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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of risk and financial management : JRFM"
~subject:"Portfolio selection"
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Portfolio selection
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Kabanov, Jurij M.
6
Choulli, Tahir
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Jeanblanc, Monique
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Pham, Huyên
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Finance and stochastics
Journal of risk and financial management : JRFM
Insurance / Mathematics & economics
286
European journal of operational research : EJOR
285
Journal of banking & finance
246
NBER working paper series
240
Working paper / National Bureau of Economic Research, Inc.
193
NBER Working Paper
190
Finance research letters
185
Journal of economic dynamics & control
169
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
International journal of theoretical and applied finance
147
Quantitative finance
133
Research paper series / Swiss Finance Institute
123
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
103
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100
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98
The journal of portfolio management : a publication of Institutional Investor
98
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94
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Economics letters
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International review of economics & finance : IREF
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International review of financial analysis
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Mathematical methods of operations research
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SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of portfolio management : JPM
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ECONIS (ZBW)
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1
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
2
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
3
Mean field portfolio games
Fu, Guanxing
;
Zhou, Chao
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 189-231
Persistent link: https://www.econbiz.de/10013489591
Saved in:
4
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
5
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
6
The numéraire portfolio in semimartingale financial models
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 447-493
Persistent link: https://www.econbiz.de/10003645513
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7
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
Saved in:
8
Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald
;
Touzi, Nizar
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
Saved in:
9
Universal bounds for asset prices in heterogeneous economies
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 411-422
Persistent link: https://www.econbiz.de/10003899203
Saved in:
10
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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