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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematics and financial economics"
~subject:"Erwartungsnutzen"
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Portfolio selection
Erwartungsnutzen
Theorie
3,279
Theory
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Game theory
442
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442
Asymmetric information
223
Asymmetrische Information
223
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Grant, Simon
5
Cvitanić, Jakša
4
Jarrow, Robert A.
4
Karatzas, Ioannis
4
Polak, Ben
4
Rásonyi, Miklós
4
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Mukerji, Sujoy
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Segal, Uzi
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2
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Journal of economic theory
Annals of finance
Mathematics and financial economics
Insurance / Mathematics & economics
294
European journal of operational research : EJOR
271
NBER working paper series
245
Journal of banking & finance
241
Working paper / National Bureau of Economic Research, Inc.
203
NBER Working Paper
196
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
162
Finance research letters
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Finance and stochastics
158
International journal of theoretical and applied finance
149
Economics letters
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Quantitative finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
107
Risks : open access journal
107
Journal of financial economics
100
The review of financial studies
100
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98
The journal of finance : the journal of the American Finance Association
95
Discussion paper / Centre for Economic Policy Research
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Journal of empirical finance
91
Swiss Finance Institute Research Paper
87
Economic theory : official journal of the Society for the Advancement of Economic Theory
84
Economic modelling
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Journal of mathematical economics
83
Journal of risk and uncertainty : JRU
81
The European journal of finance
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Computational economics
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
64
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
280
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1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
4
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
5
Testing negative value of information and ambiguity aversion
Kops, Jan Christopher
;
Pasichnichenko, Illia
- In:
Journal of economic theory
213
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014472172
Saved in:
6
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
7
Extrapolative asset pricing
Li, Kai
;
Liu, Jun
- In:
Journal of economic theory
210
(
2023
),
pp. 1-47
Persistent link: https://www.econbiz.de/10014422547
Saved in:
8
Maxmin expected utility in Savage's framework
Borie, Dino
- In:
Journal of economic theory
210
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014422597
Saved in:
9
Ambiguous information and dilation : an experiment
Shishkin, Denis
;
Ortoleva, Pietro
- In:
Journal of economic theory
208
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014390608
Saved in:
10
A test of (weak) certainty independence
König-Kersting, Christian
;
Kops, Jan Christopher
; …
- In:
Journal of economic theory
209
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014371728
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