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~subject:"Asymmetrische Information"
~subject:"Portfolio selection"
~subject:"Welfare analysis"
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Asymmetrische Information
Portfolio selection
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Theorie
496
Theory
496
Portfolio-Management
152
Stochastic process
130
Stochastischer Prozess
130
Option pricing theory
106
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Kabanov, Jurij M.
6
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Guasoni, Paolo
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Jeanblanc, Monique
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Pham, Huyên
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3
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Wang, Ruodu
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2
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2
Belak, Christoph
2
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Campi, Luciano
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Kim, Donghan
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Finance and stochastics
NBER working paper series
619
Working paper / National Bureau of Economic Research, Inc.
577
NBER Working Paper
538
Discussion paper / Centre for Economic Policy Research
454
CESifo working papers
393
European journal of operational research : EJOR
319
Journal of banking & finance
292
Journal of economic theory
286
Insurance / Mathematics & economics
285
Economics letters
275
Journal of economic dynamics & control
248
Finance research letters
224
Working paper
195
Economic modelling
184
Economic theory : official journal of the Society for the Advancement of Economic Theory
184
The review of financial studies
177
Management science : journal of the Institute for Operations Research and the Management Sciences
175
Journal of financial economics
164
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
151
Discussion paper series / IZA
150
Discussion papers / CEPR
147
Research paper series / Swiss Finance Institute
145
The journal of finance : the journal of the American Finance Association
145
International review of economics & finance : IREF
140
Discussion paper
139
Quantitative finance
134
Games and economic behavior
133
Discussion paper / Tinbergen Institute
130
CESifo Working Paper Series
123
European economic review : EER
123
The American economic review
123
Journal of economic behavior & organization : JEBO
122
Journal of international economics
121
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
115
Journal of empirical finance
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Journal of public economics
112
International journal of industrial organization
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Risks : open access journal
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ECONIS (ZBW)
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1
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Asymmetric information in fads models
Guasoni, Paolo
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 159-177
Persistent link: https://www.econbiz.de/10003334913
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7
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:
8
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
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9
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
Saved in:
10
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
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