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~isPartOf:"Finance and stochastics"
~subject:"Derivat"
~subject:"Portfolio selection"
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Derivat
Portfolio selection
Portfolio-Management
196
Theorie
162
Theory
162
Stochastic process
44
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44
Risiko
36
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36
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Kabanov, Jurij M.
7
Guasoni, Paolo
5
Muhle-Karbe, Johannes
5
Pham, Huyên
5
Schachermayer, Walter
5
Choulli, Tahir
4
Jeanblanc, Monique
4
Karatzas, Ioannis
4
Rüschendorf, Ludger
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Schied, Alexander
4
Seifried, Frank Thomas
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3
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3
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Deng, Jun
3
Elie, Romuald
3
Federico, Salvatore
3
Gerhold, Stefan
3
Gozzi, Fausto
3
Jiao, Ying
3
Klüppelberg, Claudia
3
Kraft, Holger
3
Larsen, Kasper
3
Lépinette, Emmanuel
3
Obłój, Jan
3
Pennanen, Teemu
3
Sass, Jörn
3
Soner, Halil Mete
3
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3
Zariphopoulou-Souganidis, Thaleia
3
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2
Belak, Christoph
2
Bender, Christian
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2
Bichuch, Maxim
2
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2
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2
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2
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Finance and stochastics
Journal of banking & finance
586
NBER working paper series
535
Working paper / National Bureau of Economic Research, Inc.
465
European journal of operational research : EJOR
392
Insurance / Mathematics & economics
391
NBER Working Paper
385
Finance research letters
383
International review of financial analysis
280
Journal of financial economics
272
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
251
The journal of finance : the journal of the American Finance Association
232
International journal of theoretical and applied finance
227
Research paper series / Swiss Finance Institute
221
Discussion paper / Centre for Economic Policy Research
210
Applied economics
209
Journal of empirical finance
199
Management science : journal of the Institute for Operations Research and the Management Sciences
198
The review of financial studies
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Quantitative finance
191
SpringerLink / Bücher
184
Journal of financial and quantitative analysis : JFQA
182
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
The European journal of finance
173
Economic modelling
172
Risks : open access journal
170
The North American journal of economics and finance : a journal of financial economics studies
161
International review of economics & finance : IREF
160
Journal of risk and financial management : JRFM
159
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
141
Economics letters
138
Pacific-Basin finance journal
131
Research in international business and finance
131
The journal of wealth management
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Applied economics letters
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ECONIS (ZBW)
197
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1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
A concept of copula robustness and its applications in quantitative risk
management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
3
Machine learning with kernels for portfolio valuation and risk
management
Boudabsa, Lotfi
;
Filipović, Damir
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 131-172
Persistent link: https://www.econbiz.de/10013197507
Saved in:
4
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
5
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
6
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
7
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
8
Time reversal and last passage time of diffusions with applications to credit risk
management
Egami, Masahiko
;
Kevkhishvili, Rusudan
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 795-825
Persistent link: https://www.econbiz.de/10012518100
Saved in:
9
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
10
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
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