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~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"NBER Working Paper"
~subject:"Portfolio-Management"
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Optimal portfolio liquidation with additional information
Ankirchner, Stefan
;
Blanchet-Scalliet, Christophette
; …
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011445989
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Positive alphas and a generalized multiple-factor asset pricing model
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematics and financial economics
10
(
2016
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10011446005
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Natural risk measures
Assa, Hirbod
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011555306
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Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
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2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
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Safety-first portfolio selection
Chiu, Wan-Yi
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 657-674
Persistent link: https://www.econbiz.de/10012586212
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On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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Risk management with expected shortfall
Wei, Pengyu
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 847-883
Persistent link: https://www.econbiz.de/10012616860
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Equilibrium effects of intraday order-splitting benchmarks
Choi, Jin Hyuk
;
Larsen, Kasper
;
Seppi, Duane J.
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 315-352
Persistent link: https://www.econbiz.de/10012500028
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