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type_genre:"Article in journal"
~person:"Bayraktar, Erhan"
~person:"Post, Thierry"
~subject:"Stochastic process"
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Search: subject_exact:"Portfolio management"
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Stochastic process
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39
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15
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Bayraktar, Erhan
Post, Thierry
Escobar, Marcos
13
Wong, Wing Keung
10
Liang, Zongxia
8
Leung, Tim
7
Shen, Yang
7
Young, Virginia R.
7
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6
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5
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2
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1
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ECONIS (ZBW)
15
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1
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
2
Somewhere between utopia and dystopia : choosing from multiple incomparable prospects
Anderson, Gordon
;
Post, Thierry
;
Whang, Yoon-jae
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 502-515
Persistent link: https://www.econbiz.de/10012262490
Saved in:
3
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
4
Portfolio optimization based on stochastic dominance and empirical likelihood
Post, Thierry
;
Karabati, Selcuk
;
Arvanitis, Stelios
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10012110374
Saved in:
5
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
6
Portfolio analysis using stochastic dominance, relative entropy, and empirical likelihood
Post, Thierry
;
Potì, Valerio
- In:
Management science : journal of the Institute for …
63
(
2017
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10011646360
Saved in:
7
Portfolio choice based on third-degree stochastic dominance
Post, Thierry
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3381-3392
Persistent link: https://www.econbiz.de/10011760503
Saved in:
8
Minimizing the probability of lifetime drawdown under constant consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 210-223
Persistent link: https://www.econbiz.de/10011533908
Saved in:
9
Optimally investing to reach a bequest goal
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011597071
Saved in:
10
Standard stochastic dominance
Post, Thierry
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1009-1020
Persistent link: https://www.econbiz.de/10011412504
Saved in:
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