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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"Mathematics and financial economics"
~subject:"Overlapping Generations"
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Portfolio selection
Overlapping Generations
Theorie
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442
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223
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223
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Spear, Stephen E.
6
Aiyagari, Sudhakar Rao
5
Esteban Marquillas, Joan María
5
Ghiglino, Christian
5
Cvitanić, Jakša
4
Jarrow, Robert A.
4
Karatzas, Ioannis
4
Rásonyi, Miklós
4
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3
Azariadēs, Kōstas
3
Burke, Jonathan L.
3
Chattopadhyay, Subir Kumar
3
Escobar, Marcos
3
Evstigneev, Igor V.
3
Fernholz, Robert
3
Gottardi, Piero
3
He, Hua
3
Rosazza Gianin, Emanuela
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Schenk-Hoppé, Klaus Reiner
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2
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2
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2
Larsen, Kasper
2
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2
Liang, Gechun
2
Liu, Jun
2
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2
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Journal of economic theory
Annals of finance
Mathematics and financial economics
NBER working paper series
323
Insurance / Mathematics & economics
283
Working paper / National Bureau of Economic Research, Inc.
276
NBER Working Paper
271
European journal of operational research : EJOR
269
Journal of economic dynamics & control
269
Journal of banking & finance
244
CESifo working papers
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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148
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The review of financial studies
106
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Journal of financial economics
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The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
97
Management science : journal of the Institute for Operations Research and the Management Sciences
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Macroeconomic dynamics
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Discussion paper / Tinbergen Institute
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Journal of population economics
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ECONIS (ZBW)
303
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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
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:
6
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:
7
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
8
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
9
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
10
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
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