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Portfolio-Management
43,807
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43,463
Theorie
36,471
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35,859
Stochastischer Prozess
17,115
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16,675
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14,747
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14,289
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10,358
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10,196
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7,916
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7,794
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7,643
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7,627
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5,948
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5,907
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5,886
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5,852
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5,752
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5,707
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5,640
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5,626
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5,533
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5,184
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5,102
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4,103
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3,918
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3,875
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3,856
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3,824
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3,807
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3,792
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3,726
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3,709
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3,690
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3,491
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3,475
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Fabozzi, Frank J.
335
McAleer, Michael
183
Maurer, Raimond
142
Platen, Eckhard
142
Madan, Dilip B.
131
Härdle, Wolfgang
123
Guidolin, Massimo
120
Mitchell, Olivia S.
119
Chiarella, Carl
104
Lo, Andrew W.
100
Satchell, Stephen
100
Takahashi, Akihiko
98
Campbell, John Y.
89
Cui, Zhenyu
89
Korn, Ralf
88
Račev, Svetlozar T.
86
Phillips, Peter C. B.
84
Gollier, Christian
83
Koopman, Siem Jan
79
Uppal, Raman
79
Jarrow, Robert A.
78
Kraft, Holger
77
Ang, Andrew
75
Wong, Wing Keung
75
Engle, Robert F.
74
Post, Thierry
73
Hens, Thorsten
72
Elliott, Robert J.
71
Schoutens, Wim
71
Benth, Fred Espen
70
Joshi, Mark S.
70
Scaillet, Olivier
70
Carr, Peter
69
Lucas, André
69
Schenk-Hoppé, Klaus Reiner
68
Wong, Hoi Ying
67
Prigent, Jean-Luc
65
Escobar, Marcos
64
Zagst, Rudi
64
Bodie, Zvi
63
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National Bureau of Economic Research
835
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
94
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
International Monetary Fund (IMF)
54
Université Paris-Dauphine (Paris IX)
51
Institut für Schweizerisches Bankwesen <Zürich>
50
Springer Fachmedien Wiesbaden
43
Centre for Analytical Finance <Århus>
38
HAL
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OECD
34
Ekonomiska forskningsinstitutet <Stockholm>
33
EconWPA
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C.E.P.R. Discussion Papers
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Institute of Finance and Accounting <London>
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Erasmus Research Institute of Management
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European Association of Agricultural Economists - EAAE
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Chambre de commerce et d'industrie de Paris
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
World Bank
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Agricultural and Applied Economics Association - AAEA
19
National Centre of Competence in Research North South <Bern>
19
Verlag Dr. Kovač
17
Frank J. Fabozzi Associates <New Hope, Pa.>
16
Tinbergen Instituut
16
Edward Elgar Publishing
15
International Center for Financial Asset Management and Engineering
15
International Monetary Fund
15
Universitat Pompeu Fabra / Departament d'Economia i Empresa
15
Department of Economics and Business, Universitat Pompeu Fabra
14
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
14
Tilburg University, Center for Economic Research
14
Zentrum für Europäische Wirtschaftsforschung
14
European University Institute / Department of Law
13
Forschungsinstitut zur Zukunft der Arbeit
13
Rodney L. White Center for Financial Research
13
Australian Agricultural and Resource Economics Society - AARES
12
Basel Committee on Banking Supervision
12
Department of Economics, University of Connecticut
12
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European journal of operational research : EJOR
1,084
Journal of banking & finance
846
NBER working paper series
822
Working paper / National Bureau of Economic Research, Inc.
748
International journal of theoretical and applied finance
742
Insurance / Mathematics & economics
638
NBER Working Paper
617
Finance research letters
583
Finance and stochastics
497
Journal of economic dynamics & control
468
Mathematical finance : an international journal of mathematics, statistics and financial theory
452
Quantitative finance
411
Journal of financial economics
397
Discussion paper / Centre for Economic Policy Research
394
The journal of futures markets
378
International review of financial analysis
363
The journal of finance : the journal of the American Finance Association
350
Management science : journal of the Institute for Operations Research and the Management Sciences
344
Applied economics
335
Research paper series / Swiss Finance Institute
335
Risks : open access journal
333
Applied mathematical finance
326
Journal of econometrics
323
The review of financial studies
319
Economics letters
318
SpringerLink / Bücher
313
Discussion paper / Tinbergen Institute
305
Economic modelling
302
The journal of computational finance
300
Working paper
298
The European journal of finance
283
Journal of empirical finance
278
Computational economics
273
The journal of portfolio management : a publication of Institutional Investor
270
The journal of asset management
267
International review of economics & finance : IREF
264
Energy economics
260
Journal of financial and quantitative analysis : JFQA
256
The North American journal of economics and finance : a journal of financial economics studies
252
Operations research
244
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ECONIS (ZBW)
85,375
RePEc
2,121
USB Cologne (EcoSocSci)
1,428
EconStor
1,274
USB Cologne (business full texts)
303
Other ZBW resources
182
BASE
112
OLC EcoSci
36
ArchiDok
1
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Showing
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71
Some new aspects of optimal portfolios and option pricing
Krekel, Martin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001790257
Saved in:
72
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried
;
Diener, Kathrin
;
Käsler, Joachim
-
2002
-
1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Saved in:
73
Asymptotic analysis for target asset portfolio allocation with small transaction costs
Liu, Cong
;
Zheng, Harry
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 59-68
Persistent link: https://www.econbiz.de/10011442683
Saved in:
74
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
75
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
76
Numeraire portfolios and utility-based price systems under proportional transaction costs
Sass, Jörn
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 195-234
Persistent link: https://www.econbiz.de/10010412499
Saved in:
77
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
78
Optimal investment strategy with dividend paying and proportional transaction costs
Nkeki, Charles I.
- In:
Annals of financial economics
13
(
2018
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011900656
Saved in:
79
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs
Zhang, Yong
;
Li, Jiahao
;
Yang, Xingyu
;
Lin, Hong
- In:
Journal of the Operational Research Society
74
(
2023
)
8
,
pp. 1940-1953
Persistent link: https://www.econbiz.de/10014336394
Saved in:
80
Connections between discrete-time and continuous-time financial models
Sun, Tong-sheng
-
1987
Persistent link: https://www.econbiz.de/10000167721
Saved in:
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