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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Cvitanić, Jakša"
~person:"Marinacci, Massimo"
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Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Hedging
2
Analysis of variance
1
CAPM
1
Diversification
1
Diversifikation
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Cvitanić, Jakša
Marinacci, Massimo
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
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3
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Kardaras, Constantinos
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
Journal of economic dynamics & control
3
Annals of finance
2
Journal of mathematical economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics and financial economics
2
Working papers / Innocenzo Gasparini Institute for Economic Research
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Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Journal of economic theory
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of finance : journal of the European Finance Association
1
Rodney L. White Center for Financial Research
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Temi di discussione / Banca d'Italia
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The review of financial studies
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ECONIS (ZBW)
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Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
2
Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio
;
Marinacci, Massimo
;
Rustichini, Aldo
; …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
Saved in:
3
Efficient computation of hedging portfolios for options with discontinuous payoffs
Cvitanić, Jakša
;
Ma, Jin
;
Jianfeng Zhang
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001765668
Saved in:
4
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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