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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Detemple, Jérôme B."
~person:"Pham, Huyên"
~person:"Rogers, Leonard C. G."
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Search: subject_exact:"Modern portfolio theory"
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Portfolio selection
7
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7
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2
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Detemple, Jérôme B.
Pham, Huyên
Rogers, Leonard C. G.
Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Finance and stochastics
6
The review of financial studies
5
International journal of theoretical and applied finance
2
The journal of finance : the journal of the American Finance Association
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Computational methods in decision-making, economics and finance
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Financial engineering
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of mathematical economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Publications of the Newton Institute
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Risks : open access journal
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SpringerBriefs in quantitative finance
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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The handbook of post crisis financial modelling
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The journal of computational finance
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Working paper / European Institute for Advanced Studies in Management
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1
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
2
Modeling liquidity effects in discrete time
Çetin, Umut
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003543099
Saved in:
3
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
4
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:
5
No arbitrage in discrete time under portfolio constraints
Carassus, Laurence
;
Pham, Huyên
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 315-329
Persistent link: https://www.econbiz.de/10001651141
Saved in:
6
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
7
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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