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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Management Science"
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Search: subject:"Portfolio"
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Portfolio selection
626
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626
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407
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407
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99
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99
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79
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79
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Uppal, Raman
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7
Hau, Harald
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Kabanov, Jurij M.
7
Lane, Philip R.
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Pham, Huyên
7
Rey, Hélène
7
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
Timmermann, Allan
5
Vassalou, Maria
5
Wang, Tan
5
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4
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4
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4
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
International journal of theoretical and applied finance
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630
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609
Working paper / National Bureau of Economic Research, Inc.
580
NBER Working Paper
459
Finance research letters
403
European journal of operational research : EJOR
399
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389
International review of financial analysis
299
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288
The journal of finance : the journal of the American Finance Association
274
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260
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255
SpringerLink / Bücher
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MPRA Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics
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IMF Staff Country Reports
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Mathematical finance : an international journal of mathematics, statistics and financial theory
178
The European journal of finance
177
Risks : open access journal
169
The North American journal of economics and finance : a journal of financial economics studies
167
Journal of risk and financial management : JRFM
162
Working paper
162
Pacific-Basin finance journal
158
Swiss Finance Institute Research Paper
152
Economics letters
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ECONIS (ZBW)
712
RePEc
77
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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
Saved in:
2
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:
3
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
4
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
5
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:
6
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
7
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
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
Saved in:
9
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
10
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
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