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
Taming animal spirits : risk m...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
37
Theory
37
Portfolio-Management
25
Portfolio selection
24
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Forecasting model
13
Prognoseverfahren
13
Stochastic process
12
Stochastischer Prozess
12
Financial crisis
10
Finanzkrise
10
Aktienmarkt
9
Börsenkurs
9
Share price
9
Stock market
8
Option pricing theory
7
Optionspreistheorie
7
Finanzmathematik
6
Derivat
5
Derivative
5
Estimation
5
Experten
5
Experts
5
Hedging
5
Kontrolltheorie
5
Mathematical finance
5
Schätzung
5
Bubbles
4
Control theory
4
Credit risk
4
more ...
less ...
Online availability
All
Undetermined
59
Free
40
Type of publication
All
Article
91
Book / Working Paper
63
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Aufsatz im Buch
11
Book section
11
Working Paper
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Aufsatzsammlung
2
Quelle
2
research-article
2
Bibliographie
1
Einführung
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Konferenzschrift
1
Thesis
1
review-article
1
more ...
less ...
Language
All
English
104
Undetermined
50
French
1
Author
All
Davis, Mark
74
Davis, Mark H. A.
49
Lleo, Sébastien
40
Lleo, Sebastien
15
Ziemba, William T.
15
Andruszkiewicz, Grzegorz
7
Björk, Tomas
6
Davis, M. H. A.
6
Landén, Camilla
5
Yoshikawa, Daisuke
5
Bachelier, Louis
4
Etheridge, Alison
4
Mataix-Pastor, Vicente
4
Schachermayer, Walter
4
Brody, Dorje C.
3
Gerolamo, Mateus Cecílio
3
Honda, Ana Carolina
3
Stavrulaki, Euthemia
3
Zhitlukhin, M. V.
3
Bernardo, Vitor Zanetti
2
Carvalhais, Z.
2
DAVIS, MARK H. A.
2
Davis, Bruce
2
Field, Joy M.
2
Flowers, Paul
2
Hobson, David G.
2
Li, Gang
2
Obloj, Jan
2
Raval, Vimal
2
Stephenson, Niamh
2
Tompkins, Robert
2
Tompkins, Robert G.
2
Alles Rodrigues, Alexandre
1
Apte, Uday M.
1
Badikov, Sergey
1
Baucus, Melissa S.
1
Buchanan, Dennis L.
1
Clark, Alix
1
Cox, Marcus
1
Creek, Robert
1
more ...
less ...
Institution
All
arXiv.org
10
World Scientific Publishing Co. Pte. Ltd.
2
Economics and Finance Section, School of Social Sciences, Brunel University
1
Institute of Mathematics and Its Applications
1
International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
1
Published in...
All
Risk-Sensitive Investment Management
15
Papers / arXiv.org
10
Quantitative Finance
4
Quality management journal : QMJ
3
Social Science & Medicine
3
The journal of portfolio management : a publication of Institutional Investor
3
Finance and Stochastics
2
Finance and stochastics
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
International journal of theoretical and applied finance
2
Journal of Economic Dynamics and Control
2
Journal of economic dynamics & control
2
Journal of the Royal Statistical Society
2
Mathematical Finance
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
Research handbook on services management
2
SRC discussion paper : discussion paper series
2
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
2
The Oxford handbook of credit derivatives
2
The international journal of logistics management
2
Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen
2
World Scientific series in finance
2
A Halsted Press book
1
Advanced series on statistical science & applied probability
1
Annals of Finance
1
Bristol Shorts Research
1
Bristol shorts research
1
CERF Discussion Paper Series
1
CMA magazine : for better management decisions
1
California management review
1
Chapman and Hall mathematics series
1
Computational Statistics
1
Critical approaches to health
1
Development Southern Africa
1
Development Southern Africa : quarterly journal
1
Discussion paper / LSE Financial Markets Group
1
Effective talent management strategies for organizational success
1
Elgar encyclopedias in the social sciences series
1
more ...
less ...
Source
All
ECONIS (ZBW)
89
RePEc
48
OLC EcoSci
5
Other ZBW resources
5
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
EconStor
1
more ...
less ...
Showing
1
-
10
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
Saved in:
2
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
3
A simple procedure for combining expert opinion with statistical estimates to achieve superior portfolio performance
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 49-58
Persistent link: https://www.econbiz.de/10011686088
Saved in:
4
Risk-sensitive investment management
Davis, Mark H. A.
;
Lleo, Sébastien
-
2015
Persistent link: https://www.econbiz.de/10013421582
Saved in:
5
Linear estimation and stochastic control
Davis, Mark H. A.
-
1977
-
1. publ.
Persistent link: https://www.econbiz.de/10000089406
Saved in:
6
Optimal hedging with basis risk
Davis, Mark H. A.
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 169-187)
.
2006
Persistent link: https://www.econbiz.de/10003287153
Saved in:
7
Model-free methods in valuation and hedging of derivative securities
Davis, Mark H. A.
- In:
The handbook of post crisis financial modelling
,
(pp. 168-189)
.
2016
Persistent link: https://www.econbiz.de/10011475750
Saved in:
8
Mathematical finance : a very short introduction
Davis, Mark H. A.
-
2019
-
First edition
Persistent link: https://www.econbiz.de/10012013898
Saved in:
9
Contagion models in credit risk
Davis, Mark H. A.
- In:
The Oxford handbook of credit derivatives
,
(pp. 285-326)
.
2011
Persistent link: https://www.econbiz.de/10014565536
Saved in:
10
Negative Libor rates in the swap market model
Davis, Mark H. A.
;
Mataix-Pastor, Vicente
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10003439752
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...
