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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
136
Maurer, Raimond
71
Platen, Eckhard
61
Gollier, Christian
50
Ang, Andrew
48
Korn, Ralf
46
Uppal, Raman
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Hens, Thorsten
43
Satchell, Stephen
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Lo, Andrew W.
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Guidolin, Massimo
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Markowitz, Harry
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Li, Duan
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Post, Thierry
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Zaremba, Adam
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Kraft, Holger
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Lucas, André
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Prigent, Jean-Luc
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Kane, Alex
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Lee, Cheng F.
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Levy, Haim
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Vanduffel, Steven
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Viceira, Luis M.
32
Zagst, Rudi
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Pedersen, Lasse Heje
30
Račev, Svetlozar T.
30
Evstigneev, Igor V.
29
Jarrow, Robert A.
29
Wong, Wing Keung
29
Başak, Suleyman
28
Lioui, Abraham
28
Wong, Hoi Ying
28
Kelly, Bryan T.
27
Sentana, Enrique
27
Wang, Ruodu
27
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
17
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
9
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
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
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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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Universität Mannheim
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Erasmus Research Institute of Management
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
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The Wharton Financial Institutions Center
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Chicago / Center for Research in Security Prices
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
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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.
215
NBER Working Paper
201
Journal of economic dynamics & control
183
Finance and stochastics
157
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
International journal of theoretical and applied finance
154
Journal of financial economics
137
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
90
International review of financial analysis
88
International review of economics & finance : IREF
87
Mathematics and financial economics
79
Computational economics
75
Applied economics
73
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
64
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ECONIS (ZBW)
20,366
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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
Saved in:
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