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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
136
Maurer, Raimond
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Platen, Eckhard
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Gollier, Christian
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Ang, Andrew
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Korn, Ralf
46
Uppal, Raman
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Račev, Svetlozar T.
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Jarrow, Robert A.
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Başak, Suleyman
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Lioui, Abraham
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Wong, Hoi Ying
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Kelly, Bryan T.
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Sentana, Enrique
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Wang, Ruodu
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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Springer Fachmedien Wiesbaden
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Rodney L. White Center for Financial Research
7
Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Friedrich-Schiller-Universität Jena
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Nationalekonomiska Institutionen <Lund>
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Ekonomiska forskningsinstitutet <Stockholm>
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Goethe-Universität Frankfurt am Main
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Judge Institute of Management Studies
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World Bank
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Springer-Verlag GmbH
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of Chicago / Center for Research in Security Prices
3
Banco Central do Brasil
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Bank für Internationalen Zahlungsausgleich
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Basel Committee on Banking Supervision
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Birkbeck College / Department of Economics
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Books on Demand GmbH <Norderstedt>
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel
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European journal of operational research : EJOR
280
Insurance / Mathematics & economics
279
Journal of banking & finance
271
NBER working paper series
258
Finance research letters
218
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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Journal of economic dynamics & control
183
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
154
Journal of financial economics
136
Quantitative finance
136
Research paper series / Swiss Finance Institute
131
Journal of empirical finance
119
Management science : journal of the Institute for Operations Research and the Management Sciences
119
The journal of portfolio management : a publication of Institutional Investor
117
The review of financial studies
112
Risks : open access journal
111
The journal of finance : the journal of the American Finance Association
107
Economic modelling
98
Economics letters
95
The journal of asset management
94
Discussion paper / Centre for Economic Policy Research
91
The European journal of finance
91
Swiss Finance Institute Research Paper
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International review of financial analysis
88
International review of economics & finance : IREF
87
Mathematics and financial economics
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Computational economics
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Applied economics
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Journal of risk and financial management : JRFM
73
Mathematical methods of operations research
70
The North American journal of economics and finance : a journal of financial economics studies
70
SpringerLink / Bücher
69
Annals of finance
67
Journal of investment management : JOIM
67
Discussion paper / Tinbergen Institute
66
The journal of portfolio management : JPM
66
Journal of economic theory
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ECONIS (ZBW)
20,365
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1
Behavioral arbitrage with collateral and uncertain deliveries
Barbachan, José Santiago Fajardo
- In:
Annals of finance
6
(
2010
)
2
,
pp. 241-254
Persistent link: https://www.econbiz.de/10003941217
Saved in:
2
Arbitrage bounds for prices of weighted variance swaps
Davis, Mark H. A.
;
Obłój, Jan
;
Raval, Vimal
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 821-854
Persistent link: https://www.econbiz.de/10011308161
Saved in:
3
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
4
Model-independent superhedging under portfolio constraints
Fahim, Arash
;
Huang, Yu-Jui
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 51-81
Persistent link: https://www.econbiz.de/10011459952
Saved in:
5
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
6
Arbitrage
theory
in models with transaction costs beyond efficient friction
Molitor, Alexander
-
2022
Persistent link: https://www.econbiz.de/10013187807
Saved in:
7
Mean-p portfolio selection and p-arbitrage for coherent risk measures
Herdegen, Martin
;
Khan, Nazem
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 226-272
Persistent link: https://www.econbiz.de/10012815955
Saved in:
8
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
9
Pointwise arbitrage pricing
theory
in discrete time
Burzoni, Matteo
;
Frittelli, Marco
;
Hou, Zhaoxu
;
Maggis, …
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
Saved in:
10
No-arbitrage pricing for dividend-paying securities in discrete-time markets with transaction costs
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Rodriguez, Rodrigo
- In:
Mathematical finance : an international journal of …
25
(
2015
)
4
,
pp. 673-701
Persistent link: https://www.econbiz.de/10011350542
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