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~isPartOf:"Journal of banking & finance"
~person:"Jin, Xing"
~person:"Khalifa, Mohamed"
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Jump-diffusion process
1
Martingale-duality approach
1
Optimal portfolio choice
1
Portfolio constraints
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Portfolio selection
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Portfolio-Management
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Theory
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Jin, Xing
Khalifa, Mohamed
Zhang, Kun
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Journal of banking & finance
European journal of operational research : EJOR
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Working Papers / Economics Department, Queen's University
4
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Queen's Economics Department Working Paper
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Discussion paper / Institute for Economic Research, Queen's University
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Finance and stochastics
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International review of financial analysis
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Journal of business research : JBR
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Management Science
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Mathematical Finance
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Queen's Economics Department working paper
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Review of Financial Studies
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The journal of computational finance
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The review of financial studies
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Working Papers / Financial Econometrics Research Centre, Warwick Business School
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Applied Energy
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Energy conversion and management : ECM
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European Journal of Operational Research
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Finance Research Letters
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Finance Working Papers
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Finance and Stochastics
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Journal of Banking & Finance
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Journal of Business Research
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Journal of Economic Dynamics and Control
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Journal of Mathematical Economics
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Journal of economic dynamics & control
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Journal of mathematical economics
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Mathematics of operations research
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Quantitative analysis in financial markets ; [Vol. 1]
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Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing
;
Zhang, Kun
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1733-1746
Persistent link: https://www.econbiz.de/10009729466
Saved in:
2
Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing
;
Zhang, Kun
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1733-1746
Persistent link: https://www.econbiz.de/10010094495
Saved in:
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