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isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"Portfolio selection"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Incomplete market
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Unvollkommener Markt
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Theorie
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Option pricing theory
22
Optionspreistheorie
22
Hedging
16
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hedging
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incomplete markets
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valuation
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Aufsatz in Zeitschrift
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Arai, Takuji
1
Cheang, Gerald H. L.
1
Chiarella, Carl
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Ewald, Christian-Oliver
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Frahm, Gabriel
1
Halperin, Igor
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Itkin, Andrey
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Mina, Karl Friedrich
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Soumaré, Issouf
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Tevzadze, Revaz
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Finance and stochastics
15
Journal of economic dynamics & control
8
The review of financial studies
7
Annals of finance
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Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Insurance / Mathematics & economics
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Journal of banking & finance
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Journal of international economics
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European journal of operational research : EJOR
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Finance research letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of economic dynamics
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Seoul journal of economics
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of economics and finance
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Applied economics letters
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Applied financial economics
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cambridge working papers in economics
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Decisions in economics and finance : a journal of applied mathematics
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1
Good deal bounds with convex constraints
Arai, Takuji
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011686844
Saved in:
2
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
Saved in:
3
Approximate hedging of options under jump-diffusion processes
Mina, Karl Friedrich
;
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403772
Saved in:
4
Pricing illiquid options with n + 1 liquid proxies using mixed dynamic-static hedging
Halperin, Igor
;
Itkin, Andrey
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-17
Persistent link: https://www.econbiz.de/10010233264
Saved in:
5
The minimal k-entropy martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
6
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
7
Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
Saved in:
8
Optimal logarithmic utility and optimal portfolios for an insider in a stochastic volatility market
Ewald, Christian-Oliver
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 301-319
Persistent link: https://www.econbiz.de/10002893241
Saved in:
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