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~isPartOf:"Journal of financial economics"
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Wang, Zhenyu
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Glasserman, Paul
1
Guasoni, Paolo
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Huberman, Gur
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Liu, Zongjian
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Journal of financial economics
The journal of computational finance
Operations research : the journal of the Operations Research Society of America
12
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Finance and stochastics
6
The journal of finance : the journal of the American Finance Association
6
The review of financial studies
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Mathematics of operations research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of economic dynamics & control
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Journal of empirical finance
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Economic policy review
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Interfaces : the INFORMS journal on the practice of operations research
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Operations research, Management science : OR MS ; the international literature digest
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Risk : managing risk in the world's financial markets
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Working paper / National Bureau of Economic Research, Inc
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Performance maximization of actively managed funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 574-596
Persistent link: https://www.econbiz.de/10009178468
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2
Efficiency loss and constraints on portfolio holdings
Wang, Zhenyu
- In:
Journal of financial economics
48
(
1998
)
3
,
pp. 359
Persistent link: https://www.econbiz.de/10006523094
Saved in:
3
Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010
)
2
,
pp. 3-57
Persistent link: https://www.econbiz.de/10008787350
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