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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Fiscal policy"
~subject:"Portfolio-Management"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
20
European journal of operational research : EJOR
9
Journal of economic dynamics & control
8
NBER Working Paper
8
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
6
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5
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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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International journal of theoretical and applied finance
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Journal of economic behavior & organization : JEBO
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Journal of economic theory
2
Journal of international economics
2
Journal of international money and finance
2
Journal of macroeconomics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical methods of operations research : ZOR
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Mathematics and financial economics
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Scandinavian actuarial journal
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1
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
2
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:
3
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
4
Time-consistent and market-consistent evaluations
Pelsser, Antoon André Jean
;
Stadje, Mitja
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 25-65
Persistent link: https://www.econbiz.de/10010256228
Saved in:
5
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
6
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
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