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~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~subject:"Risikomaß"
~subject:"Stochastic process"
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Portfolio selection
Risikomaß
Stochastic process
Theorie
151
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Portfolio-Management
57
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Journal of mathematical finance
European journal of operational research : EJOR
713
Insurance / Mathematics & economics
454
Journal of banking & finance
291
NBER working paper series
274
Finance and stochastics
261
International journal of theoretical and applied finance
240
Journal of economic dynamics & control
236
Working paper / National Bureau of Economic Research, Inc.
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
227
NBER Working Paper
226
Finance research letters
215
Risks : open access journal
187
Computers & operations research : and their applications to problems of world concern ; an international journal
182
Quantitative finance
170
Operations research
164
Research paper series / Swiss Finance Institute
153
Discussion paper / Tinbergen Institute
151
Operations research letters
151
Journal of econometrics
147
Management science : journal of the Institute for Operations Research and the Management Sciences
141
Economic modelling
135
Economics letters
134
International journal of production research
133
Journal of empirical finance
132
The review of financial studies
122
Journal of economic theory
118
Mathematics of operations research
115
Computational economics
112
Journal of financial economics
111
SpringerLink / Bücher
109
Discussion paper / Centre for Economic Policy Research
108
The journal of finance : the journal of the American Finance Association
108
Swiss Finance Institute Research Paper
106
Mathematical methods of operations research
104
The journal of portfolio management : a publication of Institutional Investor
103
The European journal of finance
101
Mathematics and financial economics
96
International journal of production economics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
International review of financial analysis
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Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011398566
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2
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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3
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
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4
Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin
;
Zhang, Liming
;
Zhu, Dongjin
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
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5
Smart beta portfolio optimization
AlMahdi, Saud
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
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6
Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai
;
Ni, Yuan-Hua
;
Li, Xun
;
Yiu, Ka-Fai Cedric
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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7
Credit rating modelled with reflected stochastic differential equations
Sonubi, Adeyemi Adewale
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 333-337
Persistent link: https://www.econbiz.de/10011312408
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8
Interest-rate modeling conundrums
Lin, Peter C. L.
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 328-332
Persistent link: https://www.econbiz.de/10011312409
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9
Extending multi-period Pluto and Tasche PD calibration model Using mode LRDF approach
Surzhko, Denis
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 297-303
Persistent link: https://www.econbiz.de/10011312413
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10
Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
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