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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Forecasting model"
~subject:"Geldpolitik"
~subject:"Portfolio selection"
~type:"article"
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Forecasting model
Geldpolitik
Portfolio selection
Theorie
555
Theory
555
Option pricing theory
184
Optionspreistheorie
184
Portfolio-Management
154
Stochastic process
80
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80
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157
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Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Kardaras, Constantinos
3
Korn, Ralf
3
Pliska, Stanley R.
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3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
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2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Filipović, Damir
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Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of forecasting
771
Journal of economic dynamics & control
496
Journal of forecasting
470
European journal of operational research : EJOR
383
Journal of monetary economics
381
Journal of banking & finance
378
Economics letters
374
Finance research letters
365
Economic modelling
352
Journal of international money and finance
322
Insurance / Mathematics & economics
318
Journal of macroeconomics
276
Journal of money, credit and banking : JMCB
264
Applied economics
236
Macroeconomic dynamics
209
International review of economics & finance : IREF
207
Energy economics
206
Applied economics letters
194
International review of financial analysis
181
European economic review : EER
179
Computational economics
176
Journal of empirical finance
175
Quantitative finance
175
Management science : journal of the Institute for Operations Research and the Management Sciences
174
Risks : open access journal
174
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Journal of econometrics
165
The North American journal of economics and finance : a journal of financial economics studies
160
International journal of theoretical and applied finance
156
Finance and stochastics
153
Journal of financial economics
153
The European journal of finance
149
Journal of international economics
141
The review of financial studies
140
Journal of economic theory
128
The journal of finance : the journal of the American Finance Association
126
Open economies review
122
The American economic review
118
The journal of portfolio management : a publication of Institutional Investor
116
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ECONIS (ZBW)
157
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1
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
2
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
3
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
4
Portfolio optimization with downside constraints
Lakner, Peter
;
Nygren, Lan Ma
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10003325855
Saved in:
5
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
6
Nonparametric kernel-based sequential investment strategies
Györfi, László
;
Lugosi, Gábor
;
Udina, Frederic
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 337-357
Persistent link: https://www.econbiz.de/10003325975
Saved in:
7
Portfolio insurance and volatility regime switching
Vanden, Joel M.
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 387-417
Persistent link: https://www.econbiz.de/10003326017
Saved in:
8
Disutility, optimal retirement, and portfolio selection
Choi, Kyoung Jin
;
Shim, Gyoocheol
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 443-467
Persistent link: https://www.econbiz.de/10003326047
Saved in:
9
More on minimal entropy-Hellinger martingale measure
Choulli, Tahir
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003336776
Saved in:
10
A note on semivariance
Jin, Hanqing
;
Markowitz, Harry
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
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