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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~subject:"Black-Scholes model"
~subject:"Portfolio-Management"
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Black-Scholes model
Portfolio-Management
Theorie
1,107
Theory
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Mathematical programming
221
Mathematische Optimierung
221
Portfolio selection
215
Stochastic process
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Korn, Ralf
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2
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International journal of theoretical and applied finance
Mathematical methods of operations research
Insurance / Mathematics & economics
281
European journal of operational research : EJOR
272
Journal of banking & finance
246
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
196
NBER Working Paper
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
186
Finance research letters
178
Journal of economic dynamics & control
171
Finance and stochastics
169
Quantitative finance
125
Research paper series / Swiss Finance Institute
125
The review of financial studies
106
Risks : open access journal
105
Journal of financial economics
102
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98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
87
Swiss Finance Institute Research Paper
87
The European journal of finance
84
Economic modelling
83
Economics letters
79
International review of economics & finance : IREF
74
Computational economics
73
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71
International review of financial analysis
70
The journal of asset management
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SpringerLink / Bücher
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Applied mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
65
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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Annals of finance
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Discussion paper / Tinbergen Institute
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61
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1
Benchmark and mean-variance problems for insurers
Bäuerle, Nicole
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 159-165
Persistent link: https://www.econbiz.de/10003114496
Saved in:
2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
4
Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang
;
Zhang, Chunhong
;
Siu, Tak Kuen
- In:
Mathematical methods of operations research
75
(
2012
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
Saved in:
5
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
6
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
7
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
8
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
9
Numerical solutions for the Cheridito-Soner-Touzi super-replication model under gamma constraints
Tourin, Agnés
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 401-414
Persistent link: https://www.econbiz.de/10003344320
Saved in:
10
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
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