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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Detemple, Jérôme B."
~person:"Marinacci, Massimo"
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Portfolio selection
4
Portfolio-Management
4
Theorie
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Theory
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1
CAPM
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Consumption theory
1
Diversification
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Detemple, Jérôme B.
Marinacci, Massimo
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
4
Bielecki, Tomasz R.
3
Carassus, Laurence
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Glasserman, Paul
3
Jarrow, Robert A.
3
Kardaras, Constantinos
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Pliska, Stanley R.
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Rogers, Leonard C. G.
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3
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Cont, Rama
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Cvitanić, Jakša
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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He, Xue Dong
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Muthuraman, Kumar
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
4
The journal of finance : the journal of the American Finance Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial engineering
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of mathematical economics
1
Temi di discussione / Banca d'Italia
1
The handbook of post crisis financial modelling
1
Working paper / European Institute for Advanced Studies in Management
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Working papers / Innocenzo Gasparini Institute for Economic Research
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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
Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.
;
Rindisbacher, Marcel
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
Saved in:
4
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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