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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~subject:"Probability theory"
~subject:"Risk"
~type_genre:"Article in journal"
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Probability theory
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253
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Insurance / Mathematics & economics
253
European journal of operational research : EJOR
183
Risks : open access journal
117
Economics letters
110
Journal of banking & finance
91
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85
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54
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54
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51
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48
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economic theory
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International review of economics & finance : IREF
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Metrika : international journal for theoretical and applied statistics
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The North American journal of economics and finance : a journal of financial economics studies
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Journal of risk and uncertainty : JRU
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The market model of interest rate dynamics
Brace, Alan
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 127-155
Persistent link: https://www.econbiz.de/10001220280
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2
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
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3
Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
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4
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
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5
Optimal investment strategies for controlling drawdowns
Grossman, Sanford J.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 241-276
Persistent link: https://www.econbiz.de/10001184871
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6
Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W.
- In:
The journal of futures markets
4
(
1984
)
4
,
pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
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7
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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8
A counterexample to several problems in the theory of asset pricing
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 217-229
Persistent link: https://www.econbiz.de/10001333343
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9
Consols in the CIR model
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001333350
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10
The distribution of standardized futures price changes
Venkateswaran, Meenakshi
- In:
The journal of futures markets
13
(
1993
)
3
,
pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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