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type_genre:"Article in journal"
type_genre:"Kongressschrift"
~isPartOf:"Mathematics and financial economics"
~subject:"Asymmetrische Information"
~subject:"Portfolio-Management"
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Asymmetrische Information
Portfolio-Management
Theorie
187
Theory
187
Portfolio selection
71
Risiko
38
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38
CAPM
23
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21
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Article in journal
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English
75
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Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
3
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Horst, Ulrich
2
Jouini, Elyès
2
Koch Medina, Pablo
2
Liang, Gechun
2
Munari, Cosimo-Andrea
2
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2
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2
Rásonyi, Miklós
2
Schenk-Hoppé, Klaus Reiner
2
Schweizer, Martin
2
Sgarra, Carlo
2
Aase, Knut K.
1
Ankirchner, Stefan
1
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1
Ararat, Çağın
1
Assa, Hirbod
1
Babaei, Esmaeil
1
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1
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1
Batbold, Bolorsuvd
1
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1
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1
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1
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1
Bo, Lijun
1
Bodnar, Taras
1
Branger, Nicole
1
Brody, Dorje C.
1
Bruggeman, Cameron
1
Bálint, Dániel
1
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Mathematics and financial economics
European journal of operational research : EJOR
304
Journal of banking & finance
286
Insurance / Mathematics & economics
283
Journal of economic theory
260
Journal of economic dynamics & control
196
Economics letters
191
Finance research letters
187
The review of financial studies
162
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
Journal of financial economics
156
Management science : journal of the Institute for Operations Research and the Management Sciences
156
Economic theory : official journal of the Society for the Advancement of Economic Theory
154
Finance and stochastics
154
International journal of theoretical and applied finance
151
The journal of finance : the journal of the American Finance Association
132
Quantitative finance
120
Games and economic behavior
118
Economic modelling
114
Journal of empirical finance
110
Journal of economic behavior & organization : JEBO
104
Risks : open access journal
101
International review of economics & finance : IREF
99
The journal of portfolio management : a publication of Institutional Investor
98
The European journal of finance
87
European economic review : EER
81
The North American journal of economics and finance : a journal of financial economics studies
81
Journal of mathematical economics
79
International review of financial analysis
78
The American economic review
78
Computational economics
74
The review of economic studies
74
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
72
Annals of finance
70
Journal of risk and financial management : JRFM
69
The journal of asset management
68
Applied economics
66
Mathematical methods of operations research
65
The Rand journal of economics
63
The journal of portfolio management : JPM
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ECONIS (ZBW)
75
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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
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:
3
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:
4
Informational efficiency and welfare
Bernardinelli, Luca
;
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 659-683
Persistent link: https://www.econbiz.de/10013438876
Saved in:
5
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:
6
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:
7
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
Saved in:
8
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
9
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
Saved in:
10
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
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