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~isPartOf:"Mathematics and financial economics"
~subject:"Forecasting model"
~subject:"Share price"
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Search: subject_exact:"Portfolio performance"
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Forecasting model
Share price
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Portfolio selection
104
Portfolio-Management
104
Theorie
71
Mathematical programming
20
Mathematische Optimierung
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Risiko
20
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Jarrow, Robert A.
3
Rosazza Gianin, Emanuela
3
Cvitanić, Jakša
2
Evstigneev, Igor V.
2
Jouini, Elyès
2
Koch Medina, Pablo
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Mathematics and financial economics
Journal of banking & finance
284
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
270
Finance research letters
191
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
International journal of theoretical and applied finance
148
Journal of financial economics
126
Quantitative finance
124
Journal of empirical finance
116
The journal of finance : the journal of the American Finance Association
112
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109
The review of financial studies
108
Risks : open access journal
105
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105
International review of financial analysis
104
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91
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90
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87
International review of economics & finance : IREF
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Economics letters
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86
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Computational economics
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Journal of risk and financial management : JRFM
74
Mathematical methods of operations research
69
Journal of financial and quantitative analysis : JFQA
65
Annals of finance
63
The journal of portfolio management : JPM
63
Journal of economic theory
62
Journal of investment management : JOIM
60
Applied economics letters
56
Journal of mathematical finance
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Financial markets and portfolio management
53
Investment management and financial innovations
52
Pacific-Basin finance journal
52
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ECONIS (ZBW)
72
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1
Robust utility maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Optimal portfolios in the presence of stress scenarios : a worst-case approach
Korn, Ralf
;
Müller, Lukas
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 153-185
Persistent link: https://www.econbiz.de/10013167740
Saved in:
3
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
4
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
5
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
6
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
7
Robust utility maximization under model uncertainty via a penalization approach
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 51-88
Persistent link: https://www.econbiz.de/10013167700
Saved in:
8
Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 509-537
Persistent link: https://www.econbiz.de/10013438866
Saved in:
9
On the market price of risk
Korkie, Robert M.
;
Turtle, Harry J.
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 675-718
Persistent link: https://www.econbiz.de/10012616854
Saved in:
10
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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