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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Black-Scholes model"
~subject:"Share price"
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Portfolio selection
Black-Scholes model
Share price
Theorie
645
Theory
645
Portfolio-Management
194
Option pricing theory
193
Optionspreistheorie
193
CAPM
85
Stochastic process
81
Stochastischer Prozess
81
Volatility
81
Volatilität
81
Hedging
66
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Probability theory
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Platen, Eckhard
7
Zhou, Xun Yu
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Li, Duan
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Rogers, Leonard C. G.
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Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Touzi, Nizar
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Kardaras, Constantinos
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Linetsky, Vadim
3
Pliska, Stanley R.
3
Rudolf, Markus
3
Schachermayer, Walter
3
Soner, Halil Mete
3
Stricker, Christophe
3
Wolter, Hans-Jürgen
3
Xia, Jianming
3
Zariphopoulou-Souganidis, Thaleia
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2
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2
Detemple, Jérôme B.
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Duck, Peter W.
2
Evstigneev, Igor V.
2
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2
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Finanzmarkt und Portfolio-Management
Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
429
Working paper / National Bureau of Economic Research, Inc.
380
NBER Working Paper
333
Journal of banking & finance
332
Insurance / Mathematics & economics
280
European journal of operational research : EJOR
275
Journal of economic dynamics & control
235
Finance research letters
233
The review of financial studies
225
The journal of finance : the journal of the American Finance Association
224
Journal of financial economics
201
International journal of theoretical and applied finance
196
Finance and stochastics
184
Discussion paper / Centre for Economic Policy Research
176
Journal of empirical finance
165
Quantitative finance
158
Research paper series / Swiss Finance Institute
155
Economics letters
148
International review of financial analysis
136
Economic modelling
134
International review of economics & finance : IREF
129
The European journal of finance
126
Management science : journal of the Institute for Operations Research and the Management Sciences
125
The North American journal of economics and finance : a journal of financial economics studies
111
Risks : open access journal
110
The journal of portfolio management : a publication of Institutional Investor
109
Applied economics
103
Swiss Finance Institute Research Paper
103
Computational economics
102
Journal of financial and quantitative analysis : JFQA
95
SpringerLink / Bücher
92
Journal of economic theory
90
Discussion paper / Tinbergen Institute
88
Journal of risk and financial management : JRFM
87
The journal of futures markets
87
Applied economics letters
85
Mathematics and financial economics
85
CESifo working papers
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
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Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
2
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
3
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
4
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
5
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
6
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
7
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
8
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
9
The numéraire property and long-term growth optimality for drawdown-constrained investments
Kardaras, Constantinos
;
Obłój, Jan
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 68-95
Persistent link: https://www.econbiz.de/10011739443
Saved in:
10
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
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