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~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of financial engineering"
~person:"Bayraktar, Erhan"
~person:"Belak, Christoph"
~person:"Zariphopoulou-Souganidis, Thaleia"
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Search: subject_exact:"Portfoliomanagement"
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Bayraktar, Erhan
Belak, Christoph
Zariphopoulou-Souganidis, Thaleia
Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
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Pham, Huyên
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Schachermayer, Walter
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Choulli, Tahir
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Finance and stochastics
Journal of financial engineering
Insurance / Mathematics & economics
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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3
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
On the quasi-sure superhedging duality with frictions
Bayraktar, Erhan
;
Burzoni, Matteo
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 249-275
Persistent link: https://www.econbiz.de/10012253347
Saved in:
2
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph
;
Christensen, Sören
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Saved in:
3
Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Belak, Christoph
;
Sass, Jörn
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10012114661
Saved in:
4
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
5
On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip
;
Zariphopoulou-Souganidis, Thaleia
- In:
Journal of financial engineering
1
(
2014
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010508086
Saved in:
6
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
7
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
Saved in:
8
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
9
A solution approach to valuation with unhedgeable risks
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10001553048
Saved in:
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