Class information for:
Level 1: FUNDAMENTAL THEOREM OF ASSET PRICING//FINANCE AND STOCHASTICS//UTILITY MAXIMIZATION

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
3303 1939 24.0 41%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
1079 9430 VISCOSITY SOLUTIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION

Terms with highest relevance score


Rank Term Type of term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 FUNDAMENTAL THEOREM OF ASSET PRICING Author keyword 60 83% 2% 34
2 FINANCE AND STOCHASTICS Journal 52 34% 6% 126
3 UTILITY MAXIMIZATION Author keyword 52 35% 6% 118
4 VARIANCE OPTIMAL MARTINGALE MEASURE Author keyword 49 94% 1% 17
5 MEAN VARIANCE HEDGING Author keyword 49 82% 1% 28
6 MINIMAL MARTINGALE MEASURE Author keyword 46 78% 2% 31
7 MATHEMATICAL FINANCE Journal 41 26% 7% 134
8 INCOMPLETE MARKETS Author keyword 31 24% 6% 114
9 RANDOM ENDOWMENT Author keyword 26 100% 1% 11
10 STRICT LOCAL MARTINGALES Author keyword 26 100% 1% 11

Web of Science journal categories

Author Key Words


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class		 LCSH search Wikipedia search
1 FUNDAMENTAL THEOREM OF ASSET PRICING 60 83% 2% 34 Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING Search FUNDAMENTAL+THEOREM+OF+ASSET+PRICING
2 UTILITY MAXIMIZATION 52 35% 6% 118 Search UTILITY+MAXIMIZATION Search UTILITY+MAXIMIZATION
3 VARIANCE OPTIMAL MARTINGALE MEASURE 49 94% 1% 17 Search VARIANCE+OPTIMAL+MARTINGALE+MEASURE Search VARIANCE+OPTIMAL+MARTINGALE+MEASURE
4 MEAN VARIANCE HEDGING 49 82% 1% 28 Search MEAN+VARIANCE+HEDGING Search MEAN+VARIANCE+HEDGING
5 MINIMAL MARTINGALE MEASURE 46 78% 2% 31 Search MINIMAL+MARTINGALE+MEASURE Search MINIMAL+MARTINGALE+MEASURE
6 INCOMPLETE MARKETS 31 24% 6% 114 Search INCOMPLETE+MARKETS Search INCOMPLETE+MARKETS
7 RANDOM ENDOWMENT 26 100% 1% 11 Search RANDOM+ENDOWMENT Search RANDOM+ENDOWMENT
8 STRICT LOCAL MARTINGALES 26 100% 1% 11 Search STRICT+LOCAL+MARTINGALES Search STRICT+LOCAL+MARTINGALES
9 EQUIVALENT MARTINGALE MEASURE 25 57% 2% 30 Search EQUIVALENT+MARTINGALE+MEASURE Search EQUIVALENT+MARTINGALE+MEASURE
10 PROGRESSIVE ENLARGEMENT OF FILTRATIONS 24 91% 1% 10 Search PROGRESSIVE+ENLARGEMENT+OF+FILTRATIONS Search PROGRESSIVE+ENLARGEMENT+OF+FILTRATIONS

Key Words Plus


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 OPTIMAL INVESTMENT 92 56% 6% 112
2 FUNDAMENTAL THEOREM 86 50% 6% 126
3 INCOMPLETE MARKETS 53 31% 7% 145
4 OPTIMAL CONSUMPTION 41 47% 3% 64
5 FOLLMER SCHWEIZER DECOMPOSITION 31 92% 1% 12
6 CONTINUOUS TIME MODEL 28 50% 2% 41
7 OPTIMAL INVESTMENT STRATEGIES 27 92% 1% 11
8 FINITE DISCRETE TIME 26 87% 1% 13
9 PORTFOLIO SELECTION 25 19% 6% 119
10 ENTROPY MARTINGALE MEASURE 25 71% 1% 20

Journals


Rank Web of Science journal category Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 FINANCE AND STOCHASTICS 52 34% 6% 126
2 MATHEMATICAL FINANCE 41 26% 7% 134
3 SIAM JOURNAL ON FINANCIAL MATHEMATICS 7 19% 2% 31
4 STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES 3 10% 2% 32

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Markowitz revisited: Mean-variance models in financial portfolio analysis 2001 100 79 30%
Portfolio Selection: A Review 2014 0 41 68%
Local volatility function models under a benchmark approach 2006 2 14 50%
A survey of mathematical finance 2004 4 48 54%

Address terms


Rank Address term Relevance score
(tfidf)		 Class's shr.
of term's tot.
occurrences		 Shr. of publ.
in class containing
term		 Num. of
publ. in
class
1 CHINA ACTUARIAL SCI 3 20% 0.6% 12
2 LINGNAN UNIV 3 16% 0.8% 15
3 FIME FINANCE MARCHES ENERGIE 2 67% 0.1% 2
4 FRANKFURT MATHFINANCE 2 50% 0.2% 3
5 E QUAD 2 43% 0.2% 3
6 UNIT FINANCIAL ACTUARIAL MATH 2 43% 0.2% 3
7 OXFORD MAN QUANTITAT FINANCE 2 15% 0.5% 10
8 CONTEMPORARY FINANCE 1 100% 0.1% 2
9 DIPARTIMENTO STUDI FINANZIARI 1 100% 0.1% 2
10 FRAUNHOFER ITWM 1 50% 0.1% 2

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000215251 BOLD PLAY//RED AND BLACK//PRIMITIVE CASINO
2 0.0000163046 VARIABLE ANNUITIES//VARIABLE ANNUITY//INTEREST RATE GUARANTEES
3 0.0000136738 BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS//BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//G EXPECTATION
4 0.0000116564 RISK SENSITIVE CONTROL//RISK SENSITIVE STOCHASTIC CONTROL//ESTADIST CALCULO
5 0.0000115952 IMPLIED VOLATILITY//STOCHASTIC VOLATILITY//OPTION PRICING
6 0.0000114213 SINGULAR STOCHASTIC CONTROL//OPTIMAL STOPPING//REVERSIBLE INVESTMENT
7 0.0000111860 COMONOTONICITY//COHERENT RISK MEASURES//OPTIMAL REINSURANCE
8 0.0000090445 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE
9 0.0000081970 GERBER SHIU FUNCTION//RUIN PROBABILITIES//INSURANCE MATHEMATICS & ECONOMICS
10 0.0000079643 AMERICAN OPTIONS//AMERICAN OPTION//OPTION PRICING