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~isPartOf:"Finance and stochastics"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject:"portfolio optimization"
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Hedging
Portfolio selection
196
Portfolio-Management
196
Theorie
152
Theory
152
Stochastic process
42
Stochastischer Prozess
42
Mathematical programming
29
Mathematische Optimierung
29
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23
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23
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23
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Kabanov, Jurij M.
2
Lépinette, Emmanuel
2
Bartl, Daniel
1
Bender, Christian
1
Blanchet-Scalliet, Christophette
1
Bouchard, Bruno
1
Cherny, Alexander S.
1
Cvitanić, Jakša
1
Dang, Ngoc-minh
1
Denis, Emmanuel
1
Dolinsky, Yan
1
Elie, Romuald
1
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1
Goll, Thomas
1
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1
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1
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1
Jarrow, Robert
1
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1
Jiao, Ying
1
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1
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1
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1
Laurent, Jean Paul
1
Leukert, Peter
1
Leung, Tim
1
Madan, Dilip B.
1
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1
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1
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1
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1
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1
Pham, Huyên
1
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1
Seifried, Frank Thomas
1
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1
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1
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1
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Finance and stochastics
Finance research letters
36
International review of financial analysis
32
International journal of theoretical and applied finance
30
Energy economics
29
Journal of banking & finance
29
The journal of futures markets
25
Applied economics
24
Economic modelling
23
International review of economics & finance : IREF
23
The North American journal of economics and finance : a journal of financial economics studies
23
Insurance / Mathematics & economics
22
Journal of economic dynamics & control
22
European journal of operational research : EJOR
17
Applied mathematical finance
16
Journal of financial economics
16
Journal of risk and financial management : JRFM
16
The review of financial studies
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Quantitative finance
14
The European journal of finance
14
Research in international business and finance
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Risks : open access journal
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of empirical finance
11
The journal of portfolio management : a publication of Institutional Investor
11
The journal of asset management
10
Computational economics
9
Journal of international financial markets, institutions & money
9
Journal of mathematical finance
9
Mathematical methods of operations research
9
The journal of finance : the journal of the American Finance Association
9
Cogent economics & finance
8
Journal of financial and quantitative analysis : JFQA
8
Journal of investment management : JOIM
8
Journal of risk
8
Mathematics and financial economics
8
International journal of financial engineering
7
Advances in futures and options research : a research annual
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ECONIS (ZBW)
23
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1
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
2
Risk arbitrage and hedging to acceptability under transaction costs
Lépinette, Emmanuel
;
Molčanov, Il'ja S.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 101-132
Persistent link: https://www.econbiz.de/10012433516
Saved in:
3
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Grépat, Julien
;
Kabanov, Jurij M.
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 167-187
Persistent link: https://www.econbiz.de/10012433525
Saved in:
4
Pathwise superhedging on prediction sets
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 215-248
Persistent link: https://www.econbiz.de/10012253346
Saved in:
5
Outperformance
portfolio
optimization
via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
6
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
7
Hedging under multiple risk constraints
Jiao, Ying
;
Klopfenstein, Olivier
;
Tankov, Peter
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 361-396
Persistent link: https://www.econbiz.de/10011944382
Saved in:
8
Hedge and mutual funds' fees and the separation of private investments
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 473-507
Persistent link: https://www.econbiz.de/10011418231
Saved in:
9
Approximate hedging for nonlinear transaction costs on the volume of traded assets
Elie, Romuald
;
Lépinette, Emmanuel
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 541-581
Persistent link: https://www.econbiz.de/10011418291
Saved in:
10
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
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