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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"Portfolio insurance"
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Portfolio selection
177
Portfolio-Management
177
Theorie
154
Theory
154
Incomplete market
27
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27
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Zhou, Xun Yu
7
Platen, Eckhard
6
Guasoni, Paolo
5
Li, Duan
5
Muhle-Karbe, Johannes
5
Jin, Hanqing
4
Korn, Ralf
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
568
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
383
Finance research letters
381
International review of financial analysis
269
Journal of financial economics
264
The journal of asset management
254
The journal of portfolio management : a publication of Institutional Investor
251
Journal of economic dynamics & control
245
The journal of finance : the journal of the American Finance Association
230
International journal of theoretical and applied finance
218
Applied economics
203
Finance and stochastics
196
Journal of empirical finance
196
Management science : journal of the Institute for Operations Research and the Management Sciences
195
The review of financial studies
194
Quantitative finance
186
Journal of financial and quantitative analysis : JFQA
178
Economic modelling
170
Risks : open access journal
167
The European journal of finance
162
The North American journal of economics and finance : a journal of financial economics studies
159
International review of economics & finance : IREF
157
Journal of risk and financial management : JRFM
157
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
The journal of wealth management
131
Pacific-Basin finance journal
130
Applied economics letters
128
Research in international business and finance
126
Journal of international financial markets, institutions & money
122
The journal of portfolio management : JPM
115
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Applied financial economics
111
Financial markets and portfolio management
111
Journal of international money and finance
111
Investment management and financial innovations
108
Computational economics
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ECONIS (ZBW)
177
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51
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
52
Positive alphas, abnormal performance, and illusory arbitrage
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10009712563
Saved in:
53
Multiplicative approximation of wealth processes involving no-short-sales strategies via simple trading
Kardaras, Constantinos
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 579-590
Persistent link: https://www.econbiz.de/10009783346
Saved in:
54
Buy-low and sell-high investment strategies
Zervos, Mihail
;
Johnson, Timothy C.
;
Alazemi, Fares
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 560-578
Persistent link: https://www.econbiz.de/10009783348
Saved in:
55
The effect of estimation in high-dimensional portfolios
Gandy, Axel
;
Veraart, Luitgard
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 531-559
Persistent link: https://www.econbiz.de/10009783354
Saved in:
56
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs
Bouchard, Bruno
;
Huu, Adrien Nguyen
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 366-386
Persistent link: https://www.econbiz.de/10009722532
Saved in:
57
Nonreplication of options
Kountzakis, Christos
;
Polyrakis, Ioannis A.
;
Xanthos, Foivos
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 569-584
Persistent link: https://www.econbiz.de/10009613179
Saved in:
58
Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Low, Cheekiat
;
Pachamanova, Dessislava A.
;
Sim, Melvyn
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 379-410
Persistent link: https://www.econbiz.de/10009613191
Saved in:
59
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
60
Risk horizon and rebalancing horizon in portfolio risk measurement
Glasserman, Paul
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 214-249
Persistent link: https://www.econbiz.de/10009613204
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