//--> //--> //--> //-->
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
Optimal investment in incomple...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
32
Theory
32
Optionspreistheorie
15
Option pricing theory
14
Transaction costs
13
Transaktionskosten
12
Portfolio selection
10
Portfolio-Management
10
Unvollkommener Markt
8
CAPM
7
Martingal
7
Martingale
7
Arbitrage Pricing
6
Arbitrage pricing
6
Capital-Asset-Pricing-Modell
6
Incomplete market
6
Arbitrage
5
Proportional transaction costs
5
risk measures
5
Black-Scholes model
4
Black-Scholes-Modell
4
Finanzmathematik
4
Mathematical programming
4
Mathematische Optimierung
4
Probability theory
4
Semimartingal
4
Stochastic process
4
Stochastischer Prozess
4
Super-replication theorem
4
Wahrscheinlichkeitsrechnung
4
Arbitrage-Pricing-Theorie
3
Efficient friction
3
Fatou property
3
Foreign exchange markets
3
Martingales
3
Mathematical finance
3
Opportunity cost
3
Opportunitätskosten
3
Risk
3
Stochastisches Modell
3
more ...
less ...
Online availability
All
Free
51
Undetermined
22
Type of publication
All
Article
72
Book / Working Paper
56
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
3
Book section
3
Collection of articles written by one author
2
Sammlung
2
Article
1
Systematic review
1
review-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
77
Undetermined
51
Author
All
Schachermayer, Walter
121
Delbaen, Freddy
12
Muhle-Karbe, Johannes
10
Guasoni, Paolo
9
Hubalek, Friedrich
9
Jouini, Elyès
9
Gerhold, Stefan
8
Touzi, Nizar
8
Czichowsky, Christoph
7
Kreps, David M.
6
Napp, Clotilde
5
Campi, Luciano
4
Jouini, Elyes
4
Teichmann, Josef
4
Beiglböck, Mathias
3
Davis, Mark
3
Gaunersdorfer, Andrea
3
Hugonnier, Julien
3
Kramkov, Dmitry
3
Taflin, Erik
3
Wang, Hui
3
Yang, Junjian
3
Acciaio, Beatrice
2
Ekeland, Ivar
2
Hommes, Cars H.
2
Kramkov, Dmitrij O.
2
Mathias Beiglb\"ock
2
Pammer, Gudmund
2
Penkner, Friedrich
2
Rásonyi, Miklós
2
Schweizer, Martin
2
Sîrbu, Mihai
2
Tompkins, Robert
2
Tompkins, Robert G.
2
Veliyev, Bezirgen
2
Acciaio, B.
1
Beiglböck, M.
1
Brannath, Werner
1
Buchta, Christian
1
Cuchiero, Christa
1
more ...
less ...
Institution
All
arXiv.org
14
Wirtschaftsuniversität <Wien>
6
Université Paris-Dauphine (Paris IX)
4
HAL
2
Université Paris-Dauphine
2
EconWPA
1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Papers / arXiv.org
14
Finance and stochastics
12
Mathematical Finance
11
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
11
Working Papers SFB Adaptive Information Systems and Modelling in Economics and Management Science
8
Economics Papers from University Paris Dauphine
4
Finance and Stochastics
4
Mathematics and financial economics
3
Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science
3
Insurance / Mathematics & economics
2
Journal of mathematical economics
2
Open Access publications from Université Paris-Dauphine
2
Springer finance
2
Stanford University Graduate School of Business research paper
2
Statistics & Decisions
2
Theoretical Economics
2
Wirtschaftsuniversität Wien - Elektronische Publikationen
2
Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science
2
Annals of Finance
1
Annals of finance
1
Arbeitspapier
1
Aspects of mathematical finance
1
Boston U. School of Management Research Paper
1
FINRISK Working Paper Series
1
Finance
1
Insurance: Mathematics and Economics
1
International journal of theoretical and applied finance
1
Journal of Mathematical Economics
1
Market microstructure and liquidity
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Oberwolfach
1
Post-Print / HAL
1
Real options
1
Research paper series / Swiss Finance Institute
1
Risk : managing risk in the world's financial markets
1
SFB Adaptive Information Systems and Modelling in Economics and Management Science
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Statistics & Risk Modeling
1
Stochastic Processes and their Applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
RePEc
39
USB Cologne (business full texts)
18
OLC EcoSci
13
Other ZBW resources
8
EconStor
1
USB Cologne (EcoSocSci)
1
more ...
less ...
Showing
1
-
10
of
128
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization in incomplete financial markets
Schachermayer, Walter
-
2004
Persistent link: https://www.econbiz.de/10003469901
Saved in:
2
The super-replication theorem under proportional transaction costs revisited
Schachermayer, Walter
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 383-398
Persistent link: https://www.econbiz.de/10010490973
Saved in:
3
The notion of arbitrage and free lunch in mathematical finance
Schachermayer, Walter
- In:
Aspects of mathematical finance
,
(pp. 15-22)
.
2008
Persistent link: https://www.econbiz.de/10003653091
Saved in:
4
A note on arbitrage and closed convex cones
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 183-189
Persistent link: https://www.econbiz.de/10002583073
Saved in:
5
A super-martingale property of the optimal portfolio process
Schachermayer, Walter
- In:
Finance and stochastics
7
(
2003
)
4
,
pp. 433-456
Persistent link: https://www.econbiz.de/10001800676
Saved in:
6
The fundamental theorem of asset pricing under proportional transaction costs in finite discrete time
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 19-48
Persistent link: https://www.econbiz.de/10001917667
Saved in:
7
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
Saved in:
8
Optimal investment in incomplete financial markets
Schachermayer, Walter
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 427-462)
.
2002
Persistent link: https://www.econbiz.de/10001679464
Saved in:
9
Asymptotic theory of transaction costs
Schachermayer, Walter
-
2017
Persistent link: https://www.econbiz.de/10011763489
Saved in:
10
Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
Cuchiero, Christa
;
Schachermayer, Walter
;
Wong, …
- In:
Mathematical Finance
29
(
2018
)
3
,
pp. 773-803
Persistent link: https://www.econbiz.de/10012095169
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...
//-->