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type:"article"
~isPartOf:"Finance and stochastics"
~isPartOf:"The review of financial studies"
~person:"Korn, Ralf"
~person:"Post, Thierry"
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Behavioural finance
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Korn, Ralf
Post, Thierry
Kabanov, Jurij M.
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Başak, Suleyman
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Muhle-Karbe, Johannes
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Pham, Huyên
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Dybvig, Philip H.
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Finance and stochastics
The review of financial studies
International journal of theoretical and applied finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematical methods of operations research
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Insurance / Mathematics & economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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OR spectrum : quantitative approaches in management
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Risks : open access journal
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Advances in risk management
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Analytical models for financial modeling and risk management
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Computational Management Science : CMS
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European journal of operational research : EJOR
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IMA journal of management mathematics
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International journal of theoretical and applied finance : IJTAF
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Journal of econometrics
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Journal of economics and finance
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Mathematics and financial economics
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OR-Spektrum : quantitative approaches in management
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Operations research letters
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Review of finance : journal of the European Finance Association
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The econometrics journal
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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Does risk seeking drive stock prices? : A stochastic dominance analysis of aggregate investor preferences and beliefs
Post, Thierry
;
Levy, Haim
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 925-954
Persistent link: https://www.econbiz.de/10003133543
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2
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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