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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~subject:"Mathematische Optimierung"
~subject:"United States"
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Mathematische Optimierung
United States
Portfolio selection
406
Portfolio-Management
406
Theorie
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Theory
261
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53
Risk
53
USA
50
Foreign portfolio investment
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Federico, Salvatore
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Laeven, Luc
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
Management Science
Working paper / National Bureau of Economic Research, Inc.
193
European journal of operational research : EJOR
130
The journal of finance : the journal of the American Finance Association
102
The review of financial studies
101
Journal of financial and quantitative analysis : JFQA
57
Journal of banking & finance
54
The journal of asset management
44
The journal of portfolio management : a publication of Institutional Investor
42
Research paper series / Swiss Finance Institute
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Journal of financial economics
32
International journal of theoretical and applied finance
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International review of financial analysis
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Computers & operations research : and their applications to problems of world concern ; an international journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Swiss Finance Institute Research Paper
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Insurance / Mathematics & economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
21
Mathematics and financial economics
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The journal of futures markets
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Journal of economic dynamics & control
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Journal of the Operational Research Society
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of real estate finance and economics
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International journal of project management : the journal of The International Project Management Association
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Operations research letters
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The American economic review
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1
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:
2
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
3
Incorporating signals into optimal trading
Lehalle, Charles-Albert
;
Neuman, Eyal
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 275-311
Persistent link: https://www.econbiz.de/10012023738
Saved in:
4
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
-
2018
Persistent link: https://www.econbiz.de/10011885470
Saved in:
5
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
6
News shocks and the production-based term structure of equity returns
Ai, Hengjie
;
Croce, Mariano M.
;
Diercks, Anthony M.
;
Li, Kai
-
2018
Persistent link: https://www.econbiz.de/10011861957
Saved in:
7
Optimal liquidation under stochastic liquidity
Becherer, Dirk
;
Bilarev, Todor
;
Frentrup, Peter
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 39-68
Persistent link: https://www.econbiz.de/10011945624
Saved in:
8
Gradual
portfolio
adjustment : implications for global equity portfolios and returns
Bacchetta, Philippe
;
Van Wincoop, Eric
-
2017
Persistent link: https://www.econbiz.de/10011670842
Saved in:
9
Risk- and ambiguity-averse
portfolio
optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
10
Losing trust in money doctors
Dorn, Daniel
;
Weber, Martin
-
2017
Persistent link: https://www.econbiz.de/10011639606
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