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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Portfolio selection
Prognoseverfahren
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496
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152
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130
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130
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Kabanov, Jurij M.
6
Benth, Fred Espen
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Choulli, Tahir
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Jeanblanc, Monique
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Pham, Huyên
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Finance and stochastics
International journal of forecasting
755
NBER working paper series
507
Journal of forecasting
460
Working paper / National Bureau of Economic Research, Inc.
443
NBER Working Paper
439
European journal of operational research : EJOR
388
Journal of banking & finance
382
Finance research letters
329
Insurance / Mathematics & economics
323
Journal of economic dynamics & control
281
Discussion paper / Centre for Economic Policy Research
274
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267
Economics letters
260
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235
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221
Mathematical finance : an international journal of mathematics, statistics and financial theory
220
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219
International journal of theoretical and applied finance
218
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202
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193
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188
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186
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185
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181
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175
The review of financial studies
173
International review of economics & finance : IREF
162
The European journal of finance
160
CESifo working papers
158
Applied economics letters
157
International review of financial analysis
155
Journal of international money and finance
155
The journal of finance : the journal of the American Finance Association
147
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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
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2
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
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3
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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4
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
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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
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
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7
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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8
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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9
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
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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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