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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~language:"eng"
~person:"Laeven, Roger J. A."
~person:"Munari, Cosimo-Andrea"
~person:"Schenk-Hoppé, Klaus Reiner"
~type:"article"
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Laeven, Roger J. A.
Munari, Cosimo-Andrea
Schenk-Hoppé, Klaus Reiner
Jarrow, Robert A.
2
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Journal of economic theory
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Risks : open access journal
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Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
2
Von Neumann-Gale dynamics and capital growth in financial markets with frictions
Babaei, Esmaeil
;
Evstigneev, Igor V.
;
Schenk-Hoppé, …
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 283-305
Persistent link: https://www.econbiz.de/10012240281
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3
Robust return risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
Mathematics and financial economics
12
(
2018
)
1
,
pp. 5-32
Persistent link: https://www.econbiz.de/10011963258
Saved in:
4
Diversification, protection of liability holders and regulatory arbitrage
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
;
Ṥikić, Mario
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 63-83
Persistent link: https://www.econbiz.de/10011900516
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