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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematical programming"
~subject:"Portfolio allocation"
~subject:"Risiko"
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Mathematical programming
Portfolio allocation
Risiko
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Expected utility
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Theorie
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Theory
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Portfolio selection
8
Portfolio-Management
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Nutzen
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Entropy
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Martingal
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Asset Pricing
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Behavioural finance
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CAPM
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Incomplete market
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Musielak-Orlicz space
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Nutzentheorie
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Optimal portfolio choice
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Probability theory
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Heyne, Gregor
1
Kupper, Michael
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Mrad, Mohamed
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Serrano, Rafael
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Tangpi, Ludovic
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International journal of theoretical and applied finance
Journal of mathematical economics
17
Economics letters
15
Insurance / Mathematics & economics
15
European journal of operational research : EJOR
11
Theory and decision : an international journal for multidisciplinary advances in decision science
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of economic theory
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Journal of economic behavior & organization : JEBO
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Journal of risk and uncertainty : JRU
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Mathematics and financial economics
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American journal of agricultural economics
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Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
4
Finance and stochastics
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Finance research letters
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Journal of risk and uncertainty
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Mathematics of operations research
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Research paper series / Swiss Finance Institute
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Risks : open access journal
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CESifo working papers
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Department working papers / Bar-Ilan University, Department of Economics
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Discussion paper / University of British Columbia, Department of Economics
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Finance : revue de l'Association Française de Finance
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La finance et les nouveaux modèles de décision dans l'incertain et dans le risque
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical social sciences
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Swiss Finance Institute Research Paper
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The Geneva papers on risk and insurance theory
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Annals of operations research
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Bonn Econ Discussion Papers / BGSE
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Bulletin of economic research
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CEDEX discussion paper series
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CESifo Working Paper
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Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
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2
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
3
Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
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