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~isPartOf:"Applied economics letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Stochastic process"
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Stochastic process
Portfolio selection
690
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Liang, Zongxia
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Applied economics letters
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
64
International journal of theoretical and applied finance
54
Finance and stochastics
43
Quantitative finance
35
Journal of economic dynamics & control
26
Mathematical methods of operations research
25
Journal of mathematical finance
21
Risks : open access journal
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Applied mathematical finance
20
Annals of finance
19
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Finance research letters
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Scandinavian actuarial journal
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International journal of financial engineering
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Computational economics
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IMA journal of management mathematics
10
Journal of econometrics
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10
Research paper series / Swiss Finance Institute
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Astin bulletin : the journal of the International Actuarial Association
9
Mathematics of operations research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Operations research letters
8
SpringerLink / Bücher
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Swiss Finance Institute Research Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Discussion paper / Tinbergen Institute
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of computational finance
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Applied economics
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Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
Saved in:
2
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
3
Optimal investment under relative performance concerns
Espinosa, Gilles.Eduard
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 221-257
Persistent link: https://www.econbiz.de/10011350661
Saved in:
4
Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan
Wang, Suxin
;
Lu, Yi
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 46-62
Persistent link: https://www.econbiz.de/10012133507
Saved in:
5
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
6
Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
Saved in:
7
Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk
Li, Danping
;
Rong, Ximin
;
Zhao, Hui
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 28-44
Persistent link: https://www.econbiz.de/10011396861
Saved in:
8
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
9
Less is more : increasing retirement gains by using an upside terminal wealth constraint
Donnelly, Catherine
;
Gerrard, Russell
;
Guillén, Montserrat
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 259-267
Persistent link: https://www.econbiz.de/10011398052
Saved in:
10
A note on the quantile formulation
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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