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~isPartOf:"Mathematics and financial economics"
~subject:"Allocative efficiency"
~subject:"Portfolio selection"
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Allocative efficiency
Portfolio selection
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Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
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1
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Mathematics and financial economics
European journal of operational research : EJOR
301
NBER working paper series
280
Insurance / Mathematics & economics
278
Journal of banking & finance
246
Working paper / National Bureau of Economic Research, Inc.
236
NBER Working Paper
219
Finance research letters
188
Journal of economic dynamics & control
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
153
International journal of theoretical and applied finance
145
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130
Journal of economic theory
125
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122
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116
Discussion paper / Centre for Economic Policy Research
114
The review of financial studies
110
Management science : journal of the Institute for Operations Research and the Management Sciences
108
Economics letters
106
Risks : open access journal
104
The journal of finance : the journal of the American Finance Association
104
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99
Journal of empirical finance
96
Economic modelling
87
Swiss Finance Institute Research Paper
86
The European journal of finance
79
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73
International review of economics & finance : IREF
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69
Mathematical methods of operations research
69
The journal of asset management
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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63
Journal of risk and financial management : JRFM
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Asset pricing in a pure exchange economy with heterogeneous investors
Ruan, Xinfeng
;
Zhang, Jin E.
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012321851
Saved in:
2
Investment and consumption without commitment
Ekeland, Ivar
;
Pirvu, Traian A.
- In:
Mathematics and financial economics
2
(
2008
)
1
,
pp. 57-86
Persistent link: https://www.econbiz.de/10003880879
Saved in:
3
Heterogeneous impatience in a continuous-time model
Hara, Chiaki
- In:
Mathematics and financial economics
2
(
2009
)
2
,
pp. 129-149
Persistent link: https://www.econbiz.de/10003871603
Saved in:
4
Optimal investment with inside information and parameter uncertainty
Danilova, Albina
;
Monoyios, Michael
;
Ng, Andrew
- In:
Mathematics and financial economics
3
(
2010
)
1
,
pp. 13-38
Persistent link: https://www.econbiz.de/10003978398
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5
On securitization, market completion and equilibrium risk transfer
Horst, Ulrich
;
Pirvu, Traian A.
;
Dos Reis, Gonc̜alo
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 211-252
Persistent link: https://www.econbiz.de/10003949928
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6
Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole
;
Ghossoub, Mario
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 277-306
Persistent link: https://www.econbiz.de/10003949938
Saved in:
7
Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph
;
Stroh, Maximilian
- In:
Mathematics and financial economics
3
(
2010
)
2
,
pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
Saved in:
8
Leverage management
Wang, Hefei
;
Wang, Chenyang
- In:
Mathematics and financial economics
3
(
2010
)
3/4
,
pp. 161-183
Persistent link: https://www.econbiz.de/10008659798
Saved in:
9
On efficient portfolio selection using convex risk measures
Kountzakis, Christos E.
- In:
Mathematics and financial economics
4
(
2011
)
3
,
pp. 223-252
Persistent link: https://www.econbiz.de/10009152819
Saved in:
10
Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu
- In:
Mathematics and financial economics
5
(
2011
)
4
,
pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
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