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subject:"Economic growth"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Zhou, Xun Yu"
~subject:"CAPM"
~subject:"Portfolio-Management"
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Economic growth
CAPM
Portfolio-Management
Theorie
8
Theory
8
Portfolio selection
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quantile formulation
2
Aktie
1
Analysis of variance
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Black-Scholes model
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Zhou, Xun Yu
Platen, Eckhard
7
Kardaras, Constantinos
5
Li, Duan
5
Schachermayer, Walter
5
Frittelli, Marco
4
Jarrow, Robert A.
4
Jin, Hanqing
4
Madan, Dilip B.
4
Muhle-Karbe, Johannes
4
Rogers, Leonard C. G.
4
Aase, Knut K.
3
Carassus, Laurence
3
Delbaen, Freddy
3
Elliott, Robert J.
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kallsen, Jan
3
Klein, Irene
3
Korn, Ralf
3
Pliska, Stanley R.
3
Schweizer, Martin
3
Stricker, Christophe
3
Sulem, Agnès
3
Zariphopoulou-Souganidis, Thaleia
3
Øksendal, Bernt K.
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Bouchard, Bruno
2
Boyle, Phelim P.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
Di Nunno, Giulia
2
El Karoui, Nicole
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of mathematical economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Operations research
1
Probability theory and related fields
1
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ECONIS (ZBW)
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1
Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
Saved in:
2
Portfolio choice via quantiles
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
Saved in:
3
A convex stochastic optimization problem arising from portfolio selection
Jin, Hanqing
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 171-183
Persistent link: https://www.econbiz.de/10003643506
Saved in:
4
Behavioral portfolio selection in continuous time
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 385-426
Persistent link: https://www.econbiz.de/10003752271
Saved in:
5
A note on semivariance
Jin, Hanqing
;
Markowitz, Harry
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
Saved in:
6
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
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