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type:"article"
~person:"Dai, Min"
~person:"Jarrow, Robert A."
~person:"Post, Thierry"
~person:"Zariphopoulou-Souganidis, Thaleia"
~subject:"Theory"
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Search: subject_exact:"Portfolio performance"
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Theory
Portfolio selection
77
Portfolio-Management
77
Theorie
59
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13
Mathematische Optimierung
13
Stochastic process
13
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59
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Dai, Min
Jarrow, Robert A.
Post, Thierry
Zariphopoulou-Souganidis, Thaleia
Fabozzi, Frank J.
68
Korn, Ralf
30
Escobar, Marcos
27
Markowitz, Harry
27
Li, Duan
25
Wong, Wing Keung
25
Satchell, Stephen
23
Prigent, Jean-Luc
22
Zagst, Rudi
22
Račev, Svetlozar T.
21
Gollier, Christian
20
Forsyth, Peter A.
18
Maurer, Raimond
18
Wang, Ruodu
18
Wong, Hoi Ying
17
Chen, Zhiping
16
Liang, Zongxia
16
Sass, Jörn
16
Cvitanić, Jakša
15
Lee, Cheng F.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Rüschendorf, Ludger
15
Vanduffel, Steven
15
Yao, Haixiang
15
Cui, Xiangyu
14
Kim, Woo Chang
14
Kraft, Holger
14
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14
Siu, Tak Kuen
14
Guerard, John Baynard
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
Zeng, Yan
13
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13
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Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
Journal of banking & finance
3
Mathematics and financial economics
3
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Finance research letters
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1
International journal of theoretical and applied finance
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Mathematical modeling and numerical methods in finance : special volume
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Review of economic dynamics
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ECONIS (ZBW)
59
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1
Generalized stochastic arbitrage opportunities
Arvanitis, Stelios
;
Post, Thierry
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4629-4648
Persistent link: https://www.econbiz.de/10015046365
Saved in:
2
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
3
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
4
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
5
A practical guide to the valuation of coupon-bearing fixed income securities
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income : JFI
33
(
2023
)
1
,
pp. 80-87
Persistent link: https://www.econbiz.de/10014310203
Saved in:
6
Optimal portfolio choice for higher-order risk averters
Fang, Yi
;
Post, Thierry
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460225
Saved in:
7
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
8
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
9
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
10
Stochastic bounds for reference sets in portfolio analysis
Arvanitis, Stelios
;
Post, Thierry
;
Topaloglou, Nikolas
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7737-7754
Persistent link: https://www.econbiz.de/10012815733
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