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Kabanov, Jurij M.
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Finance and stochastics
NBER working paper series
884
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786
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778
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717
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656
European journal of operational research : EJOR
557
International review of financial analysis
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349
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330
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318
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311
Economics letters
296
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295
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282
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249
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242
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238
The North American journal of economics and finance : a journal of financial economics studies
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229
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227
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226
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ECONIS (ZBW)
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1
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
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2
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
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3
Worst case portfolio vectors and diversification effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
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4
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10003439759
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5
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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6
Portfolio optimisation with strictly positive transaction costs and impulse control
Korn, Ralf
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 85-114
Persistent link: https://www.econbiz.de/10001235411
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7
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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8
A generalization of the mutual fund theorem
Khanna, Ajay
;
Kulldorff, Martin
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001367026
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9
Turnpike behavior of long-term investments
Huang, Chi-fu
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
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10
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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