//--> //--> //-->
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
~subject:"Portfolio selection"
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
Harmonic analysis of stochasti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
39
Theory
35
Stochastischer Prozess
17
Optionspreistheorie
13
Hedging
12
Kontrolltheorie
11
Stochastic process
11
Option pricing theory
10
Risiko
10
Risk
9
Control theory
7
CAPM
6
Finanzmathematik
6
Measurement
5
Messung
5
Probability theory
5
Wahrscheinlichkeitsrechnung
5
Arbitrage
4
Arbitrage Pricing
4
Arbitrage pricing
4
Capital-Asset-Pricing-Modell
4
Martingal
4
Martingale
4
Mathematical finance
4
Portfolio-Management
4
Risikomaß
4
Yield curve
4
Zinsstruktur
4
backward stochastic differential equation
4
Arbitrage-Pricing-Theorie
3
Coherent risk measures
3
Nutzenfunktion
3
Risk measure
3
Semimartingal
3
Stochastisches Modell
3
Utility function
3
backward stochastic Riccati equation
3
mean-variance hedging
3
stochastic linear-quadratic control problem
3
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
4
Author
All
Delbaen, Freddy
3
Coculescu, Delia
1
Courtault, Jean-Michael
1
Kabanov, Jurij M.
1
Kohlmann, Michael
1
Peng, Shige
1
Rosazza Gianin, Emanuela
1
Stricker, Christophe
1
Tang, Shanjian
1
more ...
less ...
Institution
All
Workshop on Mathematical Finance <2000, Konstanz>
1
Published in...
All
Finance and stochastics
2
Scandinavian actuarial journal
1
Trends in mathematics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mathematical finance
Kohlmann, Michael
(
ed.
);
Tang, Shanjian
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001563491
Saved in:
2
On the law of one price
Courtault, Jean-Michael
;
Delbaen, Freddy
;
Kabanov, Jurij M.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 525-530
Persistent link: https://www.econbiz.de/10002261465
Saved in:
3
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
4
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->