//--> //--> //--> //-->
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
Pricing early exercise contrac...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
23
Theory
23
Portfolio-Management
18
Risiko
5
Risk
5
Consumption theory
4
Dynamic programming
4
Dynamische Optimierung
4
Konsumtheorie
4
Mathematical programming
4
Mathematische Optimierung
4
Option pricing theory
4
Optionspreistheorie
4
Transaction costs
4
Transaktionskosten
4
Erwartungsnutzen
3
Expected utility
3
Incomplete market
3
Stochastic process
3
Stochastischer Prozess
3
Unvollkommener Markt
3
Anlageverhalten
2
Behavioural finance
2
Derivat
2
Derivative
2
Entropie
2
Entropy
2
Environmental economics
2
Intertemporal allocation
2
Intertemporale Allokation
2
Risikoaversion
2
Risikomaß
2
Risk aversion
2
Risk measure
2
Time consistency
2
Umweltökonomik
2
Volatility
2
Volatilität
2
Zeitkonsistenz
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
16
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Aufsatz im Buch
3
Book section
3
Graue Literatur
1
Hochschulschrift
1
Non-commercial literature
1
Thesis
1
more ...
less ...
Language
All
English
18
Author
All
Zariphopoulou-Souganidis, Thaleia
18
Musiela, Marek
3
Vila, Jean-Luc
2
Capponi, Agostino
1
Choi, Sungsub
1
Duffie, Darrell
1
Fouque, Jean-Pierre
1
Koo, Hyeng-keun
1
Källblad, Sigrid
1
Monin, Philip
1
Obłój, Jan
1
Shim, Gyoocheol
1
Sircar, Kaushik Ronnie
1
Stoikov, Sasha F.
1
Tiu, Cristian
1
Tourin, Agnès
1
Zhou, T.
1
Ólafsson, Sveinn
1
more ...
less ...
Published in...
All
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of economics and finance
1
Australian economic papers
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
International journal of theoretical and applied finance
1
Journal of economic theory
1
Journal of financial engineering
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical methods of operations research
1
Mathematical modeling and numerical methods in finance : special volume
1
Numerical methods in finance
1
Oberwolfach
1
Working paper / Alfred P. Sloan School of Management, Massachusetts Institute of Technology : WP
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal investment-consumption models with constraints
Zariphopoulou-Souganidis, Thaleia
-
1989
Persistent link: https://www.econbiz.de/10000803308
Saved in:
2
Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc
;
Zariphopoulou-Souganidis, Thaleia
-
1994
Persistent link: https://www.econbiz.de/10000960307
Saved in:
3
Initial investment choice and optimal future allocations under time-monotone performance criteria
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10008908393
Saved in:
4
Dynamic asset allocation and consumption choice in incomplete markets
Stoikov, Sasha F.
;
Zariphopoulou-Souganidis, Thaleia
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 414-454
Persistent link: https://www.econbiz.de/10003237011
Saved in:
5
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
Saved in:
6
Stochastic partial differential equations and portfolio choice
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 195-216)
.
2010
Persistent link: https://www.econbiz.de/10008749273
Saved in:
7
Investment performance measurement under asymptotically linear local risk tolerance
Zariphopoulou-Souganidis, Thaleia
;
Zhou, T.
-
2009
Persistent link: https://www.econbiz.de/10003826961
Saved in:
8
Viscosity solutions and numerical schemes for investment/consumption models with transaction costs
Tourin, Agnès
;
Zariphopoulou-Souganidis, Thaleia
- In:
Numerical methods in finance
,
(pp. 245-269)
.
2008
Persistent link: https://www.econbiz.de/10003723951
Saved in:
9
On level curves of value functions in optimization models of expected utility
Tiu, Cristian
;
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10002177822
Saved in:
10
Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->