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~isPartOf:"Annals of finance"
~subject:"Derivative"
~subject:"Expected utility"
~type_genre:"Article in journal"
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Derivative
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2
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Annals of finance
International journal of theoretical and applied finance
27
European journal of operational research : EJOR
23
Journal of banking & finance
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
The journal of futures markets
16
Journal of economic dynamics & control
14
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Quantitative finance
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Finance research letters
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Advances in futures and options research : a research annual
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Asia-Pacific financial markets
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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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International journal of financial engineering
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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International review of economics & finance : IREF
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
3
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
4
Maximizing expected exponential utility of consumption with a constraint on expected time in poverty
Li, Dongchen
;
Young, Virginia R.
- In:
Annals of finance
16
(
2020
)
1
,
pp. 63-99
Persistent link: https://www.econbiz.de/10012495962
Saved in:
5
Portfolio selections under mean-variance preference with multiple priors for means and variances
Shigeta, Yuki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10011944967
Saved in:
6
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
7
Optimal portfolio choice for a behavioural investor in continuous-time markets
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10009741193
Saved in:
8
A decision-theoretic model of asset-price underreaction and overreaction to dividend news
Ludwig, Alexander
;
Zimper, Alexander
- In:
Annals of finance
9
(
2013
)
4
,
pp. 625-665
Persistent link: https://www.econbiz.de/10010196591
Saved in:
9
Robust portfolio optimization with a generalized expected utility model under ambiguity
Ma, Xiaoxian
;
Zhao, Qingzhen
;
Qu, Jilin
- In:
Annals of finance
4
(
2008
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10003737193
Saved in:
10
A computational study on general equilibrium pricing of derivative securities
Thijssen, Jacco J. J.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 505-523
Persistent link: https://www.econbiz.de/10003737208
Saved in:
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