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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~person:"Angoshtari, Bahman"
~person:"Cvitanić, Jakša"
~person:"Fernholz, Robert"
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Portfolio-Management
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4
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Angoshtari, Bahman
Cvitanić, Jakša
Fernholz, Robert
Escobar, Marcos
3
Karatzas, Ioannis
3
Leung, Tim
2
Rásonyi, Miklós
2
Aase Nielsen, Jørgen
1
Agosto, Arianna
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1
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1
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Daníelsson, Jón
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Annals of finance
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Finance and stochastics
2
Journal of economic dynamics & control
2
Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
2
Applications of mathematics : stochastic modelling and applied probability
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Review of finance : journal of the European Finance Association
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The review of financial studies
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1
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
2
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
Saved in:
3
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
4
Optimal portfolio allocation with higher moments
Cvitanić, Jakša
;
Polimenis, Vassilis
;
Zapatero, Fernando
- In:
Annals of finance
4
(
2008
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003589408
Saved in:
5
Relative arbitrage in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
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