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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Recht"
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Portfolio selection
Recht
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Kabanov, Jurij M.
6
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4
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4
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Finance and stochastics
Betriebs-Berater : BB
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European journal of operational research : EJOR
284
Insurance / Mathematics & economics
277
Journal of banking & finance
243
NBER working paper series
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Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
227
Working paper / National Bureau of Economic Research, Inc.
193
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190
Finance research letters
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Recht der internationalen Wirtschaft : RIW ; Betriebs-Berater international
182
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180
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167
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154
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145
International journal of theoretical and applied finance
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121
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105
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105
Management science : journal of the Institute for Operations Research and the Management Sciences
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Der Betriebs-Berater : Zehntagedienst für Wirtschafts-, Steuer-, Arbeits- u. Sozialrecht
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Discussion paper / Centre for Economic Policy Research
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Economics letters
86
The European journal of finance
84
Economic modelling
83
Swiss Finance Institute Research Paper
83
Beck'sche Kurz-Kommentare
76
Computational economics
75
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74
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ECONIS (ZBW)
152
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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
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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5
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:
6
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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7
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:
8
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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9
MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
Saved in:
10
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
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