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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"Scandinavian actuarial journal"
~person:"Escobar, Marcos"
~subject:"HJB systems"
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Portfolio-Management
HJB systems
Portfolio selection
4
Theorie
4
Theory
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Risikoaversion
2
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2
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Anlageverhalten
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Escobar, Marcos
Fernholz, Robert
3
Karatzas, Ioannis
3
Leung, Tim
2
Rásonyi, Miklós
2
Viens, Frederi G.
2
Wang, Wenyuan
2
Zagst, Rudi
2
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1
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1
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1
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Annals of finance
Scandinavian actuarial journal
Quantitative finance
5
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Risks : open access journal
2
Applied mathematical finance
1
Computational economics
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Decision making and risk/return optimization in financial economics
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Decisions in economics and finance : a journal of applied mathematics
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Finance research letters
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IMA journal of management mathematics
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
2
Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos
;
Wahl, Markus
;
Zagst, Rudi
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
Saved in:
3
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
4
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
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