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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio selection"
~subject:"Risiko"
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Portfolio selection
Risiko
Portfolio-Management
177
Theorie
156
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156
Stochastic process
28
Stochastischer Prozess
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Incomplete market
27
Unvollkommener Markt
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Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
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Jin, Hanqing
4
Korn, Ralf
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2
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Cont, Rama
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Cvitanić, Jakša
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Detemple, Jérôme B.
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Evstigneev, Igor V.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
576
NBER working paper series
539
Working paper / National Bureau of Economic Research, Inc.
468
Finance research letters
441
European journal of operational research : EJOR
398
Insurance / Mathematics & economics
386
NBER Working Paper
384
International review of financial analysis
290
Journal of financial economics
266
Journal of economic dynamics & control
258
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
233
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
221
Discussion paper / Centre for Economic Policy Research
216
Applied economics
212
Management science : journal of the Institute for Operations Research and the Management Sciences
205
Quantitative finance
203
Journal of empirical finance
200
The review of financial studies
198
Finance and stochastics
196
International review of economics & finance : IREF
184
Journal of financial and quantitative analysis : JFQA
180
Economic modelling
178
Risks : open access journal
175
SpringerLink / Bücher
175
The European journal of finance
174
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
152
Journal of investment management : JOIM
146
Economics letters
142
Pacific-Basin finance journal
141
The journal of investing
140
Applied economics letters
136
Research in international business and finance
133
The journal of wealth management
131
Working paper
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ECONIS (ZBW)
177
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1
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
2
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
3
Buy-low and sell-high investment strategies
Zervos, Mihail
;
Johnson, Timothy C.
;
Alazemi, Fares
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 560-578
Persistent link: https://www.econbiz.de/10009783348
Saved in:
4
Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
Saved in:
5
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad
;
Kale, Satyen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
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6
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
Saved in:
7
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:
8
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:
9
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:
10
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
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