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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and stochastics"
~subject:"Optionsgeschäft"
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Portfolio selection
Optionsgeschäft
Theorie
885
Theory
885
Portfolio-Management
201
Stochastic process
135
Stochastischer Prozess
135
Option pricing theory
133
Optionspreistheorie
133
CAPM
116
USA
86
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Kabanov, Jurij M.
6
Pham, Huyên
5
Benth, Fred Espen
4
Choulli, Tahir
4
Hobson, David G.
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
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Schied, Alexander
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3
Deng, Jun
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Elie, Romuald
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Frey, Rüdiger
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Larsen, Kasper
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Lépinette, Emmanuel
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Reikvam, Kristin
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Sass, Jörn
3
Schachermayer, Walter
3
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3
Zariphopoulou-Souganidis, Thaleia
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2
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2
Belak, Christoph
2
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Glasserman, Paul
2
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2
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2
Jordan, Susan D.
2
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Journal of financial and quantitative analysis : JFQA
Finance and stochastics
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
260
NBER working paper series
243
Working paper / National Bureau of Economic Research, Inc.
200
NBER Working Paper
193
Mathematical finance : an international journal of mathematics, statistics and financial theory
186
Finance research letters
185
Journal of economic dynamics & control
177
International journal of theoretical and applied finance
168
Quantitative finance
130
Research paper series / Swiss Finance Institute
122
The review of financial studies
110
Journal of financial economics
108
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
103
Risks : open access journal
102
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
95
Discussion paper / Centre for Economic Policy Research
90
Swiss Finance Institute Research Paper
85
Economic modelling
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The European journal of finance
83
Economics letters
80
International review of economics & finance : IREF
76
Mathematics and financial economics
74
Computational economics
72
International review of financial analysis
70
Mathematical methods of operations research
70
The journal of asset management
68
Journal of risk and financial management : JRFM
67
SpringerLink / Bücher
67
The journal of futures markets
67
Discussion paper / Tinbergen Institute
66
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of economic theory
64
The journal of portfolio management : JPM
63
Annals of finance
61
Applied mathematical finance
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ECONIS (ZBW)
229
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1
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229
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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
Industry clusters and the geography of portfolio choice
Addoum, Jawad M.
;
Delikouras, Stefanos
;
Da Ke
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1031-1063
Persistent link: https://www.econbiz.de/10015055399
Saved in:
3
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:
4
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:
5
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:
6
Options trading and stock price informativeness
Cao, Jie
;
Goyal, Amit
;
Ke, Sai
;
Zhan, Xintong
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
4
,
pp. 1516-1540
Persistent link: https://www.econbiz.de/10015055417
Saved in:
7
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:
8
Martingale Schrödinger bridges and optimal semistatic portfolios
Nutz, Marcel
;
Wiesel, Johannes
;
Zhao, Long
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 233-254
Persistent link: https://www.econbiz.de/10013489593
Saved in:
9
Machine learning with kernels for portfolio valuation and risk management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
10
Log-optimal and numéraire portfolios for market models stopped at a random time
Choulli, Tahir
;
Yansori, Sina
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 535-585
Persistent link: https://www.econbiz.de/10013440235
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