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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
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Theory
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Option pricing theory
185
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Portfolio selection
154
Stochastic process
81
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Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
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Guasoni, Paolo
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2
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2
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2
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2
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Cui, Xiangyu
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Cvitanić, Jakša
2
Detemple, Jérôme B.
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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He, Xue Dong
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2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
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2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
279
Insurance / Mathematics & economics
279
Journal of banking & finance
240
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Finance research letters
175
Journal of economic dynamics & control
167
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
121
Management science : journal of the Institute for Operations Research and the Management Sciences
103
Risks : open access journal
103
The review of financial studies
99
Journal of financial economics
98
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
Discussion paper / Centre for Economic Policy Research
85
Economic modelling
84
Swiss Finance Institute Research Paper
84
Economics letters
79
The European journal of finance
78
Mathematics and financial economics
76
Computational economics
72
International review of economics & finance : IREF
71
International review of financial analysis
68
Mathematical methods of operations research
68
The journal of asset management
68
The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Annals of finance
61
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Journal of mathematical finance
57
Applied economics
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ECONIS (ZBW)
154
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1
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
2
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
3
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
4
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
5
Portfolio optimization with downside constraints
Lakner, Peter
;
Nygren, Lan Ma
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10003325855
Saved in:
6
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
7
Nonparametric kernel-based sequential investment strategies
Györfi, László
;
Lugosi, Gábor
;
Udina, Frederic
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 337-357
Persistent link: https://www.econbiz.de/10003325975
Saved in:
8
Portfolio insurance and volatility regime switching
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 387-417
Persistent link: https://www.econbiz.de/10003326017
Saved in:
9
Disutility, optimal retirement, and portfolio selection
Choi, Kyoung Jin
;
Shim, Gyoocheol
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 443-467
Persistent link: https://www.econbiz.de/10003326047
Saved in:
10
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
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