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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Deng, Jun"
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Portfolio selection
Martingal
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Deng, Jun
Kabanov, Jurij M.
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Choulli, Tahir
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Duffie, Darrell
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Aksamit, Anna
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Alexander, Gordon J.
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Journal of economic dynamics & control
European journal of operational research : EJOR
1
International journal of financial engineering
1
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ECONIS (ZBW)
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No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
2
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
3
How non-arbitrage, viability and numéraire portfolio are related
Choulli, Tahir
;
Deng, Jun
;
Ma, Junfeng
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 719-741
Persistent link: https://www.econbiz.de/10011420437
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