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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:"Karatzas, Ioannis"
~subject:"Discounting"
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Portfolio selection
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Agosto, Arianna
Karatzas, Ioannis
Cvitanić, Jakša
4
Gollier, Christian
4
Jarrow, Robert A.
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Rásonyi, Miklós
4
Escobar, Marcos
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Evstigneev, Igor V.
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Journal of economic theory
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1
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ECONIS (ZBW)
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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
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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
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
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:
5
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
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