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~subject:"Portfolio selection"
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Optimal consumption and invest...
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Portfolio selection
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Fabozzi, Frank J.
226
Maurer, Raimond
118
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114
Guidolin, Massimo
93
Platen, Eckhard
91
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78
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73
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73
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69
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56
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54
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52
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49
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47
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46
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46
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46
Zhou, Guofu
46
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45
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44
Zagst, Rudi
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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World Bank
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Basel Committee on Banking Supervision
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Fisher Investments Inc. <Woodside, Calif.>
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OECD
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Center for Economic Research <Tilburg>
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International Center for Financial Asset Management and Engineering
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Pensions Institute
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CFA Institute <Charlottesville, Va.>
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
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International Finance Corporation
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Judge Institute of Management Studies
5
Københavns Universitet / Økonomisk Institut
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University of Cambridge / Department of Applied Economics
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
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Journal of banking & finance
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NBER working paper series
538
Finance research letters
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460
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397
Insurance / Mathematics & economics
385
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379
International review of financial analysis
287
Journal of financial economics
278
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255
Journal of economic dynamics & control
253
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253
The journal of finance : the journal of the American Finance Association
234
Research paper series / Swiss Finance Institute
221
International journal of theoretical and applied finance
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of empirical finance
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Finance and stochastics
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The review of financial studies
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International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Swiss Finance Institute Research Paper
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Research in international business and finance
148
Journal of investment management : JOIM
146
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Pacific-Basin finance journal
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ECONIS (ZBW)
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BASE
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1
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1
Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus
;
Sørensen, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001543919
Saved in:
2
Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
Saved in:
3
Optimal consumption: investment policies with undiversifiable income risk and borrowing constraints
Munk, Claus
-
1997
Persistent link: https://www.econbiz.de/10000976130
Saved in:
4
Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru
-
2004
Persistent link: https://www.econbiz.de/10002013030
Saved in:
5
Optimal investment strategies with a Heath-Jarrow-Morton term structure of interest rates
Munk, Claus
;
Sørensen, Carsten
-
1999
Persistent link: https://www.econbiz.de/10001455583
Saved in:
6
Optimal
hedging
when the underlying asset follows a regime-switching Markov process
François, Pascal
;
Gauthier, Geneviève
;
Godin, Frédéric
- In:
European journal of operational research : EJOR
237
(
2014
)
1
,
pp. 312-322
Persistent link: https://www.econbiz.de/10010378599
Saved in:
7
Super-replication under proportional transaction costs : from discrete to continuous-time models
Touzi, Nizar
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 297-320
Persistent link: https://www.econbiz.de/10001428812
Saved in:
8
Rational
hedging
and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
9
Hedging
exotic derivatives through stochastic optimization
Hénaff, Patrick
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1453-1466
Persistent link: https://www.econbiz.de/10001250752
Saved in:
10
Dynamic programming and mean-variance
hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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