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~subject:"Portfolio selection"
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How non-arbitrage, viability and numéraire portfolio are related
Choulli, Tahir
;
Deng, Jun
;
Ma, Junfeng
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 719-741
Persistent link: https://www.econbiz.de/10011420437
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Arbitrage theory in models with transaction costs beyond efficient friction
Molitor, Alexander
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2022
Persistent link: https://www.econbiz.de/10013187807
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3
Gambler's ruin problem and bi-directional grid constrained trading and investment strategies
Taranto, Aldo
;
Khan, Shahjahan
- In:
Investment management and financial innovations
17
(
2020
)
3
,
pp. 54-66
Persistent link: https://www.econbiz.de/10012405536
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4
Properly discounted asset prices are
semimartingales
Bálint, Dániel
;
Schweizer, Martin
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 661-674
Persistent link: https://www.econbiz.de/10012321854
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5
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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6
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
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7
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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8
Dissecting the cycles : an intermarket investigation and its implications to portfolio reallocation
Liang, Kuo-yuan
;
Yen, Chen-Hui
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 39-51
Persistent link: https://www.econbiz.de/10010531288
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9
Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario
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2016
Persistent link: https://www.econbiz.de/10011525409
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Three essays on credit risk
Hricko, Tomas
-
2001
Persistent link: https://www.econbiz.de/10001636703
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