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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
177
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Theorie
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34
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34
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Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Zariphopoulou-Souganidis, Thaleia
4
Bielecki, Tomasz R.
3
Cadenillas, Abel
3
Carassus, Laurence
3
Choulli, Tahir
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Glasserman, Paul
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Jarrow, Robert A.
3
Kardaras, Constantinos
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Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Sulem, Agnès
3
Øksendal, Bernt K.
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Bayraktar, Erhan
2
Bender, Christian
2
Benth, Fred Espen
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Capponi, Agostino
2
Choi, Kyoung Jin
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Cialenco, Igor
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Cont, Rama
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Cui, Xiangyu
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Cvitanić, Jakša
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Detemple, Jérôme B.
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Dokučaev, Nikolaj G.
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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Guéant, Olivier
2
He, Xue Dong
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Kallsen, Jan
2
Kohatsu-Higa, Arturo
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
678
Journal of banking & finance
581
NBER working paper series
564
Working paper / National Bureau of Economic Research, Inc.
486
MPRA Paper
435
Finance research letters
414
Insurance / Mathematics & economics
413
NBER Working Paper
402
Journal of economic dynamics & control
371
International review of financial analysis
288
Management science : journal of the Institute for Operations Research and the Management Sciences
279
Journal of financial economics
265
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Research paper series / Swiss Finance Institute
251
International journal of theoretical and applied finance
236
The journal of finance : the journal of the American Finance Association
233
Discussion paper / Centre for Economic Policy Research
224
Working paper
221
SpringerLink / Bücher
220
Finance and stochastics
208
Applied economics
207
Quantitative finance
204
Journal of empirical finance
202
Economic modelling
195
The review of financial studies
194
Risks : open access journal
183
CESifo working papers
182
Journal of financial and quantitative analysis : JFQA
179
International review of economics & finance : IREF
178
Swiss Finance Institute Research Paper
173
The European journal of finance
172
Operations research
168
Journal of risk and financial management : JRFM
167
Discussion paper / Tinbergen Institute
161
Economics letters
159
The North American journal of economics and finance : a journal of financial economics studies
159
Computational economics
147
Journal of investment management : JOIM
146
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ECONIS (ZBW)
190
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1
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
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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
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3
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
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4
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
5
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
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6
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
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7
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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8
A stochastic control approach to risk management under restricted information
Runggaldier, Wolfgang J.
;
Zaccaria Ruggiu, Annapaola
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10002177738
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9
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:
10
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
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