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Pricing and valuation under the real-world measure
Frahm, Gabriel - In: International journal of theoretical and applied finance 19 (2016) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Nauta, Bert-Jan - In: International journal of theoretical and applied finance 18 (2015) 2, pp. 1-30
Persistent link: https://www.econbiz.de/10011403233
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On the shape of risk aversion and asset allocation
Six, Pierre - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
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Robust asset allocation for long-term target-based investing
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
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Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
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A practical guide to robust portfolio optimization
Yin, Chenyang; Perchet, Romain; Soupé, François - In: Quantitative finance 21 (2021) 6, pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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Optimal investment strategy for risky assets
Maslov, Sergei - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
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Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
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Optimal strategies for prudent investors
Baviera, Roberto (contributor) - In: International journal of theoretical and applied finance 1 (1998) 4, pp. 473-486
Persistent link: https://www.econbiz.de/10001255559