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~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Portfolio-Management
309
Option pricing theory
302
Optionspreistheorie
302
Stochastic process
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Stochastischer Prozess
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Kabanov, Jurij M.
7
Muhle-Karbe, Johannes
7
Choulli, Tahir
6
Guasoni, Paolo
6
Pham, Huyên
6
Platen, Eckhard
6
Zariphopoulou-Souganidis, Thaleia
6
Zhou, Xun Yu
6
Benth, Fred Espen
5
Karatzas, Ioannis
5
Kardaras, Constantinos
5
Li, Duan
5
Pliska, Stanley R.
5
Schied, Alexander
5
Glasserman, Paul
4
Jeanblanc, Monique
4
Jin, Hanqing
4
Klüppelberg, Claudia
4
Korn, Ralf
4
Larsen, Kasper
4
Obłój, Jan
4
Rüschendorf, Ludger
4
Stricker, Christophe
4
Tankov, Peter
4
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3
Bielecki, Tomasz R.
3
Bouchard, Bruno
3
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3
Carassus, Laurence
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Cvitanić, Jakša
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Deng, Jun
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El Karoui, Nicole
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Evstigneev, Igor V.
3
Filipović, Damir
3
Frey, Rüdiger
3
Jarrow, Robert A.
3
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3
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
International journal of theoretical and applied finance
147
Quantitative finance
133
Research paper series / Swiss Finance Institute
123
Risks : open access journal
106
Management science : journal of the Institute for Operations Research and the Management Sciences
104
The review of financial studies
103
Journal of financial economics
100
The journal of finance : the journal of the American Finance Association
98
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
87
Economic modelling
86
Swiss Finance Institute Research Paper
84
Economics letters
82
The European journal of finance
80
Mathematics and financial economics
78
Computational economics
73
International review of economics & finance : IREF
72
The journal of asset management
69
International review of financial analysis
68
Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
66
SpringerLink / Bücher
65
Discussion paper / Tinbergen Institute
64
The North American journal of economics and finance : a journal of financial economics studies
64
The journal of portfolio management : JPM
64
Journal of mathematical finance
62
Journal of economic theory
61
Annals of finance
60
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ECONIS (ZBW)
309
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1
Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien
;
Kaniel, Ron
- In:
Mathematical finance : an international journal of …
20
(
2010
)
2
,
pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
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2
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:
3
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
4
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:
5
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander
;
Zhang, Tao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Saved in:
6
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:
7
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:
8
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:
9
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
Saved in:
10
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
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