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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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Zhou, Xun Yu
7
Platen, Eckhard
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Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
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Bielecki, Tomasz R.
3
Carassus, Laurence
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Glasserman, Paul
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Kardaras, Constantinos
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3
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2
Capponi, Agostino
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Choi, Kyoung Jin
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Choulli, Tahir
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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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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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Guéant, Olivier
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He, Xue Dong
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Kallsen, Jan
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Løkka, Arne
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Maccheroni, Fabio
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Marinacci, Massimo
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Muthuraman, Kumar
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Nutz, Marcel
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Obłój, Jan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
571
NBER working paper series
567
Working paper / National Bureau of Economic Research, Inc.
487
Finance research letters
447
NBER Working Paper
407
European journal of operational research : EJOR
402
Insurance / Mathematics & economics
385
SpringerLink / Bücher
340
International review of financial analysis
292
Journal of financial economics
267
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
Journal of business research : JBR
248
The journal of finance : the journal of the American Finance Association
234
Discussion paper / Centre for Economic Policy Research
228
Applied economics
226
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
220
Management science : journal of the Institute for Operations Research and the Management Sciences
210
Journal of empirical finance
200
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
192
International review of economics & finance : IREF
187
Economic modelling
185
Working paper
182
Journal of financial and quantitative analysis : JFQA
179
Risks : open access journal
176
The European journal of finance
173
Journal of risk and financial management : JRFM
167
The North American journal of economics and finance : a journal of financial economics studies
163
Industrial marketing management : the international journal for industrial and high-tech firms
161
Swiss Finance Institute Research Paper
151
Applied economics letters
146
Journal of investment management : JOIM
146
Economics letters
145
The journal of investing
140
Pacific-Basin finance journal
134
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ECONIS (ZBW)
177
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1
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:
2
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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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
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
9
Nonparametric kernel-based sequential investment strategies
Györfi, László
;
Lugosi, Gábor
;
Udina, Frederic
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 337-357
Persistent link: https://www.econbiz.de/10003325975
Saved in:
10
Portfolio insurance and volatility regime switching
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 387-417
Persistent link: https://www.econbiz.de/10003326017
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