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~subject:"Portfolio selection"
~subject:"CAPM"
~isPartOf:"Finance and stochastics"
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Portfolio selection
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7
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1
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Finance and stochastics
Management science : journal of the Institute for Operations Research and the Management Sciences
24
NBER working paper series
23
Journal of economic dynamics & control
22
European journal of operational research : EJOR
21
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21
Working paper / National Bureau of Economic Research, Inc.
21
Insurance / Mathematics & economics
20
Economics letters
17
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International journal of theoretical and applied finance
10
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10
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9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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8
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8
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8
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1
Asset pricing with dynamically inconsistent agents
Khapko, Mariana
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 1017-1046
Persistent link: https://www.econbiz.de/10014426412
Saved in:
2
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
3
A paradox in time-consistency in the mean-variance problem?
Bensoussan, Alain
;
Wong, Kwok Chuen
;
Yam, Sheung Chi Phillip
- In:
Finance and stochastics
23
(
2019
)
1
,
pp. 173-207
Persistent link: https://www.econbiz.de/10012023708
Saved in:
4
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
5
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
6
A note on the existence of the power investor's optimizer
Larsen, Kasper
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 183-190
Persistent link: https://www.econbiz.de/10008824128
Saved in:
7
Risk
aversion
and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10003939504
Saved in:
8
Utility maximization under increasing
risk
aversion
in one-period models
Cheridito, Patrick
;
Summer, Christopher
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 147-158
Persistent link: https://www.econbiz.de/10003234963
Saved in:
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