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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~subject:"Heuristics"
~subject:"Messung"
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Portfolio-Management
Heuristics
Messung
Theorie
112
Theory
112
Portfolio selection
45
Stochastic process
30
Stochastischer Prozess
30
Risiko
25
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25
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18
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Choulli, Tahir
4
Deng, Jun
3
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Finance and stochastics
European journal of operational research : EJOR
513
Computers & operations research : and their applications to problems of world concern ; an international journal
412
Insurance / Mathematics & economics
193
International journal of production research
166
Finance research letters
145
SpringerLink / Bücher
116
Quantitative finance
114
Discussion paper / Centre for Economic Policy Research
94
Journal of banking & finance
90
Journal of the Operational Research Society
84
Management science : journal of the Institute for Operations Research and the Management Sciences
78
Working paper / National Bureau of Economic Research, Inc.
76
Omega : the international journal of management science
70
The journal of portfolio management : JPM
64
Journal of empirical finance
63
The North American journal of economics and finance : a journal of financial economics studies
62
International journal of production economics
61
Operations research letters
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International review of financial analysis
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Operational research : an international journal
59
International journal of theoretical and applied finance
57
Computational economics
56
Journal of economic dynamics & control
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International review of economics & finance : IREF
54
Economic modelling
53
Economics letters
49
Transportation research / E : an international journal
49
Discussion papers / CEPR
47
Journal of financial economics
47
The journal of investing : JOI
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Mathematics and financial economics
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The European journal of finance
42
Operations research
41
INFORMS journal on computing : JOC
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The journal of asset management
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Applied economics
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Journal of risk
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Scandinavian actuarial journal
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1
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:
2
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:
3
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:
4
Scaled insurance cash flows : representation and computation via change of measure techniques
Furrer, Christian
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 359-382
Persistent link: https://www.econbiz.de/10013197589
Saved in:
5
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
Saved in:
6
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:
7
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:
8
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:
9
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
Saved in:
10
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
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