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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Stochastischer Prozess"
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Portfolio selection
Stochastischer Prozess
Theorie
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Portfolio-Management
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Option pricing theory
109
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Kabanov, Jurij M.
9
Jeanblanc, Monique
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Finance and stochastics
European journal of operational research : EJOR
713
Insurance / Mathematics & economics
394
NBER working paper series
273
Journal of banking & finance
263
International journal of theoretical and applied finance
251
Journal of economic dynamics & control
231
Working paper / National Bureau of Economic Research, Inc.
229
NBER Working Paper
225
Mathematical finance : an international journal of mathematics, statistics and financial theory
222
Finance research letters
207
Computers & operations research : and their applications to problems of world concern ; an international journal
180
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176
Operations research
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Risks : open access journal
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142
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142
Journal of econometrics
136
Economics letters
135
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130
International journal of production research
130
The review of financial studies
125
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122
Mathematics of operations research
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Journal of economic theory
120
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Journal of empirical finance
112
Journal of financial economics
112
Discussion paper / Centre for Economic Policy Research
110
The journal of finance : the journal of the American Finance Association
110
Mathematical methods of operations research
103
SpringerLink / Bücher
99
The journal of portfolio management : a publication of Institutional Investor
99
The European journal of finance
98
Swiss Finance Institute Research Paper
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Mathematics and financial economics
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International journal of production economics
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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
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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4
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:
5
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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6
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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7
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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8
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:
9
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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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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