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Finance and stochastics
Benchmarking: An International Journal
429
NBER working paper series
420
Working paper / National Bureau of Economic Research, Inc.
355
Journal of financial economics
326
Journal of banking & finance
309
NBER Working Paper
309
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262
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257
The review of financial studies
237
Finance research letters
217
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187
Journal of economic dynamics & control
175
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143
International review of financial analysis
142
Management science : journal of the Institute for Operations Research and the Management Sciences
142
Economics letters
128
Pacific-Basin finance journal
122
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113
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109
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109
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105
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98
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97
Journal of econometrics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
95
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95
Journal of international financial markets, institutions & money
93
International journal of theoretical and applied finance
92
Journal of international money and finance
89
Review of quantitative finance and accounting
88
European journal of operational research : EJOR
87
Discussion papers / CEPR
80
Applied financial economics
79
The North American journal of economics and finance : a journal of financial economics studies
79
The journal of futures markets
78
Journal of monetary economics
76
OECD International Direct Investment Statistics
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ECONIS (ZBW)
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1
Beating a moving target : optimal portfolio strategies for outperforming a stochastic benchmark
Browne, Sid
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001389104
Saved in:
2
Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim
;
Song, Qingshuo
;
Yang, Jie
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 839-870
Persistent link: https://www.econbiz.de/10010190872
Saved in:
3
A framework of state-dependent utility optimisation with general benchmarks
Liang, Zongxia
;
Liu, Yang
;
Zhang, Litian
- In:
Finance and stochastics
29
(
2025
)
2
,
pp. 469-518
Persistent link: https://www.econbiz.de/10015394807
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4
Incomepleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, Monique
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10001487034
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5
Introduction to a theory of value coherent with the no-arbitrage principle
Frittelli, Marco
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 275-297
Persistent link: https://www.econbiz.de/10001487067
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6
Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia
;
Vargiolu, Tiziano
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001487081
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7
Modelling of stock price changes : a real analysis approach
Norvaiša, Rimas
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 343-369
Persistent link: https://www.econbiz.de/10001487084
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8
Perfect option hedging for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
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9
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
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10
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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