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 under parti...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
51
Theory
48
Stochastischer Prozess
22
Stochastic process
21
Yield curve
21
Zinsstruktur
21
Optionspreistheorie
20
Option pricing theory
16
Asset and Liability Management
15
Benchmarked Asset Management
15
Classical Solutions
15
Dynamic Investment Management
15
Hamilton–Jacobi–Bellman Equations
15
Jump Diffusion Processes
15
Kelly Criterion
15
Lévy Processes
15
Risk Sensitive Control
15
Stochastic Control
15
Viscosity Solutions
15
Interest rate derivative
14
Zinsderivat
14
Portfolio selection
13
Portfolio-Management
13
Arbitrage Pricing
11
Markovian realizations
11
factor models
10
Arbitrage pricing
9
Theory of interest
9
Zinstheorie
9
Zustandsraummodell
9
state space models
9
Markov chain
8
Markov-Kette
8
State space model
8
Arbitrage-Pricing-Theorie
7
Derivat
7
Derivative
7
Finanzmathematik
7
Volatilität
7
Control theory
6
more ...
less ...
Online availability
All
Free
54
Undetermined
32
Type of publication
All
Article
90
Book / Working Paper
82
Type of publication (narrower categories)
All
Working Paper
34
Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
23
Graue Literatur
20
Non-commercial literature
20
Aufsatz im Buch
8
Book section
8
Aufsatzsammlung
1
Bibliographie
1
Einführung
1
Hochschulschrift
1
Nachruf
1
Quelle
1
Thesis
1
research-article
1
more ...
less ...
Language
All
English
116
Undetermined
55
German
1
French
1
Author
All
Björk, Tomas
121
Davis, Mark H. A.
49
Landén, Camilla
22
Lleo, Sébastien
20
Christensen, Bent Jesper
7
Biagini, Francesca
6
Gombani, Andrea
6
Hult, Henrik
6
Slinko, Irina
6
Svensson, Lars
6
Benninga, Simon
5
Clapham, Eric
5
Murgoci, Agatha
5
Wiener, Zvi
5
Blix, Magnus
4
Jensen, Bjarne Astrup
4
Kabanov, Yuri
4
Runggaldier, Wolfgang
4
Armerin, Fredrik
3
Johansson, Björn
3
Kabanov, Jurij M.
3
Landen, Camilla
3
Myhrman, Johan
3
Näslund, Bertil
3
Persson, Mats
3
Runggaldier, Wolfgang J.
3
Andruszkiewicz, Grzegorz
2
Bachelier, Louis
2
DAVIS, MARK H. A.
2
Davis, Mark
2
Etheridge, Alison
2
Hobson, David G.
2
Khapko, Mariana
2
Mataix-Pastor, Vicente
2
Protter, Philip
2
Raval, Vimal
2
Svensson, Lars E. O.
2
Yoshikawa, Daisuke
2
Armerin, Frederik
1
BJÖRK, TOMAS
1
more ...
less ...
Institution
All
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
19
Ekonomiska forskningsinstitutet <Stockholm>
9
arXiv.org
5
Copenhagen Business School
1
Published in...
All
SSE/EFI Working Paper Series in Economics and Finance
30
SSE EFI working paper series in economics and finance
16
Risk-Sensitive Investment Management
15
Finance and stochastics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Working paper series in economics and finance
6
Mathematical Finance
5
Papers / arXiv.org
5
Finance and Stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
3
Applied mathematical finance
2
International journal of theoretical and applied finance
2
Journal of economic dynamics & control
2
Journal of housing economics
2
Mathematical methods of operations research
2
Mathematics and financial economics
2
Review of finance : journal of the European Finance Association
2
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
2
Stochastic Processes and their Applications
2
The Oxford handbook of credit derivatives
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
A Halsted Press book
1
Advanced series on statistical science & applied probability
1
Annals of finance
1
Chapman and Hall mathematics series
1
Computational Statistics
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Handbook of financial time series
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of the Royal Statistical Society
1
Mathematical Methods of Operations Research
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
Monographs on statistics and applied probability
1
OR spectrum : quantitative approaches in management
1
more ...
less ...
Source
All
ECONIS (ZBW)
82
RePEc
57
OLC EcoSci
15
EconStor
11
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
1
Other ZBW resources
1
more ...
less ...
Showing
51
-
60
of
172
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
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:
52
Recursive order estimation of autoregressions without bounding the model set
Hemerly, E. M.
- In:
Journal of the Royal Statistical Society
53
(
1991
)
1
,
pp. 201-210
Persistent link: https://www.econbiz.de/10001115424
Saved in:
53
Optimal timing of capacity expansion
Carvalhais, Z.
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 89-91
Persistent link: https://www.econbiz.de/10001027245
Saved in:
54
The martingale maximum principle and the allocation of labour surplus
Davis, Mark H. A.
- In:
Journal of economic dynamics & control
11
(
1987
)
2
,
pp. 241-247
Persistent link: https://www.econbiz.de/10001033261
Saved in:
55
Taming animal spirits : risk management with behavioural factors
Andruszkiewicz, Grzegorz
;
Davis, Mark H. A.
;
Lleo, …
- In:
Annals of finance
9
(
2013
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10009741199
Saved in:
56
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:
57
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:
58
A note on utility-based pricing in models with transaction costs
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 231-245
Persistent link: https://www.econbiz.de/10011350249
Saved in:
59
A note on utility-based pricing
Davis, Mark H. A.
;
Yoshikawa, Daisuke
- In:
Mathematics and financial economics
9
(
2015
)
3
,
pp. 215-230
Persistent link: https://www.econbiz.de/10011350250
Saved in:
60
Metals and energy finance : application of quantitative finance techniques to the evaluation of minerals, coal and petroleum projects
Buchanan, Dennis L.
-
2019
-
Second edition
Persistent link: https://www.econbiz.de/10011892826
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
