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Portfolio selection
209
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Kabanov, Jurij M.
10
Pham, Huyên
7
Hobson, David G.
6
Obłój, Jan
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Schachermayer, Walter
6
Guasoni, Paolo
5
Jeanblanc, Monique
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4
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4
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3
Bartl, Daniel
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Campi, Luciano
3
Carr, Peter
3
Delbaen, Freddy
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Deng, Jun
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Finance and stochastics
MPRA Paper
991
NBER working paper series
851
Journal of banking & finance
768
Finance research letters
748
NBER Working Papers
562
Working paper / National Bureau of Economic Research, Inc.
553
NBER Working Paper
500
European journal of operational research : EJOR
494
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492
Insurance / Mathematics & economics
461
Research paper series / Swiss Finance Institute
445
International review of financial analysis
424
Journal of financial economics
422
The journal of futures markets
398
CEPR Discussion Papers
388
ECB Working Paper
382
International journal of theoretical and applied finance
329
Management science : journal of the Institute for Operations Research and the Management Sciences
313
CESifo Working Paper
312
The journal of finance : the journal of the American Finance Association
310
International review of economics & finance : IREF
307
IMF Working Paper
306
Swiss Finance Institute Research Paper
302
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296
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295
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290
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286
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282
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278
The review of financial studies
277
Pacific-Basin finance journal
263
Discussion paper / Centre for Economic Policy Research
258
Quantitative finance
258
Journal of risk and financial management : JRFM
254
Journal of Banking & Finance
251
The European journal of finance
251
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ECONIS (ZBW)
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1
Hedge and mutual funds' fees and the separation of private investments
Guasoni, Paolo
;
Wang, Gu
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 473-507
Persistent link: https://www.econbiz.de/10011418231
Saved in:
2
On measuring nonlinear risk with scarce observations
Cherny, Alexander
;
Douady, Raphael
;
Molčanov, …
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 375-395
Persistent link: https://www.econbiz.de/10010216489
Saved in:
3
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
Saved in:
4
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
Saved in:
5
On dynamic measures of risk
Cvitanić, Jakša
;
Karatzas, Ioannis
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 451-482
Persistent link: https://www.econbiz.de/10001412192
Saved in:
6
An example of indifference prices under exponential preferences
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 229-239
Persistent link: https://www.econbiz.de/10002012576
Saved in:
7
Hazard rate for credit risk and
hedging
defaultable contingent claims
Blanchet-Scalliet, Christophette
;
Jeanblanc, Monique
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10001910889
Saved in:
8
Pricing by
hedging
and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
Saved in:
9
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:
10
Generalized stochastic target problems for pricing and partial
hedging
under loss constraints : application in optimal book liquidation
Bouchard, Bruno
;
Dang, Ngoc-minh
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 31-72
Persistent link: https://www.econbiz.de/10009682291
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