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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~isPartOf:"The review of financial studies"
~person:"Angoshtari, Bahman"
~person:"Athanasoulis, Stefano"
~person:"Longstaff, Francis A."
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Angoshtari, Bahman
Athanasoulis, Stefano
Longstaff, Francis A.
BaÅŸak, Suleyman
5
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Escobar, Marcos
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Fernholz, Robert
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Karatzas, Ioannis
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Liu, Jun
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Annals of finance
The review of financial studies
NBER Working Paper
5
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2
Advances in futures and options research : a research annual
1
Current trends in economics : theory and applications; proceedings of the Third International Meeting of the Society for the Advancement of Economic Theory, Antalya, Turkey, June 1997; with 55 tables
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1
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
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2
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
Saved in:
3
Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Liu, Jun
;
Longstaff, Francis A.
- In:
The review of financial studies
17
(
2004
)
3
,
pp. 611-642
Persistent link: https://www.econbiz.de/10002148881
Saved in:
4
Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A.
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001570570
Saved in:
5
The significance of the market portfolio
Athanasoulis, Stefano
;
Shiller, Robert J.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 301-329
Persistent link: https://www.econbiz.de/10001485497
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