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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Quantitative finance"
~subject:"Portfolio-Management"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Quantitative finance
Journal of banking & finance
570
NBER working paper series
529
Working paper / National Bureau of Economic Research, Inc.
460
Insurance / Mathematics & economics
385
European journal of operational research : EJOR
384
Finance research letters
381
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379
International review of financial analysis
272
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264
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255
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Risks : open access journal
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The European journal of finance
164
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Swiss Finance Institute Research Paper
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Economics letters
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
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
Saved in:
2
The incentives of hedge fund fees and high-water marks
Guasoni, Paolo
;
Obłoj, Jan
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 269-295
Persistent link: https://www.econbiz.de/10011577142
Saved in:
3
Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
Saved in:
4
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
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5
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
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6
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
7
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Saved in:
8
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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9
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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10
Tax
arbitrage, existence of equilibrium, and bounded
tax
rebates
Jones, Chris
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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