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CAPM
Theorie
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Portfolio selection
15
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15
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13
Transaktionskosten
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Super-replication theorem
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Wahrscheinlichkeitsrechnung
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Arbitrage-Pricing-Theorie
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Schachermayer, Walter
7
Acciaio, B.
1
Beiglböck, M.
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Delbaen, Freddy
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Annals of finance
1
Insurance / Mathematics & economics
1
Oberwolfach
1
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ECONIS (ZBW)
7
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1
A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
Schachermayer, Walter
- In:
Insurance / Mathematics & economics
11
(
1992
)
4
,
pp. 249-257
Persistent link: https://www.econbiz.de/10001138775
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2
A note on arbitrage and closed convex cones
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 183-189
Persistent link: https://www.econbiz.de/10002583073
Saved in:
3
The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
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4
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
Saved in:
5
The fundamental theorem of asset pricing for continuous processes under small transaction costs
Guasoni, Paolo
;
Rásonyi, Miklós
;
Schachermayer, Walter
- In:
Annals of finance
6
(
2010
)
2
,
pp. 157-191
Persistent link: https://www.econbiz.de/10003941214
Saved in:
6
A simple counterexample to several problems in the theory of asset pricing
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
8
(
1998
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10001240801
Saved in:
7
A model-free version of the fundamental theorem of asset pricing and the super-replication theorem
Acciaio, B.
;
Beiglböck, M.
;
Penkner, Friedrich
; …
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 233-251
Persistent link: https://www.econbiz.de/10011577133
Saved in:
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