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
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
Utility maximization, duality,...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
628,990
Theory
614,088
USA
44,544
Portfolio-Management
44,342
Portfolio selection
43,997
United States
43,338
Schätzung
33,621
Estimation
32,822
Welt
28,371
World
27,726
Deutschland
23,801
Geldpolitik
23,025
Germany
22,297
Monetary policy
22,288
Risiko
21,066
Risk
20,897
CAPM
19,070
Mathematische Optimierung
17,964
Mathematical programming
17,856
Stochastischer Prozess
17,303
Stochastic process
16,857
Kapitaleinkommen
15,776
Capital income
15,726
Prognoseverfahren
15,293
Börsenkurs
15,070
Forecasting model
15,011
Volatilität
14,871
Share price
14,839
Volatility
14,594
Zeitreihenanalyse
13,817
Wirtschaftswachstum
13,442
Time series analysis
13,406
Spieltheorie
13,076
Economic growth
12,882
Game theory
12,345
Experiment
12,132
Schätztheorie
11,457
Finanzmarkt
11,433
Financial market
11,210
Estimation theory
11,060
more ...
less ...
Online availability
All
Free
196,109
Undetermined
93,864
Type of publication
All
Book / Working Paper
357,647
Article
325,879
Journal
1,582
Other
193
Database
3
Type of publication (narrower categories)
All
Article in journal
265,805
Aufsatz in Zeitschrift
265,805
Working Paper
133,488
Graue Literatur
131,632
Non-commercial literature
131,632
Arbeitspapier
121,324
Aufsatz im Buch
50,047
Book section
50,047
Hochschulschrift
30,485
Thesis
26,258
Collection of articles of several authors
13,098
Sammelwerk
13,098
Bibliografie enthalten
11,150
Bibliography included
11,150
Lehrbuch
10,218
Textbook
9,178
Aufsatzsammlung
7,058
Konferenzschrift
5,432
Collection of articles written by one author
4,056
Sammlung
4,056
Conference proceedings
3,376
Systematic review
2,741
Übersichtsarbeit
2,741
Rezension
2,346
Conference paper
1,897
Konferenzbeitrag
1,897
Glossar enthalten
1,732
Glossary included
1,732
Case study
1,395
Fallstudie
1,395
Festschrift
1,224
Reprint
1,163
Amtsdruckschrift
1,161
Government document
1,161
Mehrbändiges Werk
1,138
Multi-volume publication
1,138
Handbook
1,110
Handbuch
1,110
Bibliografie
912
Forschungsbericht
867
more ...
less ...
Language
All
English
594,211
German
64,305
French
7,487
Undetermined
5,789
Spanish
4,298
Italian
3,936
Polish
1,792
Russian
1,453
Portuguese
1,038
Dutch
728
Hungarian
297
Danish
228
Czech
210
Swedish
183
Norwegian
157
Croatian
143
Finnish
83
Bulgarian
81
Slovak
70
Romanian
56
Serbian
50
Slovenian
49
Ukrainian
48
Lithuanian
22
Chinese
21
Turkish
18
Macedonian
14
Japanese
12
Modern Greek (1453-)
9
Afrikaans
8
Arabic
7
Valencian
7
Estonian
7
Galician
7
Korean
5
Kazakh
4
Latin
4
Albanian
3
Georgian
2
Belarusian
1
more ...
less ...
Author
All
Acemoglu, Daron
540
Nijkamp, Peter
529
Güth, Werner
526
Stiglitz, Joseph E.
459
Gersbach, Hans
446
Pestieau, Pierre
445
Snower, Dennis J.
445
Fabozzi, Frank J.
430
Pesaran, M. Hashem
429
McAleer, Michael
415
Stark, Oded
414
Aizenman, Joshua
402
Creedy, John
402
Koskela, Erkki
391
Broll, Udo
383
Heckman, James J.
367
Phillips, Peter C. B.
366
Helpman, Elhanan
357
Zenou, Yves
354
Cremer, Helmuth
337
Svensson, Lars E. O.
337
Frey, Bruno S.
333
Woodford, Michael
330
Härdle, Wolfgang
326
Kaplow, Louis
322
Thisse, Jacques-François
319
Konrad, Kai A.
317
Batabyal, Amitrajeet A.
316
Shavell, Steven
308
Artus, Patrick
307
Tirole, Jean
307
Franses, Philip Hans
302
Lambertini, Luca
297
Chiarella, Carl
295
Buiter, Willem H.
286
Shleifer, Andrei
285
Grossman, Gene M.
284
Caballero, Ricardo J.
279
Aghion, Philippe
278
Devereux, Michael B.
278
more ...
less ...
Institution
All
National Bureau of Economic Research
7,694
International Monetary Fund (IMF)
450
Edward Elgar Publishing
413
OECD
364
International Monetary Fund
331
Ekonomiska forskningsinstitutet <Stockholm>
293
Center for Economic Research <Tilburg>
284
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
280
Springer Fachmedien Wiesbaden
275
European University Institute / Department of Economics
251
IGI Global
215
Charles H. Dyson School of Applied Economics and Management, Cornell University
171
World Bank
167
Forschungsinstitut zur Zukunft der Arbeit
165
Agricultural and Applied Economics Association - AAEA
163
Centre for Economic Policy Research
141
Institut für Weltwirtschaft
141
Internationaler Währungsfonds / Research Department
136
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
135
Umeå universitet
127
Foerder Institute for Economic Research <Tēl-Āvîv>
126
Universitat Pompeu Fabra / Departament d'Economia i Empresa
113
University of Exeter / Department of Economics
107
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
Social Systems Research Institute
103
Springer-Verlag GmbH
94
Australian National University / Faculty of Economics and Commerce
86
Department of Agribusiness and Applied Economics, North Dakota State University
86
Deutsche Forschungsgemeinschaft
86
Centre for Analytical Finance <Århus>
81
Erasmus Research Institute of Management
79
Massachusetts Institute of Technology / Department of Economics
79
Universitetet i Oslo / Økonomisk institutt
79
Federal Reserve System / Board of Governors
78
Robert Schuman Centre for Advanced Studies
77
Columbia University / Department of Economics
76
European University Institute / Department of Law
76
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
75
De Gruyter Oldenbourg
74
University of Warwick / Department of Economics
73
more ...
less ...
Published in...
All
NBER working paper series
7,469
Working paper / National Bureau of Economic Research, Inc.
7,004
NBER Working Paper
6,654
Economics letters
5,564
European journal of operational research : EJOR
5,390
Discussion paper / Centre for Economic Policy Research
4,678
CESifo working papers
3,722
Journal of economic theory
2,966
Working paper
2,966
Journal of economic dynamics & control
2,622
Discussion paper / Tinbergen Institute
2,493
The American economic review
2,417
Computers & operations research : and their applications to problems of world concern ; an international journal
2,380
Journal of economic behavior & organization : JEBO
2,292
Discussion paper series / IZA
2,267
Europäische Hochschulschriften / 5
2,225
International journal of production research
2,030
European economic review : EER
1,991
SpringerLink / Bücher
1,946
Journal of banking & finance
1,928
CESifo Working Paper
1,913
Games and economic behavior
1,895
Discussion paper
1,881
Economic modelling
1,858
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,857
Journal of econometrics
1,853
The economic journal : the journal of the Royal Economic Society
1,812
Journal of public economics
1,790
Applied economics
1,788
Discussion paper / Center for Economic Research, Tilburg University
1,699
Management science : journal of the Institute for Operations Research and the Management Sciences
1,684
CESifo Working Paper Series
1,615
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,536
IZA Discussion Paper
1,509
IMF working papers
1,503
Discussion papers / CEPR
1,471
Journal of monetary economics
1,470
Public choice
1,397
International economic review
1,377
International journal of production economics
1,368
more ...
less ...
Source
All
ECONIS (ZBW)
661,830
EconStor
12,995
RePEc
5,524
USB Cologne (EcoSocSci)
3,139
BASE
585
Other ZBW resources
458
OLC EcoSci
427
USB Cologne (business full texts)
286
ArchiDok
60
more ...
less ...
Showing
1
-
10
of
685,304
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
2
Rational
hedging
and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
3
Utility maximization and duality
Leitner, Johannes
-
2000
relationship between the optimal portfolio, the optimal
martingale
measure in the dual problem and the optimal value function of …
Persistent link: https://www.econbiz.de/10011543605
Saved in:
4
Neyman-Pearson
hedging
and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
Saved in:
5
Introduction to stochastic calculus for finance : a new didactic approach
Sondermann, Dieter
-
2006
-
1. ed.
Persistent link: https://www.econbiz.de/10003328645
Saved in:
6
Quantifying the value of initial investment information
Amendinger, Jürgen
;
Becherer, Dirk
;
Schweizer, Martin
-
2000
Persistent link: https://www.econbiz.de/10001509224
Saved in:
7
Utility maximization in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 459-477
Persistent link: https://www.econbiz.de/10008904356
Saved in:
8
Arbitrage
theory
in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Saved in:
9
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
Saved in:
10
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
