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accessRights:"restricted"
subject:"Portfolio-Management"
~isPartOf:"Finance and stochastics"
~subject:"Heuristics"
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Portfolio-Management
Heuristics
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112
Theory
112
Portfolio selection
45
Stochastic process
30
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30
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25
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Choulli, Tahir
4
Deng, Jun
3
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2
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Elie, Romuald
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Filipović, Damir
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Jeanblanc, Monique
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Finance and stochastics
European journal of operational research : EJOR
490
Computers & operations research : and their applications to problems of world concern ; an international journal
410
Insurance / Mathematics & economics
164
International journal of production research
160
Finance research letters
127
Quantitative finance
107
Journal of banking & finance
87
SpringerLink / Bücher
87
Discussion paper / Centre for Economic Policy Research
79
Journal of the Operational Research Society
75
Management science : journal of the Institute for Operations Research and the Management Sciences
70
The journal of portfolio management : JPM
63
Omega : the international journal of management science
62
The North American journal of economics and finance : a journal of financial economics studies
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International journal of production economics
58
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Operations research letters
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International review of financial analysis
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Working paper / National Bureau of Economic Research, Inc.
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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Transportation research / E : an international journal
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Economic modelling
48
Journal of financial economics
47
The journal of investing : JOI
45
Mathematics and financial economics
42
The journal of asset management
39
The European journal of finance
38
INFORMS journal on computing : JOC
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Operations research
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Applied economics
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Economics letters
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Discussion papers / CEPR
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Journal of the Operational Research Society : OR
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IMA journal of management mathematics
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International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
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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
Saved in:
2
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
3
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
4
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
6
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
7
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
8
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
9
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
10
The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus
;
Lindensjö, Kristoffer
;
Lindskog, Filip
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 125-167
Persistent link: https://www.econbiz.de/10012253342
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