//--> //--> //--> //-->
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
~source:"econis"
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
Optimal portfolio management w...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
74
Theory
74
Option pricing theory
31
Optionspreistheorie
31
Stochastic process
22
Stochastischer Prozess
22
Portfolio selection
19
Portfolio-Management
19
Hedging
18
Derivat
15
Derivative
15
Credit risk
14
Kreditrisiko
14
Martingal
14
Martingale
14
CAPM
11
Risiko
9
Risk
9
Mortality
8
Sterblichkeit
8
Yield curve
8
Zinsstruktur
8
Financial market
6
Finanzmarkt
6
Markov chain
6
Markov-Kette
6
Risikomanagement
6
Risk management
6
Black-Scholes model
5
Black-Scholes-Modell
5
Incomplete market
5
Insolvency
5
Insolvenz
5
Interest rate
5
Measurement
5
Messung
5
Unvollkommener Markt
5
Zins
5
Asset-Backed Securities
4
Asset-backed securities
4
more ...
less ...
Online availability
All
Free
21
Undetermined
15
Type of publication
All
Article
75
Book / Working Paper
41
Type of publication (narrower categories)
All
Article in journal
62
Aufsatz in Zeitschrift
62
Graue Literatur
15
Non-commercial literature
15
Aufsatz im Buch
13
Book section
13
Arbeitspapier
11
Working Paper
11
Amtsdruckschrift
1
Collection of articles of several authors
1
Government document
1
Sammelwerk
1
more ...
less ...
Language
All
English
99
Undetermined
13
French
5
Author
All
Jeanblanc, Monique
60
El Karoui, Nicole
58
Bielecki, Tomasz R.
7
Lacoste, Vincent
7
Loisel, Stéphane
7
Rutkowski, Marek
7
Gapeev, Pavel V.
6
Geman, Hélyette
6
Barrieu, Pauline
5
Yor, Marc
5
Chesney, Marc
4
Hillairet, Caroline
4
Martellini, Lionel
4
Blanchet-Scalliet, Christophette
3
Coculescu, Delia
3
Crépey, Stéphane
3
Lecam, Yann
3
MacMinn, Richard D.
3
Mrad, Mohamed
3
Quenez, M. C.
3
Valchev, Stoyan
3
Vrins, Frédéric
3
Aksamit, Anna
2
Arnold-Gaille, Séverine
2
Attaoui, Sami
2
Bank, Peter
2
Blake, David
2
Boumezoued, Alexandre
2
Cho, Kyung-Ha
2
Choulli, Tahir
2
Crépey, S.
2
Dana, Rose-Anne
2
Deng, Jun
2
Frachot, Antoine
2
Jiao, Ying
2
Kurtz, David
2
Labit Hardy, Héloïse
2
Li, Libo
2
Myneni, Ravi
2
Ravanelli, Claudia
2
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Finance and stochastics
13
International journal of theoretical and applied finance
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance : revue de l'Association Française de Finance
6
Insurance / Mathematics & economics
5
Indifference pricing : theory and applications
3
CORE discussion papers : DP
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of economic dynamics & control
2
Numerical methods in finance
2
Paris Princeton lectures on mathematical finance
2
Research paper series / Swiss Finance Institute
2
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
2
Springer finance / Textbook
2
Swiss Finance Institute Research Paper
2
Advances in futures and options research : a research annual
1
Annales d'économie et de statistique
1
Applied mathematical finance
1
Applied quantitative finance
1
Aspects of mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Credit derivatives : the definitive guide
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion papers of interdisciplinary research project 373
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Financial engineering
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Journal of financial engineering
1
Journal of mathematical economics
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Oberwolfach
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Pensions Institute, Working Paper
1
Review of derivatives research
1
Springer finance
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
84
OLC EcoSci
32
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
2
BASE
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
116
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 449-468
Persistent link: https://www.econbiz.de/10002611336
Saved in:
2
Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
Saved in:
3
Financial mathematics
El Karoui, Nicole
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001782527
Saved in:
4
Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
5
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
Saved in:
6
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
Saved in:
7
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
8
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
9
Multifactor models of the term structure of interest rates
El Karoui, Nicole
;
Lacoste, Vincent
-
1992
Persistent link: https://www.econbiz.de/10000875966
Saved in:
10
Impulse control method and exchange rate
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10001333347
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...
//-->