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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Kim, Donghan"
~person:"Muhle-Karbe, Johannes"
~subject:"Portfolio selection"
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Estimation theory
Schätzung
Portfolio selection
Theorie
8
Theory
8
Portfolio-Management
5
Transaction costs
5
Transaktionskosten
5
Stochastic portfolio theory
2
Stochastic process
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Stochastischer Prozess
2
Anlageverhalten
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Arbitrage
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Asset pricing
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Entscheidung unter Unsicherheit
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Estimation
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Liquidität
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Long-run
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Market-to-book ratio
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Mathematical programming
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Mathematische Optimierung
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Kim, Donghan
Muhle-Karbe, Johannes
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Schied, Alexander
4
Becherer, Dirk
3
Benth, Fred Espen
3
Deng, Jun
3
Elie, Romuald
3
Guasoni, Paolo
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Sass, Jörn
3
Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
2
Bouchard, Bruno
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Delbaen, Freddy
2
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Filipović, Damir
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Frey, Rüdiger
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2
Gerhold, Stefan
2
Gozzi, Fausto
2
Jaschke, Stefan R.
2
Kardaras, Constantinos
2
Källblad, Sigrid
2
Lindskog, Filip
2
Madan, Dilip B.
2
Malamud, Semyon
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Finance and stochastics
Research paper series / Swiss Finance Institute
7
Swiss Finance Institute Research Paper
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Annual review of financial economics
1
Boston U. School of Management Research Paper
1
International journal of theoretical and applied finance
1
Journal of financial markets
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ECONIS (ZBW)
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1
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
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2
Trading strategies generated pathwise by functions of market weights
Karatzas, Ioannis
;
Kim, Donghan
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 423-463
Persistent link: https://www.econbiz.de/10012253375
Saved in:
3
Asymptotics for fixed transaction costs
Altarovici, Albert Michael
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 363-414
Persistent link: https://www.econbiz.de/10011418150
Saved in:
4
Transaction costs, trading volume, and the liquidity premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
5
The dual optimizer for the growth-optimal portfolio under transaction costs
Gerhold, Stefan
;
Muhle-Karbe, Johannes
;
Schachermayer, …
- In:
Finance and stochastics
17
(
2013
)
2
,
pp. 325-354
Persistent link: https://www.econbiz.de/10009730811
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