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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~subject:"Mathematische Optimierung"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mathematische Optimierung
Portfolio selection
Portfolio-Management
33
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
16
Hedging
9
Option pricing theory
8
Optionspreistheorie
8
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portfolio optimization
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stochastic optimal control
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Forsyth, Peter A.
2
Jaimungal, Sebastian
2
Lorig, Matthew
2
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2
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1
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1
Arai, Takuji
1
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Applied mathematical finance
Finance research letters
327
Journal of banking & finance
227
Insurance / Mathematics & economics
226
European journal of operational research : EJOR
225
International review of financial analysis
206
Quantitative finance
162
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
Applied economics
127
Management science : journal of the Institute for Operations Research and the Management Sciences
125
International review of economics & finance : IREF
120
The journal of asset management
118
The journal of portfolio management : JPM
116
Journal of empirical finance
113
Economic modelling
105
Research in international business and finance
103
Pacific-Basin finance journal
102
International journal of theoretical and applied finance
91
The journal of investing : JOI
85
Computational economics
81
Journal of economic dynamics & control
80
Journal of international financial markets, institutions & money
78
The European journal of finance
78
Energy economics
76
Economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Applied economics letters
72
Finance and stochastics
66
Journal of financial and quantitative analysis : JFQA
64
Mathematics and financial economics
63
Journal of risk
57
The journal of investment strategies
56
Journal of international money and finance
54
International journal of financial engineering
51
Scandinavian actuarial journal
49
Investment management and financial innovations
48
Journal of mathematical finance
48
The review of financial studies
47
Review of quantitative finance and accounting
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ECONIS (ZBW)
33
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1
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
2
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
3
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
4
Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
Saved in:
5
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
6
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
7
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
8
Outperformance and tracking : dynamic asset allocation for active and passive
portfolio
management
Al-Aradi, Ali
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
3/4
,
pp. 268-294
Persistent link: https://www.econbiz.de/10012128951
Saved in:
9
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
Saved in:
10
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
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