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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio-optimization models...
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Portfolio selection
220
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220
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56
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56
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35
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Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
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3
Cartea, Álvaro
3
Forsyth, Peter A.
3
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Leung, Tim
3
Račev, Svetlozar T.
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Chan, Ngai Hang
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2
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2
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2
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International journal of theoretical and applied finance
NBER working paper series
612
Journal of banking & finance
604
Working paper / National Bureau of Economic Research, Inc.
533
Finance research letters
488
NBER Working Paper
438
European journal of operational research : EJOR
402
Insurance / Mathematics & economics
392
International review of financial analysis
303
Journal of financial economics
300
Journal of economic dynamics & control
277
The journal of finance : the journal of the American Finance Association
275
The journal of portfolio management : a publication of Institutional Investor
259
Discussion paper / Centre for Economic Policy Research
258
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255
Applied economics
233
Research paper series / Swiss Finance Institute
233
The review of financial studies
232
Finance and stochastics
231
Management science : journal of the Institute for Operations Research and the Management Sciences
221
Journal of empirical finance
207
Quantitative finance
207
SpringerLink / Bücher
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International review of economics & finance : IREF
198
Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Journal of financial and quantitative analysis : JFQA
195
Economic modelling
188
The European journal of finance
183
Risks : open access journal
182
Economics letters
173
The North American journal of economics and finance : a journal of financial economics studies
164
Journal of risk and financial management : JRFM
163
Working paper
160
Swiss Finance Institute Research Paper
159
Research in international business and finance
153
Discussion paper / Tinbergen Institute
151
Europäische Hochschulschriften / 5
148
Journal of investment management : JOIM
148
Applied economics letters
147
Pacific-Basin finance journal
143
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ECONIS (ZBW)
232
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1
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
2
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
3
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
4
Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
Saved in:
5
Conditional-mean hedging under transaction costs in Gaussian models
Sottinen, Tommi
;
Viitasaari, Lauri
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011854596
Saved in:
6
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
7
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
8
Optimal mean reversion trading with transaction costs and stop-loss exit
Leung, Tim
;
Li, Xin
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403754
Saved in:
9
Minimal cost index tracking under nonlinear transaction costs and minimal transaction unit constraints
Konno, Hiroshi
;
Wijayanayake, Annista
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001632658
Saved in:
10
Portfolio optimization of small scale fund using mean-absolute deviation model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
6
(
2003
)
4
,
pp. 403-418
Persistent link: https://www.econbiz.de/10001779826
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