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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivative"
~subject:"Risiko"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Risiko
Risikomaß
Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
27
Option pricing theory
22
Optionspreistheorie
22
Martingal
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Glasserman, Paul
2
Arai, Takuji
1
Bayraktar, Erhan
1
Bielecki, Tomasz R.
1
Bo, Lijun
1
Broda, Simon A.
1
Capponi, Agostino
1
Cartea, Álvaro
1
Cascos, Ignacio
1
Cerreia-Vioglio, Simone
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Cherny, Alexander
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Cherny, Alexander S.
1
Cialenco, Igor
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Cont, Rama
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Dolinsky, Yan
1
Du, Ke
1
Emmer, Susanne
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Frittelli, Marco
1
Fukasawa, Masaaki
1
Guasoni, Paolo
1
Guéant, Olivier
1
Hayashi, Takaki
1
Heidelberger, Philip
1
Henderson, Vicky
1
Hobson, David G.
1
Jaimungal, Sebastian
1
Kabanov, Jurij M.
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Klüppelberg, Claudia
1
Korn, Ralf
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Molčanov, Il'ja S.
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Muhle-Karbe, Johannes
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Mykland, Per A.
1
Natarajan, Karthik
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
157
Journal of banking & finance
135
European journal of operational research : EJOR
111
Finance research letters
86
Risks : open access journal
75
International review of financial analysis
66
Journal of risk
62
The North American journal of economics and finance : a journal of financial economics studies
55
International journal of theoretical and applied finance
53
The journal of asset management
53
Economic modelling
52
Quantitative finance
50
Journal of economic dynamics & control
46
Journal of empirical finance
46
Applied economics
45
Journal of risk and financial management : JRFM
45
Finance and stochastics
43
Journal of financial economics
42
The European journal of finance
42
International review of economics & finance : IREF
39
Economics letters
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
The journal of portfolio management : a publication of Institutional Investor
30
Scandinavian actuarial journal
27
Computational economics
26
Energy economics
26
Research in international business and finance
26
Journal of risk management in financial institutions
24
Journal of international financial markets, institutions & money
23
Mathematics and financial economics
23
Journal of financial and quantitative analysis : JFQA
22
The journal of risk model validation
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Operations research
21
The journal of fixed income
21
The journal of futures markets
21
Applied economics letters
20
Journal of investment management : JOIM
20
Journal of mathematical finance
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1
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
2
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan
;
Zhou, Zhou
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Saved in:
3
Utility maximization under model uncertainty in discrete time
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Saved in:
4
Benchmarked risk minimization
Du, Ke
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Saved in:
5
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
6
Optimal investment in credit derivatives portfolio under contagion risk
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 785-834
Persistent link: https://www.econbiz.de/10011583805
Saved in:
7
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
8
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Saved in:
9
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
10
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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