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isPartOf:"Applied mathematical finance"
subject:"Portfolio-Management"
~isPartOf:"Mathematics and financial economics"
~subject:"Transaction costs"
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Portfolio-Management
Transaction costs
Theorie
414
Theory
414
Portfolio selection
120
Option pricing theory
62
Optionspreistheorie
62
Stochastic process
53
Stochastischer Prozess
53
Risiko
51
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34
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Atkinson, Colin
8
Forsyth, Peter A.
3
Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
3
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Jaimungal, Sebastian
2
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2
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2
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2
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2
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2
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2
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2
Pirvu, Traian A.
2
Quek, Gary
2
Rásonyi, Miklós
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Schenk-Hoppé, Klaus Reiner
2
Schweizer, Martin
2
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2
Vetzal, Kenneth R.
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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1
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Applied mathematical finance
Mathematics and financial economics
Insurance / Mathematics & economics
280
NBER working paper series
271
European journal of operational research : EJOR
268
Journal of banking & finance
250
Working paper / National Bureau of Economic Research, Inc.
226
NBER Working Paper
215
Finance and stochastics
183
Journal of economic dynamics & control
183
Mathematical finance : an international journal of mathematics, statistics and financial theory
172
Finance research letters
160
International journal of theoretical and applied finance
155
Research paper series / Swiss Finance Institute
125
Quantitative finance
120
The review of financial studies
114
Journal of financial economics
111
Discussion paper / Centre for Economic Policy Research
108
Europäische Hochschulschriften / 5
106
Management science : journal of the Institute for Operations Research and the Management Sciences
103
The journal of finance : the journal of the American Finance Association
102
Economics letters
101
Risks : open access journal
99
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
93
Swiss Finance Institute Research Paper
87
Economic modelling
84
The European journal of finance
79
International review of economics & finance : IREF
78
Journal of economic behavior & organization : JEBO
75
Mathematical methods of operations research
74
Discussion paper / Tinbergen Institute
73
SpringerLink / Bücher
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Journal of economic theory
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Computational economics
71
International review of financial analysis
71
The journal of asset management
68
Gabler Edition Wissenschaft
67
Journal of risk and financial management : JRFM
66
Applied economics
64
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
129
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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
Strategic execution trajectories
Bordigoni, Giuliana
;
Figalli, Alessio
;
Ledford, Anthony
; …
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 288-330
Persistent link: https://www.econbiz.de/10014291948
Saved in:
5
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
6
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:
7
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:
8
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:
9
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
Saved in:
10
Price impact equilibrium with transaction costs and TWAP trading
Noh, Eunjung
;
Weston, Kim
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10013167754
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