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~person:"Lioui, Abraham"
~person:"Platen, Eckhard"
~subject:"Asymmetrische Information"
~subject:"Derivat"
~subject:"Portfolio selection"
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Asymmetrische Information
Derivat
Portfolio selection
Theorie
168
Theory
168
Portfolio-Management
81
CAPM
31
Stochastischer Prozess
31
Stochastic process
30
Hedging
23
Benchmarking
21
Börsenkurs
20
Share price
20
Derivative
17
Volatility
17
Volatilität
17
Analysis
13
Mathematical analysis
13
Martingal
12
Martingale
12
Risikoprämie
12
Risk premium
12
Arbitrage Pricing
10
Arbitrage pricing
10
Bewertung
9
Evaluation
9
Yield curve
9
Zinsstruktur
9
Financial market
8
Finanzmarkt
8
Capital income
7
Financial economics
7
Kapitaleinkommen
7
Kapitalmarkttheorie
7
Option pricing theory
7
Optionspreistheorie
7
Aktienindex
6
Black-Scholes model
6
Black-Scholes-Modell
6
Incomplete market
6
Risiko
6
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Free
45
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10
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Article
38
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Arbeitspapier
38
Article in journal
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Aufsatz in Zeitschrift
38
Working Paper
38
Graue Literatur
37
Non-commercial literature
37
Lehrbuch
2
Textbook
2
Bibliografie enthalten
1
Bibliography included
1
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Language
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English
93
Author
All
Lioui, Abraham
Platen, Eckhard
Fabozzi, Frank J.
132
Maurer, Raimond
72
Vives, Xavier
57
Gollier, Christian
52
Jarrow, Robert A.
50
Kerschbamer, Rudolf
49
Korn, Ralf
45
Sutter, Matthias
45
Uppal, Raman
45
Guidolin, Massimo
44
Gouriéroux, Christian
43
Mitchell, Olivia S.
42
Ang, Andrew
40
Broll, Udo
40
Lien, Da-hsiang Donald
40
Dionne, Georges
39
Li, Duan
39
Lo, Andrew W.
39
Morris, Stephen
39
Satchell, Stephen
39
Markowitz, Harry
38
Campbell, John Y.
37
Post, Thierry
35
Duffie, Darrell
34
Levy, Haim
34
Martimort, David
33
Prigent, Jean-Luc
33
Allen, Franklin
32
Bergemann, Dirk
32
Escobar, Marcos
32
Härdle, Wolfgang
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Biais, Bruno
31
Hull, John
31
Zagst, Rudi
31
Gersbach, Hans
30
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Institution
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Universiṭat Bar-Ilan / Department of Economics
1
Published in...
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
28
Journal of economic dynamics & control
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
International journal of theoretical and applied finance
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
5
European journal of operational research : EJOR
4
The journal of futures markets
4
Discussion paper
3
Discussion paper / Bar-Ilan University, Department of Economics, Economics Research Institute / Bar-Ilan University, Department of Economics and Business Administration, Economic Research Institute
3
Asia-Pacific financial markets
2
Journal of banking & finance
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Australian economic papers
1
Department working papers / Bar-Ilan University, Department of Economics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Financial analysts' journal : FAJ
1
Journal of financial economics
1
Operations research letters
1
Quantitative Finance Research Centre, University of Technology, Sydney, Research Paper Number 282
1
Research Paper Number 296, Quantitative Finance Research Centre, University of Technology, Sydney, August 2011
1
Research Paper Number: 253, Quantitative Finance Research Centre, University of Technology, Sydney
1
Research Paper Number: 297, Quantitative Finance Research Centre, University of Technology, Sydney
1
Special issue on insurance and financial risk management
1
Springer Finance
1
Springer finance
1
SpringerLink / Bücher
1
The Geneva papers on risk and insurance theory
1
The Kyoto economic review
1
University of Technology, Sydney, Quantitative Finance Research Centre, Research Paper
1
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ECONIS (ZBW)
93
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1
Managing with or without a manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931727
Saved in:
2
Optimal dynamic hedging in incomplete futures markets
Lioui, Abraham
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001334890
Saved in:
3
Optimal spreading when spreading is optimal
Lioui, Abraham
- In:
Journal of economic dynamics & control
23
(
1998
)
2
,
pp. 277-301
Persistent link: https://www.econbiz.de/10001252613
Saved in:
4
How much should you pay your portfolio manager?
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931720
Saved in:
5
A new approach to the agency relationship in portfolio delegation
Lioui, Abraham
-
1995
Persistent link: https://www.econbiz.de/10000931723
Saved in:
6
Currency risk hedging : futures vs. forward
Lioui, Abraham
- In:
Journal of banking & finance
22
(
1998
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
Saved in:
7
Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Lioui, Abraham
- In:
Journal of economic dynamics & control
20
(
1996
)
6
,
pp. 1101-1113
Persistent link: https://www.econbiz.de/10001200764
Saved in:
8
Marketing-to-market and the demand for interest rate futures contracts
Lioui, Abraham
- In:
The journal of futures markets
17
(
1997
)
3
,
pp. 303-316
Persistent link: https://www.econbiz.de/10001221316
Saved in:
9
Understanding dynamic mean variance asset allocation
Lioui, Abraham
;
Poncet, Patrice
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
Saved in:
10
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
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