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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~person:"Föllmer, Hans"
~person:"Schied, Alexander"
~subject:"Stock market"
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Portfolio selection
Stock market
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Portfolio-Management
5
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2
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2
Messung
2
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2
Risk
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Föllmer, Hans
Schied, Alexander
Kabanov, Jurij M.
6
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Pham, Huyên
4
Rüschendorf, Ludger
4
Becherer, Dirk
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Benth, Fred Espen
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Deng, Jun
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Elie, Romuald
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Jiao, Ying
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Klüppelberg, Claudia
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Larsen, Kasper
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Lépinette, Emmanuel
3
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Sass, Jörn
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Schachermayer, Walter
3
Wang, Ruodu
3
Zariphopoulou-Souganidis, Thaleia
3
Aksamit, Anna
2
Bayraktar, Erhan
2
Belak, Christoph
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Bouchard, Bruno
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Jordan, Susan D.
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Kardaras, Constantinos
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Kim, Donghan
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
De Gruyter graduate
2
De Gruyter studies in mathematics
2
SFB 649 discussion paper
2
Applied mathematical finance
1
Journal of economic dynamics & control
1
Mathematical modeling and numerical methods in finance : special volume
1
Mathematics and financial economics
1
Mathematics of operations research
1
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ECONIS (ZBW)
5
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1
Optimal portfolio liquidation in target zone models and catalytic superprocesses
Neuman, Eyal
;
Schied, Alexander
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011471483
Saved in:
2
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
Saved in:
3
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
Saved in:
4
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
Saved in:
5
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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