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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial engineering"
~person:"Bayraktar, Erhan"
~person:"Belak, Christoph"
~person:"Choulli, Tahir"
~person:"Zariphopoulou-Souganidis, Thaleia"
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Search: subject_exact:"Portfoliomanagement"
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Portfolio selection
13
Portfolio-Management
13
Theorie
12
Theory
12
Martingal
4
Martingale
4
Stochastic process
4
Stochastischer Prozess
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Bayraktar, Erhan
Belak, Christoph
Choulli, Tahir
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
4
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Seifried, Frank Thomas
4
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3
Benth, Fred Espen
3
Bouchard, Bruno
3
Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
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Gerhold, Stefan
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Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
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Larsen, Kasper
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Lépinette, Emmanuel
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Obłój, Jan
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Soner, Halil Mete
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2
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2
Bichuch, Maxim
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2
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2
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Finance and stochastics
Journal of financial engineering
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Insurance / Mathematics & economics
4
Finance research letters
3
International journal of theoretical and applied finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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ECONIS (ZBW)
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1
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
2
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
3
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
4
Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Belak, Christoph
;
Sass, Jörn
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10012114661
Saved in:
5
No-arbitrage under a class of honest times
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 127-159
Persistent link: https://www.econbiz.de/10011945638
Saved in:
6
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
7
No-arbitrage up to random horizon for quasi-left-continuous models
Aksamit, Anna
;
Choulli, Tahir
;
Deng, Jun
;
Jeanblanc, Monique
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1103-1139
Persistent link: https://www.econbiz.de/10011944480
Saved in:
8
How non-arbitrage, viability and numéraire portfolio are related
Choulli, Tahir
;
Deng, Jun
;
Ma, Junfeng
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 719-741
Persistent link: https://www.econbiz.de/10011420437
Saved in:
9
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
Saved in:
10
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
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