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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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220
Theorie
152
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152
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58
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58
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47
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Korn, Ralf
7
Konno, Hiroshi
6
Fabozzi, Frank J.
5
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
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Forsyth, Peter A.
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Frahm, Gabriel
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Hughston, Lane P.
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Leung, Tim
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Račev, Svetlozar T.
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Wilmott, Paul
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Yamamoto, Rei
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2
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Benth, Fred Espen
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Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Bäuerle, Nicole
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Chan, Ngai Hang
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Charpin, Françoise
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Cialenco, Igor
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Epstein, D.
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Escobar, Marcos
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Gardiol, Lucien
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Grasselli, Matheus
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Hess, Markus
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Kim, Young Shin
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Kwan, Clarence C. Y.
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Lipton, Alexander
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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International journal of theoretical and applied finance
European journal of operational research : EJOR
3,130
Computers & operations research : and their applications to problems of world concern ; an international journal
1,513
International journal of production research
1,075
Operations research letters
695
NBER working paper series
648
Journal of banking & finance
588
Working paper / National Bureau of Economic Research, Inc.
550
International journal of production economics
512
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507
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474
Finance research letters
473
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437
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397
Journal of economic dynamics & control
354
Transportation research / E : an international journal
321
Journal of the Operational Research Society
315
Mathematical methods of operations research
305
International review of financial analysis
291
Journal of the Operational Research Society : OR
289
Discussion paper / Centre for Economic Policy Research
281
Journal of financial economics
266
Annals of operations research
257
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
256
Discussion paper / Tinbergen Institute
253
Research paper series / Swiss Finance Institute
245
Group decision and negotiation
242
The journal of finance : the journal of the American Finance Association
238
Operational research : an international journal
235
Economics letters
234
Opsearch : journal of the Operational Research Society of India
234
Discussion paper / Center for Economic Research, Tilburg University
225
Finance and stochastics
223
Applied economics
221
OR spectrum : quantitative approaches in management
217
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ECONIS (ZBW)
241
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1
A concise characterization of optimal consumption with logarithmic preferences
Korn, Ralf
;
Seifried, Frank Thomas
- In:
International journal of theoretical and applied finance
16
(
2013
)
6
,
pp. 1-7
Persistent link: https://www.econbiz.de/10010197180
Saved in:
2
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
Saved in:
3
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
4
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
5
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:
6
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:
7
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:
8
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
9
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
Saved in:
10
Maximizing the probability of achieving a goal in the case of a partially observed drift process
Zohar, Gady
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 321-333
Persistent link: https://www.econbiz.de/10001578744
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