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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Theorie"
~subject:"Wirtschaftswachstum"
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Wirtschaftswachstum
Portfolio selection
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Platen, Eckhard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
279
NBER working paper series
273
European journal of operational research : EJOR
272
Journal of banking & finance
246
Working paper / National Bureau of Economic Research, Inc.
224
NBER Working Paper
218
Finance research letters
168
Journal of economic dynamics & control
168
CESifo working papers
153
Finance and stochastics
152
International journal of theoretical and applied finance
145
Discussion paper / Centre for Economic Policy Research
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Quantitative finance
123
Research paper series / Swiss Finance Institute
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104
The review of financial studies
104
Journal of financial economics
101
The journal of finance : the journal of the American Finance Association
100
Risks : open access journal
99
The journal of portfolio management : a publication of Institutional Investor
99
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Journal of empirical finance
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Economic modelling
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Economics letters
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IMF Working Paper
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Swiss Finance Institute Research Paper
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The European journal of finance
79
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SpringerLink / Bücher
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International review of economics & finance : IREF
72
Computational economics
71
Mathematics and financial economics
71
CESifo Working Paper
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International review of financial analysis
70
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The journal of asset management
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ECONIS (ZBW)
155
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1
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:
2
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:
3
Optimal capital and risk transfers for group
diversification
Filipović, Damir
;
Kupper, Michael
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10003643466
Saved in:
4
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
Saved in:
5
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:
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
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
Saved in:
8
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
9
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
Saved in:
10
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
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