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isPartOf:"Applied mathematical finance"
subject:"Portfolio-Management"
~subject:"CAPM"
~subject:"Transaction costs"
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Portfolio-Management
CAPM
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Theorie
228
Theory
228
Option pricing theory
60
Optionspreistheorie
60
Portfolio selection
50
Volatility
44
Volatilität
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Atkinson, Colin
8
Forsyth, Peter A.
3
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2
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2
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2
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2
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Applied mathematical finance
NBER working paper series
445
Working paper / National Bureau of Economic Research, Inc.
374
NBER Working Paper
349
Journal of banking & finance
338
European journal of operational research : EJOR
291
Insurance / Mathematics & economics
290
Journal of economic dynamics & control
284
Finance research letters
242
The journal of finance : the journal of the American Finance Association
242
Journal of financial economics
236
The review of financial studies
231
Mathematical finance : an international journal of mathematics, statistics and financial theory
228
Finance and stochastics
215
International journal of theoretical and applied finance
185
Research paper series / Swiss Finance Institute
166
Economics letters
161
Discussion paper / Centre for Economic Policy Research
153
Management science : journal of the Institute for Operations Research and the Management Sciences
152
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143
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141
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126
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111
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108
Risks : open access journal
105
International review of economics & finance : IREF
104
The European journal of finance
103
International review of financial analysis
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Discussion paper / Tinbergen Institute
98
Journal of economic behavior & organization : JEBO
93
Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Annals of finance
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1
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:
2
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:
3
Buy and hold golden strategies in financial markets with frictions and depth constraints
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 231-248
Persistent link: https://www.econbiz.de/10015051247
Saved in:
4
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:
5
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
6
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
7
Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
Saved in:
8
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
Saved in:
9
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
Saved in:
10
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
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