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International journal of theoretical and applied finance
European journal of operational research : EJOR
678
Journal of banking & finance
581
NBER working paper series
564
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486
MPRA Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
190
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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1
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
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2
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
3
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
4
Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
Saved in:
5
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
6
Comparison of mean variance like strategies for optimal asset allocation problems
Wang, J.
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624512
Saved in:
7
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:
8
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
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9
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
10
Hedge-fund management with liquidity constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
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