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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Mathematics and financial economics"
~language:"eng"
~subject:"Kapitaleinkommen"
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Portfolio-Management
Stochastischer Prozess
Kapitaleinkommen
Theorie
187
Theory
187
Portfolio selection
71
Risiko
38
Risk
38
CAPM
23
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Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
3
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Jouini, Elyès
2
Koch Medina, Pablo
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Liang, Gechun
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2
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1
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1
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1
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1
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1
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1
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1
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1
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Mathematics and financial economics
European journal of operational research : EJOR
673
NBER working paper series
425
Insurance / Mathematics & economics
387
Working paper / National Bureau of Economic Research, Inc.
373
NBER Working Paper
345
Journal of banking & finance
344
Journal of economic dynamics & control
262
Finance and stochastics
256
International journal of theoretical and applied finance
246
Finance research letters
238
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
Journal of financial economics
204
Journal of empirical finance
182
The journal of finance : the journal of the American Finance Association
181
The review of financial studies
181
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Economics letters
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Journal of econometrics
170
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165
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Operations research letters
141
The European journal of finance
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International journal of production research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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106
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ECONIS (ZBW)
86
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1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Moral hazard with excess returns
Blonski, Matthias
;
Lilienfeld-Toal, Ulf von
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 537-572
Persistent link: https://www.econbiz.de/10014381102
Saved in:
3
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
4
Arbitrage-free Nelson-Siegel model for multiple yield curves
Brignone, Riccardo
;
Gerhart, Christoph
; …
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 239-266
Persistent link: https://www.econbiz.de/10013167786
Saved in:
5
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
6
Dynamically complete markets under Brownian motion
Diasakos, Theodoros
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 719-745
Persistent link: https://www.econbiz.de/10012616855
Saved in:
7
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
8
A robust consumption model when the intensity of technological progress is ambiguous
Tsujimura, Motoh
;
Yoshioka, Hidekazu
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10014226249
Saved in:
9
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
10
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
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