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~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Stochastischer Prozess
Portfolio selection
248
Portfolio-Management
248
Theorie
164
Theory
164
CAPM
33
Stochastic process
25
Risk
24
Capital income
22
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Branger, Nicole
2
Li, Danping
2
Li, Kai
2
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Badescu, Alexandru
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Blomvall, Jörgen
1
Bo, Lijun
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1
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Journal of economic dynamics & control
Insurance / Mathematics & economics
88
European journal of operational research : EJOR
62
International journal of theoretical and applied finance
54
Finance and stochastics
42
Quantitative finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Mathematical methods of operations research
23
Journal of mathematical finance
21
Risks : open access journal
21
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20
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19
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17
Finance research letters
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International journal of financial engineering
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7
The North American journal of economics and finance : a journal of financial economics studies
7
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7
Computers & operations research : and their applications to problems of world concern ; an international journal
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Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
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Review of derivatives research
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Annals of operations research
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Applied economics
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Asia-Pacific financial markets
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Journal of econometrics
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ECONIS (ZBW)
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1
Portfolio
selection
with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
2
Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki
- In:
Journal of economic dynamics & control
118
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
Saved in:
3
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
4
Perturbations in DSGE models : an odd derivatives theorem
Lott, Sherwin
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012131998
Saved in:
5
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
6
Stochastic volatility implies fourth-degree risk dominance : applications to asset pricing
Gollier, Christian
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 155-171
Persistent link: https://www.econbiz.de/10012004921
Saved in:
7
Asset prices and wealth dynamics in a financial market with random demand shocks
Dindo, Pietro
;
Staccioli, Jacopo
- In:
Journal of economic dynamics & control
95
(
2018
),
pp. 187-210
Persistent link: https://www.econbiz.de/10012004924
Saved in:
8
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
9
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
10
Optimal investment of variance-swaps in jump-diffusion market with regime-switching
Bo, Lijun
;
Tang, Dan
;
Wang, Yongjin
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 175-197
Persistent link: https://www.econbiz.de/10011915585
Saved in:
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