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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Brigo, Damiano"
~person:"He, Hua"
~person:"Madan, Dilip B."
~subject:"Risk"
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Portfolio selection
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Brigo, Damiano
He, Hua
Madan, Dilip B.
Korn, Ralf
6
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5
Segal, Uzi
5
Chew, Soo-Hong
4
Fabozzi, Frank J.
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Journal of economic theory
International journal of theoretical and applied finance
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2
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ECONIS (ZBW)
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1
Conic portfolio theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
Saved in:
2
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
3
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
4
Tenor specific pricing
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009672593
Saved in:
5
Consumption-portfolio policies : an inverse optimal problem
He, Hua
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
Saved in:
6
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua
- In:
Journal of economic theory
55
(
1991
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
Saved in:
7
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
Saved in:
8
Risk measurement in semimartingale models with multiple consumption goods
Madan, Dilip B.
- In:
Journal of economic theory
2
(
1988
),
pp. 398-412
Persistent link: https://www.econbiz.de/10001058627
Saved in:
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