34
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Discussion paper / B
16
Finance and Stochastics
15
International journal of theoretical and applied finance
15
Discussion Paper Serie B
14
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
Working Paper
12
Papers / arXiv.org
11
Mathematical Finance
9
Stochastic Processes and their Applications
8
Discussion papers of interdisciplinary research project 373
7
SFB 373 Discussion Paper
7
SFB 373 Discussion Papers
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Economics Papers from University Paris Dauphine
5
Finance : revue de l'Association Française de Finance
5
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of economic dynamics & control
4
Journal of mathematical economics
3
Mathematics of operations research
3
Quantitative Finance
3
CORE discussion papers : DP
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Decisions in Economics and Finance
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
ICER Working Papers - Applied Mathematics Series
2
Journal of Economic Dynamics and Control
2
Journal of Mathematical Economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
2
Paris Princeton lectures on mathematical finance
2
Springer finance / Textbook
2
The journal of credit risk : published quarterly by Incisive Media
2
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
2
Universität Zürich - Institut für schweizerisches Bankwesen - Working Papers
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simplified mean-variance portfolio optimisation
Fontana, Claudio
;
Schweizer, Martin
- In:
Mathematics and financial economics
6
(
2012
)
2
,
pp. 125-152
Persistent link: https://www.econbiz.de/10009580935
Saved in:
2
Properly discounted asset prices are semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
