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~isPartOf:"Finance and stochastics"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Portfolio selection
Wirtschaftswachstum
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Kabanov, Jurij M.
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Finance and stochastics
NBER working paper series
706
Working paper / National Bureau of Economic Research, Inc.
631
Journal of banking & finance
575
NBER Working Paper
537
Finance research letters
390
European journal of operational research : EJOR
386
Insurance / Mathematics & economics
385
Discussion paper / Centre for Economic Policy Research
360
Journal of economic dynamics & control
289
Economic modelling
275
International review of financial analysis
273
Journal of financial economics
272
Applied economics
267
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
233
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222
Economics letters
220
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220
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200
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187
International review of economics & finance : IREF
184
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182
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178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Risks : open access journal
168
The European journal of finance
167
The North American journal of economics and finance : a journal of financial economics studies
167
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164
Discussion paper / Tinbergen Institute
158
Swiss Finance Institute Research Paper
152
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ECONIS (ZBW)
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1
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:
2
Dynamically consistent investment under model uncertainty : the robust forward criteria
Källblad, Sigrid
;
Obłój, Jan
; …
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 879-918
Persistent link: https://www.econbiz.de/10011946570
Saved in:
3
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
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
On irreversible investment
Riedel, Frank
;
Su, Xia
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 607-633
Persistent link: https://www.econbiz.de/10009423296
Saved in:
6
Scenario simulation:
theory
and methodology
Jamshidian, Farshid
- In:
Finance and stochastics
1
(
1997
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10001215730
Saved in:
7
Risk
measures for processes and BSDEs
Penner, Irina
;
Réveillac, Anthony
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
Saved in:
8
Aggregation-
robustness
and model uncertainty of regulatory
risk
measures
Embrechts, Paul
;
Wang, Bin
;
Wang, Ruodu
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
Saved in:
9
Financial
risk
measures for a network of individual agents holding portfolios of light-tailed objects
Klüppelberg, Claudia
;
Seifert, Miriam
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 795-826
Persistent link: https://www.econbiz.de/10012114659
Saved in:
10
Risk
sharing for capital requirements with multidimensional security markets
Liebrich, Felix-Benedikt
;
Svindland, Gregor
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 925-973
Persistent link: https://www.econbiz.de/10012114664
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