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subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Production theory"
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Portfolio selection
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International journal of theoretical and applied finance
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working paper series / Centre for Efficiency and Productivity Analysis
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Index numbers : essays in honour of Sten Malmquist
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Utility maximization in a binomial model with transaction costs : a duality approach based on the shadow price process
Bayer, Christian
;
Veliyev, Bezirgen
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010391519
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2
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
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