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~subject:"Portfolio selection"
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Portfolio selection
Theorie
97
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97
Option pricing theory
69
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69
Stochastic process
36
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36
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33
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20
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20
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19
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17
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10
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8
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8
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8
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English
19
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Madan, Dilip B.
18
Milne, Frank
4
Schoutens, Wim
3
Elliott, Robert J.
2
Geman, Hélyette
2
Corcuera, José Manuel
1
Elliott, Robert Frank
1
Guillaume, Florence
1
Jarrow, Robert A.
1
Pistorius, M.
1
Pliska, Stanley R.
1
Reyners, Sofie
1
Sharaiha, Yazid M.
1
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1
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1
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1
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1
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Bachelier Finance Society
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Discussion paper / Institute for Economic Research, Queen's University
1
Finance and stochastics
1
International Journal of Portfolio Analysis and Management
1
International journal of portfolio analysis and management : IJPAM
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
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1
Springer finance
1
The journal of derivatives : JOD
1
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1
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Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
2
The multinomial option pricing model and its limits
Madan, Dilip B.
;
Milne, Frank
-
1988
Persistent link: https://www.econbiz.de/10000753404
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3
Incomplete diversification and asset pricing
Madan, Dilip B.
;
Milne, Frank
;
Elliott, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000135929
Saved in:
4
Incomplete diversification and asset pricing
Elliott, Robert Frank
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003780988
Saved in:
5
Implied liquidity: towards stochastic liquidity modelling and liquidity trading
Corcuera, José Manuel
;
Guillaume, Florence
;
Madan, Dilip B.
- In:
International Journal of Portfolio Analysis and Management
1
(
2012
)
1
,
pp. 80-91
Persistent link: https://www.econbiz.de/10009706521
Saved in:
6
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
7
Variance swap portfolio theory
Madan, Dilip B.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 183-194)
.
2010
Persistent link: https://www.econbiz.de/10008749280
Saved in:
8
A two price theory of financial equilibrium with risk management implications
Madan, Dilip B.
- In:
Annals of finance
8
(
2012
)
4
,
pp. 489-505
Persistent link: https://www.econbiz.de/10009670963
Saved in:
9
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
10
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
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