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isPartOf:"The journal of futures markets"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~subject:"Arbitrage"
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Portfolio-Management
Arbitrage
Theorie
944
Theory
944
Portfolio selection
190
Hedging
187
Option pricing theory
175
Optionspreistheorie
175
Derivat
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Derivative
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Stochastic process
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Kabanov, Jurij M.
7
Jeanblanc, Monique
5
Karatzas, Ioannis
5
Choulli, Tahir
4
Kardaras, Constantinos
4
Lien, Da-hsiang Donald
4
Pham, Huyên
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Lioui, Abraham
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Lépinette, Emmanuel
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Sass, Jörn
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3
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2
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2
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2
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2
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2
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2
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2
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The journal of futures markets
Finance and stochastics
Insurance / Mathematics & economics
279
European journal of operational research : EJOR
272
NBER working paper series
259
Journal of banking & finance
247
Working paper / National Bureau of Economic Research, Inc.
206
NBER Working Paper
204
Mathematical finance : an international journal of mathematics, statistics and financial theory
174
Journal of economic dynamics & control
169
Finance research letters
162
International journal of theoretical and applied finance
152
Research paper series / Swiss Finance Institute
125
Quantitative finance
124
The journal of finance : the journal of the American Finance Association
118
The review of financial studies
114
Journal of financial economics
110
Management science : journal of the Institute for Operations Research and the Management Sciences
99
The journal of portfolio management : a publication of Institutional Investor
99
Risks : open access journal
98
Discussion paper / Centre for Economic Policy Research
96
Journal of empirical finance
94
Swiss Finance Institute Research Paper
87
Economics letters
84
Economic modelling
82
Mathematics and financial economics
78
The European journal of finance
76
International review of financial analysis
73
International review of economics & finance : IREF
72
Computational economics
71
The journal of asset management
69
Mathematical methods of operations research
68
Discussion paper / Tinbergen Institute
67
Journal of risk and financial management : JRFM
67
Journal of economic theory
66
SpringerLink / Bücher
65
The North American journal of economics and finance : a journal of financial economics studies
65
Annals of finance
63
The journal of portfolio management : JPM
63
Journal of mathematical finance
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ECONIS (ZBW)
223
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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
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
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
Complete and competitive financial markets in a complex world
Cassese, Gianluca
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 659-688
Persistent link: https://www.econbiz.de/10012665198
Saved in:
9
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:
10
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
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