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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematics and financial economics"
~subject:"Stock market"
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Portfolio selection
Stock market
Theorie
1,060
Theory
1,060
Portfolio-Management
271
Stochastic process
155
Stochastischer Prozess
155
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139
Option pricing theory
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Kabanov, Jurij M.
6
Choulli, Tahir
4
Jarrow, Robert A.
4
Jeanblanc, Monique
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Karatzas, Ioannis
4
Larsen, Kasper
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Pham, Huyên
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Rosazza Gianin, Emanuela
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Deng, Jun
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Elie, Romuald
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Evstigneev, Igor V.
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Föllmer, Hans
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Jiao, Ying
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Koch Medina, Pablo
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Malamud, Semyon
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2
Bank, Peter
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2
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Mathematics and financial economics
NBER working paper series
299
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
267
Journal of banking & finance
259
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
236
Finance research letters
189
Journal of economic dynamics & control
189
Mathematical finance : an international journal of mathematics, statistics and financial theory
157
International journal of theoretical and applied finance
150
Quantitative finance
126
Research paper series / Swiss Finance Institute
124
The review of financial studies
116
Discussion paper / Centre for Economic Policy Research
114
Economic modelling
111
Journal of empirical finance
111
Journal of financial economics
111
The journal of finance : the journal of the American Finance Association
111
The journal of portfolio management : a publication of Institutional Investor
101
Risks : open access journal
100
International review of economics & finance : IREF
99
International review of financial analysis
97
Management science : journal of the Institute for Operations Research and the Management Sciences
97
The European journal of finance
96
Computational economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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SpringerLink / Bücher
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The journal of asset management
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Mathematical methods of operations research
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The journal of portfolio management : JPM
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Discussion paper / Tinbergen Institute
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Journal of economic theory
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ECONIS (ZBW)
284
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
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:
4
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:
5
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:
6
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
7
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
8
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:
9
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:
10
Mining the short side : institutional investors and stock market anomalies
Gao, Xin
;
Wang, Ying
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 392-418
Persistent link: https://www.econbiz.de/10014247825
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