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~isPartOf:"Mathematics and financial economics"
~source:"econis"
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Portfolio selection
63
Portfolio-Management
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Aufsatz in Zeitschrift
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Evstigneev, Igor V.
2
Gaïgi, M’hamed
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Jarrow, Robert A.
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Peskir, Goran
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Rosazza Gianin, Emanuela
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Voß, Moritz
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Mathematics and financial economics
Finance research letters
327
Journal of banking & finance
227
Insurance / Mathematics & economics
226
European journal of operational research : EJOR
225
International review of financial analysis
206
Quantitative finance
162
Journal of financial economics
137
The North American journal of economics and finance : a journal of financial economics studies
137
Applied economics
127
Management science : journal of the Institute for Operations Research and the Management Sciences
126
International review of economics & finance : IREF
120
The journal of asset management
118
The journal of portfolio management : JPM
116
Journal of empirical finance
113
Economic modelling
105
Research in international business and finance
103
Pacific-Basin finance journal
102
International journal of theoretical and applied finance
91
The journal of investing : JOI
85
Computational economics
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Journal of economic dynamics & control
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The European journal of finance
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Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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72
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66
Journal of financial and quantitative analysis : JFQA
64
Journal of risk
57
The journal of investment strategies
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Journal of international money and finance
54
International journal of financial engineering
51
Scandinavian actuarial journal
49
Investment management and financial innovations
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Journal of mathematical finance
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The review of financial studies
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
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:
2
Mean field portfolio games with consumption
Fu, Guanxing
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 79-99
Persistent link: https://www.econbiz.de/10014226253
Saved in:
3
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:
4
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:
5
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:
6
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:
7
A two-player portfolio tracking game
Voß, Moritz
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 779-809
Persistent link: https://www.econbiz.de/10013438883
Saved in:
8
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 675-698
Persistent link: https://www.econbiz.de/10012321865
Saved in:
9
Robust time-consistent mean-variance
portfolio
selection
problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
Saved in:
10
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
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