//--> //--> //--> //-->
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
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio-Management"
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
Impacts of the Asian crisis on...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
556
Theory
556
Option pricing theory
187
Optionspreistheorie
187
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
60
Hedging
59
Martingal
40
Martingale
40
Risiko
39
Risk
39
Option trading
35
Optionsgeschäft
35
Transaction costs
35
Transaktionskosten
35
Black-Scholes model
34
Black-Scholes-Modell
34
Derivat
29
Derivative
29
Börsenkurs
27
Share price
27
Arbitrage
26
Risikomaß
22
Risk measure
22
Probability theory
21
Wahrscheinlichkeitsrechnung
21
Credit risk
19
Kreditrisiko
19
Measurement
19
Messung
19
Markov chain
18
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
154
Type of publication (narrower categories)
All
Article in journal
154
Aufsatz in Zeitschrift
154
Language
All
English
154
Author
All
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Sulem, Agnès
2
Tankov, Peter
2
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
271
Journal of banking & finance
251
NBER working paper series
249
Working paper / National Bureau of Economic Research, Inc.
204
NBER Working Paper
198
Journal of economic dynamics & control
169
Finance research letters
168
Finance and stochastics
152
International journal of theoretical and applied finance
147
Research paper series / Swiss Finance Institute
124
Quantitative finance
120
The journal of portfolio management : a publication of Institutional Investor
106
Journal of financial economics
102
The review of financial studies
102
Risks : open access journal
98
The journal of finance : the journal of the American Finance Association
98
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Journal of empirical finance
93
Discussion paper / Centre for Economic Policy Research
88
Swiss Finance Institute Research Paper
88
Economic modelling
86
International review of economics & finance : IREF
84
Economics letters
82
The European journal of finance
81
The journal of asset management
77
Mathematics and financial economics
71
Computational economics
70
International review of financial analysis
70
Journal of risk and financial management : JRFM
70
The North American journal of economics and finance : a journal of financial economics studies
70
Mathematical methods of operations research
68
SpringerLink / Bücher
68
Applied economics
65
The journal of portfolio management : JPM
65
Discussion paper / Tinbergen Institute
64
Journal of economic theory
61
Annals of finance
59
Journal of mathematical finance
57
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
2
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Saved in:
3
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
4
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Saved in:
5
Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
Saved in:
6
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Saved in:
7
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
Saved in:
8
Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
Saved in:
9
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
10
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
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...
//-->