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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
177
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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Swiss Finance Institute Research Paper
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The journal of investing
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Economics letters
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Pacific-Basin finance journal
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ECONIS (ZBW)
177
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61
The Expected Shortfall of quadratic portfolios with heavy-tailed risk factors
Broda, Simon A.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 710-728
Persistent link: https://www.econbiz.de/10009614939
Saved in:
62
Power utility maximization in constrained exponential Lévy models
Nutz, Marcel
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 690-709
Persistent link: https://www.econbiz.de/10009614940
Saved in:
63
Universal semiconstant rebalanced portfolios
Kozat, Suleyman S.
;
Singer, Andrew C.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 293-311
Persistent link: https://www.econbiz.de/10008935665
Saved in:
64
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
65
On portfolio choice by maximizing the outperformance probability
Puhalskii, Anatolii A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 145-167
Persistent link: https://www.econbiz.de/10008935697
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66
On two approaches to coherent risk contribution
Cherny, Alexander
;
Orlov, Dmitri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 557-571
Persistent link: https://www.econbiz.de/10009156014
Saved in:
67
Relaxed utility maximization in complete markets
Biagini, Sara
;
Guasoni, Paolo
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 703-722
Persistent link: https://www.econbiz.de/10009311613
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68
Robust asset allocation with benchmarked objectives
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Thaisiri Watewai
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 643-679
Persistent link: https://www.econbiz.de/10009311676
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69
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
70
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
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