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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Choulli, Tahir"
~subject:"Estimation"
~subject:"Euro area"
~subject:"Martingal"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Estimation
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Choulli, Tahir
Kabanov, Jurij M.
9
Tavlas, George S.
8
Taylor, Mark P.
8
Titman, Sheridan
8
Carr, Peter
7
Shleifer, Andrei
7
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6
Bekaert, Geert
6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
Brennan, Michael J.
5
Chinn, Menzie David
5
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5
Fatum, Rasmus
5
Fontana, Claudio
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Fukasawa, Masaaki
5
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5
Hong, Harrison G.
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Jeanblanc, Monique
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Kardaras, Constantinos
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Obłój, Jan
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Pham, Huyên
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Finance and stochastics
Journal of international money and finance
The journal of finance : the journal of the American Finance Association
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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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
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:
3
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:
4
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:
5
Minimal Hellinger martingale measures of order q
Choulli, Tahir
;
Stricker, Christophe
;
Li, Jai
- In:
Finance and stochastics
11
(
2007
)
3
,
pp. 399-427
Persistent link: https://www.econbiz.de/10003485815
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