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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
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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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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of project management : the journal of The International Project Management Association
1,143
European journal of operational research : EJOR
584
Journal of banking & finance
572
NBER working paper series
572
Working paper / National Bureau of Economic Research, Inc.
490
Finance research letters
439
SpringerLink / Bücher
422
NBER Working Paper
409
Insurance / Mathematics & economics
390
International journal of managing projects in business
386
Project management journal : PMJ
311
International review of financial analysis
288
Journal of financial economics
265
Journal of economic dynamics & control
256
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Management science : journal of the Institute for Operations Research and the Management Sciences
250
The journal of finance : the journal of the American Finance Association
235
Applied economics
228
International Journal of Managing Projects in Business
228
Discussion paper / Centre for Economic Policy Research
226
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
221
Quantitative finance
205
Journal of empirical finance
199
Finance and stochastics
198
The review of financial studies
198
Risks : open access journal
187
Journal of financial and quantitative analysis : JFQA
183
Economic modelling
180
International review of economics & finance : IREF
179
The European journal of finance
175
Project management journal
171
International journal of project organisation & management : IJPOM
167
Journal of risk and financial management : JRFM
166
Europäische Hochschulschriften / 5
160
The North American journal of economics and finance : a journal of financial economics studies
160
IEEE transactions on engineering management : EM
159
Working paper
156
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ECONIS (ZBW)
179
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1
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
2
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
Saved in:
3
Shadow prices for continuous processes
Czichowsky, Christoph
;
Schachermayer, Walter
;
Yang, Junjian
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 623-658
Persistent link: https://www.econbiz.de/10011764961
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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