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~isPartOf:"International journal of theoretical and applied finance"
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Brigo, Damiano
8
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7
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6
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Konno, Hiroshi
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5
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Friedman, Craig
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Kwok, Yue-Kuen
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Wu, Lixin
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4
Bielecki, Tomasz R.
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Grorud, Axel
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Hui, Cho H.
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Lo, C. F.
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Račev, Svetlozar T.
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Baviera, Roberto
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Ebrahim, Muhammed Shahid
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Frey, Rüdiger
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Frittelli, Marco
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Gulko, Les
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Hoogland, J. K.
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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International journal of theoretical and applied finance
NBER working paper series
6,926
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6,531
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6,286
Economics letters
5,385
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Economic modelling
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1,661
Journal of econometrics
1,620
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,605
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1,600
Management science : journal of the Institute for Operations Research and the Management Sciences
1,542
Applied economics
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Journal of monetary economics
1,438
Social choice and welfare
1,424
Public choice
1,397
International economic review
1,395
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1,390
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ECONIS (ZBW)
573
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1
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573
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1
Portfolio optimization under nonlinear
utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
Saved in:
2
Equilibrium prices for monetary
utility
functions
Filipović, Damir
;
Kupper, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 325-343
Persistent link: https://www.econbiz.de/10003733151
Saved in:
3
Optimal trading strategy with partial information and the value of information : the simplified and generalized models
Yang, Zhaojun
;
Ma, Chaoqun
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 759-772
Persistent link: https://www.econbiz.de/10001612217
Saved in:
4
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
5
Utility
theory
front to back-inferring
utility
from agents' choices
Cox, Alexander M. G.
;
Hobson, David G.
;
Obłój, Jan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
Saved in:
6
Accelerated share repurchase : pricing and execution strategy
Guéant, Olivier
;
Pu, Jiang
;
Royer, Guillaume
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403749
Saved in:
7
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
8
A note on
utility
indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
9
Optimal portfolio under state-dependent expected
utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
10
Model performance measures for leveraged investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 541-554
Persistent link: https://www.econbiz.de/10002171463
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