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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of futures markets"
~subject:"USA"
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Portfolio selection
USA
Theorie
1,321
Theory
1,321
Portfolio-Management
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Hedging
203
Option pricing theory
202
Optionspreistheorie
202
United States
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Lien, Da-hsiang Donald
8
Kabanov, Jurij M.
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Choulli, Tahir
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Jeanblanc, Monique
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Karatzas, Ioannis
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Deng, Jun
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Elie, Romuald
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Harris, Lawrence E.
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Jiao, Ying
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Jordan, James V.
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Klüppelberg, Claudia
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Kolb, Robert W.
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Bouchard, Bruno
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2
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
The journal of futures markets
Working paper / National Bureau of Economic Research, Inc.
1,540
European journal of operational research : EJOR
597
Discussion paper / Centre for Economic Policy Research
440
Journal of banking & finance
367
The American economic review
326
NBER working paper series
316
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303
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289
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255
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250
Computers & operations research : and their applications to problems of world concern ; an international journal
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235
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Journal of financial economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of monetary economics
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Journal of political economy
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CESifo working papers
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Discussion paper series / IZA
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Finance and economics discussion series
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Southern economic journal
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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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Journal of money, credit and banking : JMCB
161
International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
158
International journal of production research
152
Discussion paper
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Economic inquiry : journal of the Western Economic Association International
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Economic modelling
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Applied economics letters
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Research paper series / Swiss Finance Institute
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International economic review
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ECONIS (ZBW)
417
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
4
Modeling skewness in portfolio choice
Trung Hai Le
;
Kourtis, Apostolos
;
Markellos, Raphaēl N.
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 734-770
Persistent link: https://www.econbiz.de/10014293220
Saved in:
5
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
6
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
7
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
8
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
Saved in:
9
Maximum utility portfolio construction in the forward freight agreement markets : evidence from a multivariate skewed t copula
Gong, Yuting
;
Wang, Xueqin
;
Zhu, Mo
;
Ge, Ying-En
;
Shi, …
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 69-89
Persistent link: https://www.econbiz.de/10013465893
Saved in:
10
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
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