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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Finance and stochastics"
~isPartOf:"The review of financial studies"
~language:"afr"
~language:"eng"
~subject:"Stochastischer Prozess"
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Portfolio-Management
United States
Stochastischer Prozess
Theorie
1,364
Theory
1,364
Portfolio selection
251
USA
232
CAPM
190
Stochastic process
155
Börsenkurs
147
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147
Option pricing theory
141
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141
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99
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98
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84
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84
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72
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67
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63
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58
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51
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50
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Kabanov, Jurij M.
9
Detemple, Jérôme B.
6
Başak, Suleyman
5
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Longstaff, Francis A.
5
Madan, Dilip B.
5
Pham, Huyên
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4
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4
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4
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4
Fukasawa, Masaaki
4
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4
Larsen, Kasper
4
Liu, Jun
4
Lo, Andrew W.
4
Lépinette, Emmanuel
4
MacKinlay, Archie Craig
4
Schachermayer, Walter
4
Schied, Alexander
4
Zariphopoulou-Souganidis, Thaleia
4
Zhou, Guofu
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Becherer, Dirk
3
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Belo, Frederico
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Björk, Tomas
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Chabi-Yo, Fousseni
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3
Elie, Romuald
3
Frey, Rüdiger
3
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3
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3
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Finance and stochastics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,552
European journal of operational research : EJOR
995
Discussion paper / Centre for Economic Policy Research
457
Insurance / Mathematics & economics
402
Computers & operations research : and their applications to problems of world concern ; an international journal
385
Journal of banking & finance
380
NBER working paper series
347
The American economic review
327
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International journal of production research
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227
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566
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
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2
Faking Brownian motion with continuous Markov martingales
Beiglböck, Mathias
;
Lowther, George
;
Pammer, Gudmund
; …
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 259-284
Persistent link: https://www.econbiz.de/10014447742
Saved in:
3
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
4
Optimal execution with stochastic delay
Cartea, Álvaro
;
Sánchez-Betancourt, Leandro
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10013489491
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5
The infinite-horizon investment-consumption problem for Epstein-Zin stochastic differential utility. I : foundations
Herdegen, Martin
;
Hobson, David G.
;
Jerome, Joseph
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 127-158
Persistent link: https://www.econbiz.de/10013489501
Saved in:
6
Inflating away the public debt? : an empirical assessment
Hilscher, Jens
;
Raviv, Alon
;
Reis, Ricardo
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1553-1595
Persistent link: https://www.econbiz.de/10012879000
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7
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
8
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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9
The design of macroprudential stress tests
Orlov, Dmitry
;
Zryumov, Pavel
;
Skrzypacz, Andrzej
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4460-4501
Persistent link: https://www.econbiz.de/10014392056
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10
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
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