//--> //--> //--> //-->
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:"Theory"
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
Expected Log-Utility Maximizat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
32
Portfolio selection
18
Portfolio-Management
18
Stochastic process
16
Stochastischer Prozess
16
Yield curve
10
Zinsstruktur
10
Control theory
7
Kontrolltheorie
7
Option pricing theory
7
Optionspreistheorie
7
CAPM
6
Hedging
6
Incomplete information
6
Derivat
5
Derivative
5
Interest rate
5
Portfolio optimization
5
Unvollkommene Information
5
Benchmarking
4
Finanzmathematik
4
Stochastic control
4
Zins
4
Arbitrage
3
Dynamic programming
3
Financial market
3
Finanzmarkt
3
Incomplete market
3
Markov chain
3
Markov-Kette
3
Mathematical finance
3
Partial information
3
Probability theory
3
Unvollkommener Markt
3
Volatility
3
Volatilität
3
Wahrscheinlichkeitsrechnung
3
growth optimal portfolio
3
term structure of interest rates
3
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
21
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
2
Conference proceedings
2
Forschungsbericht
2
Konferenzschrift
2
Sammelwerk
2
more ...
less ...
Language
All
English
32
Author
All
Runggaldier, Wolfgang J.
31
Platen, Eckhard
4
Bhar, Ramaprasad
3
Björk, Tomas
3
Chiarella, Carl
3
Frey, Rüdiger
3
Kabanov, Jurij M.
3
Fontana, Claudio
2
Gombani, Andrea
2
Albrecher, Hansjörg
1
Antonello, Michele
1
Biais, Bruno
1
Callegaro, Giorgia
1
Cipani, Luca
1
Corsi, Marco
1
DaiPra, Paolo
1
DiMasi, Giovanni
1
Edoli, Enrico
1
Florio, Silvia
1
Galesso, Giorgia
1
Jaschke, Stefan R.
1
Jeanblanc, Monique
1
Mercurio, Fabio
1
Nagai, Hideo
1
Pham, Huyên
1
Rudari, Cristina
1
Schachermayer, Walter
1
Schweizer, Martin
1
Zaccaria Ruggiu, Annapaola
1
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
2
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Published in...
All
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
Asia-Pacific financial markets
2
Mathematical methods of operations research
2
Working paper series in economics and finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Applied mathematics monographs
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / B
1
Finance and stochastics
1
Handbook of heavy tailed distributions in finance
1
Insurance / Mathematics & economics
1
Journal of mathematical economics
1
Lecture notes in mathematics
1
Lecture notes in mathematics <Berlin> / Subseries / Fondazione CIME, Firenze
1
Lectures given at the ... session of the Centro Internazionale Matematico Estivo (CIME) ..
1
Mathematical modeling and numerical methods in finance : special volume
1
Oberwolfach
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Radon Series on Computational and Applied Mathematics Ser
1
Radon series on computational and applied mathematics
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Risk and decision analysis
1
Scandinavian actuarial journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Down-side risk minimization under prescribed consumption level
Nagai, Hideo
- In:
Risk and decision analysis
3
(
2012
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10009655732
Saved in:
2
Stochastic processes: applications in mathematical economics-finance : proceedings of the 15th Course of the International School of Mathematics G. Stampacchia, Erice, Sicily, 14 -...
Runggaldier, Wolfgang J.
(
contributor
)
-
1992
Persistent link: https://www.econbiz.de/10000895003
Saved in:
3
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
Biais, Bruno
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10000954868
Saved in:
4
Towards a general theory of bond markets
Björk, Tomas
;
DiMasi, Giovanni
;
Kabanov, Jurij M.
; …
-
1996
Persistent link: https://www.econbiz.de/10000955624
Saved in:
5
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
-
2007
Persistent link: https://www.econbiz.de/10003437596
Saved in:
6
Credit risk and incomplete information : filtering and EM parameter estimation
Fontana, Claudio
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 683-715
Persistent link: https://www.econbiz.de/10008904347
Saved in:
7
On optimal investment in a reinsurance context with a point process market model
Edoli, Enrico
;
Runggaldier, Wolfgang J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 315-326
Persistent link: https://www.econbiz.de/10008747042
Saved in:
8
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
9
A benchmark approach to portfolio optimization under partial information
Platen, Eckhard
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003609529
Saved in:
10
Pricing without equivalent martingale measures under complete and incomplete observation
Galesso, Giorgia
;
Runggaldier, Wolfgang J.
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 99-121)
.
2010
Persistent link: https://www.econbiz.de/10008749298
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->