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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Risikoaversion"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Risikoaversion
Decision under uncertainty
17
Entscheidung unter Unsicherheit
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Theorie
12
Theory
12
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9
Risk
9
Model uncertainty
6
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Aufsatz in Zeitschrift
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Herrmann, Sebastian
2
Källblad, Sigrid
2
Muhle-Karbe, Johannes
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Han, Bingyan
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Obłój, Jan
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Pun, Chi Seng
1
Riedel, Frank
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Seifried, Frank Thomas
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Su, Xia
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Wong, Hoi Ying
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Finance and stochastics
European journal of operational research : EJOR
50
Journal of economic theory
48
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Economics letters
26
Theory and decision : an international journal for multidisciplinary advances in decision science
26
Economic theory : official journal of the Society for the Advancement of Economic Theory
20
Journal of economic behavior & organization : JEBO
20
Journal of risk and uncertainty : JRU
18
Journal of banking & finance
15
Journal of mathematical economics
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Games and economic behavior
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Insurance / Mathematics & economics
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Experimental economics : a journal of the Economic Science Association
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Annals of finance
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Journal of behavioral and experimental economics
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Journal of financial economics
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Theoretical economics : TE ; an open access journal in economic theory
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Energy economics
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International journal of production economics
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Journal of behavioral decision making
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Journal of economic psychology : research in economic psychology and behavioral economics
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Journal of economics
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Mathematics of operations research
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Quantitative finance
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Economic theory
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European economic review : EER
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International review of financial analysis
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Journal of financial markets
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Journal of the Operational Research Society
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ECONIS (ZBW)
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Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
2
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:
3
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
4
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:
5
Model uncertainty, recalibration, and the emergence of delta-vega hedging
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 873-930
Persistent link: https://www.econbiz.de/10011944452
Saved in:
6
On irreversible investment
Riedel, Frank
;
Su, Xia
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 607-633
Persistent link: https://www.econbiz.de/10009423296
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