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subject:"Portfolio-Management"
type_genre:"Sammlung"
~accessRights:"restricted"
~isPartOf:"Finance and stochastics"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
USA
Theorie
112
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Portfolio selection
45
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30
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30
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25
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25
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18
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Choulli, Tahir
4
Deng, Jun
3
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2
Belak, Christoph
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Elie, Romuald
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Filipović, Damir
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Jeanblanc, Monique
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Finance and stochastics
European journal of operational research : EJOR
239
Insurance / Mathematics & economics
170
Finance research letters
134
Quantitative finance
110
Journal of banking & finance
97
Management science : journal of the Institute for Operations Research and the Management Sciences
87
Computers & operations research : and their applications to problems of world concern ; an international journal
79
The review of financial studies
69
International review of financial analysis
64
Journal of empirical finance
64
Economic modelling
63
The North American journal of economics and finance : a journal of financial economics studies
63
International journal of production research
62
The journal of portfolio management : JPM
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61
Economics letters
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59
International journal of theoretical and applied finance
58
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55
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Operations research letters
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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The American economic review
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Omega : the international journal of management science
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Journal of economic behavior & organization : JEBO
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Scandinavian actuarial journal
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Journal of mathematical finance
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The journal of investment strategies
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Journal of risk
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
Saved in:
5
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
6
Nonlinear expectations of random sets
Molčanov, Il'ja S.
;
Mühlemann, Anja
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10012433510
Saved in:
7
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
8
High-frequency trading with fractional Brownian motion
Guasoni, Paolo
;
Mišura, Julija S.
;
Rásonyi, Miklós
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 277-310
Persistent link: https://www.econbiz.de/10012499687
Saved in:
9
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
10
The value of a liability cash flow in discrete time subject to capital requirements
Engsner, Hampus
;
Lindensjö, Kristoffer
;
Lindskog, Filip
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 125-167
Persistent link: https://www.econbiz.de/10012253342
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