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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
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Zhou, Xun Yu
7
Platen, Eckhard
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Guasoni, Paolo
5
Li, Duan
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Muhle-Karbe, Johannes
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Jin, Hanqing
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Korn, Ralf
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Cvitanić, Jakša
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
595
NBER working paper series
560
Working paper / National Bureau of Economic Research, Inc.
488
European journal of operational research : EJOR
449
Finance research letters
420
NBER Working Paper
402
Insurance / Mathematics & economics
389
International review of financial analysis
298
SpringerLink / Bücher
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Journal of financial economics
269
The journal of asset management
267
The journal of portfolio management : a publication of Institutional Investor
260
Journal of economic dynamics & control
255
The journal of finance : the journal of the American Finance Association
241
Research paper series / Swiss Finance Institute
225
Management science : journal of the Institute for Operations Research and the Management Sciences
224
Discussion paper / Centre for Economic Policy Research
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Applied economics
220
International journal of theoretical and applied finance
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Journal of empirical finance
206
The review of financial studies
198
Finance and stochastics
196
Journal of financial and quantitative analysis : JFQA
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Quantitative finance
195
Economic modelling
181
The European journal of finance
180
International review of economics & finance : IREF
179
International journal of production research
176
Journal of risk and financial management : JRFM
173
Risks : open access journal
172
The North American journal of economics and finance : a journal of financial economics studies
159
Swiss Finance Institute Research Paper
154
Economics letters
153
International journal of production economics
150
Journal of investment management : JOIM
150
The journal of investing
148
The international journal of productivity and performance management : IJPPM
146
Applied economics letters
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ECONIS (ZBW)
177
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1
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:
2
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:
3
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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4
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
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5
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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6
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:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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