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Portfolio selection
Stochastischer Prozess
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Option pricing theory
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2,484
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17
Leung, Tim
17
Topaloglou, Nikolas
14
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13
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12
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12
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12
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12
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11
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11
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11
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10
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10
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10
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9
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9
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9
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9
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8
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Federal Reserve Bank of St. Louis
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FernUniversität in Hagen
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International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
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Springer International Publishing
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Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Workshop on Mathematical Finance <2000, Konstanz>
1
École des Hautes Études Commerciales <Lausanne>
1
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Insurance / Mathematics & economics
115
European journal of operational research : EJOR
82
International journal of theoretical and applied finance
78
Finance and stochastics
60
Mathematical finance : an international journal of mathematics, statistics and financial theory
48
Journal of economic dynamics & control
47
Quantitative finance
47
Mathematical methods of operations research
32
Journal of mathematical finance
28
Journal of banking & finance
27
Mathematics and financial economics
27
Risks : open access journal
27
Applied mathematical finance
26
International journal of financial engineering
25
Finance research letters
24
Annals of finance
22
Scandinavian actuarial journal
22
Computational economics
21
Journal of risk and financial management : JRFM
20
Research paper series / Swiss Finance Institute
20
SpringerLink / Bücher
17
Economic modelling
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Mathematical finance : an international journal of mathematics, statistics and financial economics
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Computational Management Science : CMS
13
Mathematics of operations research
13
The North American journal of economics and finance : a journal of financial economics studies
13
IMA journal of management mathematics
12
Astin bulletin : the journal of the International Actuarial Association
11
Operations research letters
11
Swiss Finance Institute Research Paper
11
The journal of computational finance
11
Discussion paper / Tinbergen Institute
10
International review of financial analysis
10
Review of derivatives research
10
Asia-Pacific financial markets
9
Computers & operations research : and their applications to problems of world concern ; an international journal
9
The European journal of finance
9
OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
2,461
RePEc
2
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1
Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
Saved in:
2
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
3
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
4
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
5
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
6
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
7
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
8
Optimal reinsurance and investment strategies for insurer under interest rate and inflation risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 105-115
Persistent link: https://www.econbiz.de/10010366200
Saved in:
9
Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.
;
Santiago, Leonardo P.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
Saved in:
10
Valuing customer portfolios with endogenous mass and direct marketing interventions using a stochastic dynamic programming decomposition
Esteban-Bravo, Mercedes
;
Vidal-Sanz, Jose M.
;
Yildirim, …
- In:
Marketing science : the marketing journal of the …
33
(
2014
)
5
,
pp. 621-640
Persistent link: https://www.econbiz.de/10010468418
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