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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Finance and stochastics"
~person:"Kim, Donghan"
~person:"Zariphopoulou-Souganidis, Thaleia"
~subject:"Portfolio selection"
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Estimation theory
Schätzung
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Kim, Donghan
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
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Rüschendorf, Ludger
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Schied, Alexander
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Deng, Jun
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Elie, Romuald
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Jiao, Ying
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Larsen, Kasper
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Lépinette, Emmanuel
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Muhle-Karbe, Johannes
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Sass, Jörn
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Finance and stochastics
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of economics and finance
1
Australian economic papers
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
International journal of theoretical and applied finance
1
Journal of economic theory
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Journal of financial engineering
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Journal of financial markets
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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
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3
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
4
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
5
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
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