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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Risiko"
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Risiko
Portfolio selection
177
Portfolio-Management
177
Theorie
158
Theory
158
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
22
Martingal
20
Martingale
20
Transaction costs
20
Transaktionskosten
20
CAPM
19
Mathematical programming
17
Mathematische Optimierung
17
Risk
16
Hedging
15
Control theory
13
Kontrolltheorie
13
Risikomaß
11
Risk measure
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Derivat
9
Derivative
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Measurement
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Messung
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Risikoaversion
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Risk aversion
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Anlageverhalten
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Behavioural finance
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Credit risk
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Dynamic programming
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Dynamische Optimierung
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Arai, Takuji
1
Bayraktar, Erhan
1
Cartea, Álvaro
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
1
Cherny, Alexander
1
Cherny, Alexander S.
1
Dolinsky, Yan
1
Du, Ke
1
Frittelli, Marco
1
Fukasawa, Masaaki
1
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Guasoni, Paolo
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Jaimungal, Sebastian
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1
Molčanov, Il'ja S.
1
Montrucchio, Luigi
1
Muhle-Karbe, Johannes
1
Natarajan, Karthik
1
Nutz, Marcel
1
Orlov, Dmitri
1
Peri, Ilaria
1
Platen, Eckhard
1
Sekine, Jun
1
Sim, Melvyn
1
Uichanco, Joline
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Xu, Yuhong
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Zhou, Zhou
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
124
European journal of operational research : EJOR
77
Journal of banking & finance
75
Finance research letters
68
NBER working paper series
59
Risks : open access journal
59
Working paper / National Bureau of Economic Research, Inc.
49
International review of financial analysis
47
NBER Working Paper
43
Journal of financial economics
42
The journal of asset management
38
International review of economics & finance : IREF
37
Journal of empirical finance
35
Applied economics
33
Quantitative finance
33
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper / Centre for Economic Policy Research
28
Economic modelling
28
Finance and stochastics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of portfolio management : a publication of Institutional Investor
27
International journal of theoretical and applied finance
26
Discussion paper / Tinbergen Institute
25
Journal of risk
25
Economics letters
24
Research paper series / Swiss Finance Institute
24
Journal of economic dynamics & control
22
Applied economics letters
21
Journal of risk and financial management : JRFM
21
Scandinavian actuarial journal
21
The European journal of finance
21
Mathematics and financial economics
20
The review of financial studies
20
Discussion paper
19
Risk and Vulnerability Assessment
19
Discussion papers / CEPR
18
Operations research
18
The journal of investing
18
Journal of international financial markets, institutions & money
16
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1
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
2
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
3
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
4
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
5
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
6
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
7
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
8
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
9
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
10
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
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