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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~source:"econis"
~subject:"Capital income"
~subject:"Markov-Kette"
~subject:"Risk aversion"
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Portfolio-Management
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Theorie
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45
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Finance and stochastics
European journal of operational research : EJOR
270
Finance research letters
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170
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132
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Asset pricing with dynamically inconsistent agents
Khapko, Mariana
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
Saved in:
2
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
3
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
4
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
5
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
6
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
7
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
8
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
9
Markov decision processes with quasi-hyperbolic discounting
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 189-229
Persistent link: https://www.econbiz.de/10012499682
Saved in:
10
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
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