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Optimal risk taking with flexi...
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Finance and stochastics
European journal of operational research : EJOR
750
NBER working paper series
656
Journal of banking & finance
592
Working paper / National Bureau of Economic Research, Inc.
583
Management science : journal of the Institute for Operations Research and the Management Sciences
531
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476
Finance research letters
449
Insurance / Mathematics & economics
391
Annals of operations research
364
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Omega : the international journal of management science
337
International review of financial analysis
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Discussion paper / Centre for Economic Policy Research
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Journal of financial economics
282
Journal of economic dynamics & control
266
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
255
The journal of finance : the journal of the American Finance Association
239
Computers & operations research : and their applications to problems of world concern ; an international journal
236
Research paper series / Swiss Finance Institute
235
Applied economics
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International journal of theoretical and applied finance
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The review of financial studies
221
Journal of empirical finance
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Discussion paper series / IZA
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Economics letters
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Journal of business research : JBR
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Quantitative finance
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Economic modelling
191
International review of economics & finance : IREF
190
Journal of economic behavior & organization : JEBO
190
Journal of financial and quantitative analysis : JFQA
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Mathematical finance : an international journal of mathematics, statistics and financial theory
178
The European journal of finance
178
Operations research letters
173
Journal of risk and financial management : JRFM
172
CESifo working papers
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ECONIS (ZBW)
196
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1
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
2
A generalization of the mutual fund theorem
Khanna, Ajay
;
Kulldorff, Martin
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001367026
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3
Turnpike behavior of long-term investments
Huang, Chi-fu
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
Saved in:
4
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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5
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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6
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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7
Beating a moving target : optimal portfolio strategies for outperforming a stochastic benchmark
Browne, Sid
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001389104
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8
Convergence of strategies : an approach using Clark-Haussmann's formula
Pedersen, Jan
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 323-344
Persistent link: https://www.econbiz.de/10001389113
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9
An application of hidden Markov models to asset allocation problems
Elliott, Robert J.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
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10
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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