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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematics and financial economics"
~person:"Agosto, Arianna"
~person:"Cvitanić, Jakša"
~person:"Karatzas, Ioannis"
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Portfolio selection
Portfolio-Management
9
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9
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3
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2
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1
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Agosto, Arianna
Cvitanić, Jakša
Karatzas, Ioannis
Jarrow, Robert A.
4
Rásonyi, Miklós
4
Escobar, Marcos
3
Evstigneev, Igor V.
3
Fernholz, Robert
3
He, Hua
3
Rosazza Gianin, Emanuela
3
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3
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2
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Journal of economic theory
Annals of finance
Mathematics and financial economics
Finance and stochastics
4
Research paper series / Swiss Finance Institute
4
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4
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Applications of mathematics : stochastic modelling and applied probability
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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ECONIS (ZBW)
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1
Variance matters (in stochastic dividend discount models)
Agosto, Arianna
;
Moretto, Enrico
- In:
Annals of finance
11
(
2015
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10011376189
Saved in:
2
Diversity-weighted portfolios with negative parameter
Vervuurt, Alexander
;
Karatzas, Ioannis
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 411-432
Persistent link: https://www.econbiz.de/10011459422
Saved in:
3
Nonmyopic optimal portfolios in viable markets
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Mathematics and financial economics
8
(
2014
)
1
,
pp. 71-108
Persistent link: https://www.econbiz.de/10010235416
Saved in:
4
On managerial risk-taking incentives when compensation may be hedged against
Cvitanić, Jakša
;
Henderson, Vicky
;
Lazrak, Ali
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 453-471
Persistent link: https://www.econbiz.de/10010491928
Saved in:
5
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:
6
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:
7
Optimal risk-sharing with effort and project choice
Cadenillas, Abel
;
Cvitanić, Jakša
;
Zapatero, Fernando
- In:
Journal of economic theory
133
(
2007
)
1
,
pp. 403-440
Persistent link: https://www.econbiz.de/10003445723
Saved in:
8
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
Saved in:
9
Non-addictive habits : optimal consumption-portfolio policies
Detemple, Jérôme B.
;
Karatzas, Ioannis
- In:
Journal of economic theory
113
(
2003
)
2
,
pp. 265-285
Persistent link: https://www.econbiz.de/10001876017
Saved in:
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