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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Risiko"
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Portfolio selection
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496
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131
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131
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Kabanov, Jurij M.
7
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Finance and stochastics
European journal of operational research : EJOR
479
Insurance / Mathematics & economics
451
NBER working paper series
421
Working paper / National Bureau of Economic Research, Inc.
355
NBER Working Paper
347
Journal of banking & finance
309
Journal of economic dynamics & control
269
Economics letters
261
Finance research letters
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Journal of economic theory
198
CESifo working papers
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189
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
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International journal of theoretical and applied finance
165
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154
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105
International review of economics & finance : IREF
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Swiss Finance Institute Research Paper
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The European journal of finance
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International review of financial analysis
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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
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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
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3
Equilibrium in risk-sharing games
Anthropelos, Michail
;
Kardaras, Constantinos
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 815-865
Persistent link: https://www.econbiz.de/10011944429
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4
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
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5
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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6
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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7
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:
8
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:
9
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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10
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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