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~isPartOf:"Annals of finance"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risk"
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Portfolio selection
Risiko
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CAPM
61
Theorie
46
Theory
46
Portfolio-Management
25
Arbitrage
13
Stochastic process
13
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Jarrow, Robert A.
3
Madan, Dilip B.
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Bottazzi, Giulio
2
Fernholz, Robert
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2
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1
Banner, Adrian D.
1
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Annals of finance
NBER working paper series
119
Research paper series / Swiss Finance Institute
104
Journal of financial economics
98
Finance research letters
97
Journal of banking & finance
97
Working paper / National Bureau of Economic Research, Inc.
83
Swiss Finance Institute Research Paper
75
Journal of empirical finance
73
NBER Working Paper
73
The review of financial studies
65
International review of financial analysis
59
International review of economics & finance : IREF
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The journal of finance : the journal of the American Finance Association
51
Journal of economic dynamics & control
48
Working paper / Centre for Financial Research
46
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45
Applied economics
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The journal of portfolio management : a publication of Institutional Investor
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36
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35
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Journal of international financial markets, institutions & money
33
Pacific-Basin finance journal
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The European journal of finance
33
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Finance and stochastics
32
The North American journal of economics and finance : a journal of financial economics studies
32
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30
Discussion paper / Centre for Economic Policy Research
29
Journal of investment management : JOIM
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International journal of theoretical and applied finance
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Journal of financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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ECONIS (ZBW)
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1
On a class of diverse market models
Sarantsev, Andrey
- In:
Annals of finance
10
(
2014
)
2
,
pp. 291-314
Persistent link: https://www.econbiz.de/10010350852
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2
Fundamental theorem of asset pricing under fixed and proportional transaction costs
Brown, Martin
;
Zastawniak, Tomasz
- In:
Annals of finance
16
(
2020
)
3
,
pp. 423-433
Persistent link: https://www.econbiz.de/10012496392
Saved in:
3
The no-
arbitrage
pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
4
Generalized volatility-stabilized processes
Picková, Radka
- In:
Annals of finance
10
(
2014
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10010244577
Saved in:
5
Optimization of relative
arbitrage
Wong, Ting-Kam Leonard
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 345-382
Persistent link: https://www.econbiz.de/10011459074
Saved in:
6
Relative asset price bubbles
Falafala, Roseline Bilina
;
Jarrow, Robert A.
;
Protter, …
- In:
Annals of finance
12
(
2016
)
2
,
pp. 135-160
Persistent link: https://www.econbiz.de/10011555672
Saved in:
7
Short-term relative
arbitrage
in volatility-stabilized markets
Banner, Adrian D.
;
Fernholz, Daniel
- In:
Annals of finance
4
(
2008
)
4
,
pp. 445-454
Persistent link: https://www.econbiz.de/10003737199
Saved in:
8
Relative
arbitrage
in volatility-stabilized markets
Fernholz, Robert
;
Karatzas, Ioannis
- In:
Annals of finance
1
(
2005
)
2
,
pp. 149-177
Persistent link: https://www.econbiz.de/10002713164
Saved in:
9
Currency returns, market regimes and behavioral biases
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10009741195
Saved in:
10
Demand shocks and market manipulation
Pinheiro, Marcelo
- In:
Annals of finance
4
(
2008
)
3
,
pp. 269-298
Persistent link: https://www.econbiz.de/10003714669
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