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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"OR spectrum : quantitative approaches in management"
~language:"eng"
~person:"Björk, Tomas"
~person:"Constantinescu, Corina"
~person:"Kallsen, Jan"
~person:"Korn, Ralf"
~person:"Schwartz, Eduardo S."
~subject:"Betriebliche Investitionstheorie"
~subject:"Stock market"
~subject:"Wahrscheinlichkeitsrechnung"
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Portfolio selection
Betriebliche Investitionstheorie
Stock market
Wahrscheinlichkeitsrechnung
Theorie
24
Theory
24
Portfolio-Management
12
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
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Stochastischer Prozess
5
Incomplete market
3
Martingal
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Martingale
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Björk, Tomas
Constantinescu, Corina
Kallsen, Jan
Korn, Ralf
Schwartz, Eduardo S.
Kabanov, Jurij M.
9
Jeanblanc, Monique
5
Rüschendorf, Ludger
5
Choulli, Tahir
4
Karatzas, Ioannis
4
Muhle-Karbe, Johannes
4
Pham, Huyên
4
Sass, Jörn
4
Schachermayer, Walter
4
Schied, Alexander
4
Soner, Halil Mete
4
Zariphopoulou-Souganidis, Thaleia
4
Bayraktar, Erhan
3
Becherer, Dirk
3
Benth, Fred Espen
3
Bäuerle, Nicole
3
Chen, Zhiping
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Föllmer, Hans
3
Guasoni, Paolo
3
Hernández-Hernández, Daniel
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Mauer, David C.
3
Pliska, Stanley R.
3
Seifried, Frank Thomas
3
Wang, Ruodu
3
Aksamit, Anna
2
Belak, Christoph
2
Bouchard, Bruno
2
Cesarone, Francesco
2
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Mathematical methods of operations research
OR spectrum : quantitative approaches in management
International journal of theoretical and applied finance
7
Risks : open access journal
5
Scandinavian actuarial journal
5
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Handbook of heavy tailed distributions in finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Insurance / Mathematics & economics
2
Journal of economic dynamics & control
2
Research paper series / Swiss Finance Institute
2
Working paper series in economics and finance
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in risk management
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
European finance review : the official journal of the European Finance Association
1
Finanzmarkt und Portfolio-Management
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematics and financial economics
1
NBER working paper series
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Swiss Finance Institute Research Paper
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
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1
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
2
Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
Saved in:
3
Robust worst-case optimal investment
Desmettre, Sascha
;
Korn, Ralf
;
Ruckdeschel, Peter
; …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 677-701
Persistent link: https://www.econbiz.de/10011296715
Saved in:
4
Existence of shadow prices in finite probability spaces
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical methods of operations research
73
(
2011
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10008991842
Saved in:
5
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
6
Worst-case scenario portfolio optimization : a new stochastic control approach
Korn, Ralf
;
Menkens, Olaf
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10003114493
Saved in:
7
The impact of fat tailed returns on asset allocation
Tokat, Yesim
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 165-185
Persistent link: https://www.econbiz.de/10001678009
Saved in:
8
Portfolio selection with stable distributed returns
Ortobelli, Sergio
;
Huber, Isabella
;
Schwartz, Eduardo S.
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 265-300
Persistent link: https://www.econbiz.de/10001678024
Saved in:
9
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
10
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
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