Narrow search
Showing 1 - 10 of 155
Cover Image
Mutual fund portfolio choice in the presence of dynamic flows
Hugonnier, Julien; Kaniel, Ron - In: Mathematical finance : an international journal of … 20 (2010) 2, pp. 187-227
Persistent link: https://www.econbiz.de/10003955732
Cover Image
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre; Sircar, Kaushik Ronnie; … - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Cover Image
A state-constrained differential game arising in optimal portfolio liquidation
Schied, Alexander; Zhang, Tao - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 779-802
Persistent link: https://www.econbiz.de/10011764972
Cover Image
Optimal investment with undiversifiable income risk
Duffie, Darrell - In: Mathematical finance : an international journal of … 3 (1993) 2, pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Cover Image
Step options
Linetsky, Vadim - In: Mathematical finance : an international journal of … 9 (1999) 1, pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Cover Image
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B. - In: Mathematical finance : an international journal of … 2 (1992) 4, pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Cover Image
Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris - In: Mathematical finance : an international journal of … 2 (1992) 3, pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
Cover Image
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša - In: Mathematical finance : an international journal of … 6 (1996) 2, pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
Cover Image
Minimizing transaction costs of option hedging strategies
Grannan, E. R. - In: Mathematical finance : an international journal of … 6 (1996) 4, pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
Cover Image
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