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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Measurement"
~subject:"Portfolio-Management"
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Platen, Eckhard
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
331
NBER working paper series
318
European journal of operational research : EJOR
297
NBER Working Paper
267
Working paper / National Bureau of Economic Research, Inc.
264
Journal of banking & finance
249
Finance and stochastics
173
Journal of economic dynamics & control
170
Finance research letters
163
International journal of theoretical and applied finance
147
Research paper series / Swiss Finance Institute
124
Quantitative finance
121
Risks : open access journal
107
Economics letters
105
Discussion paper / Centre for Economic Policy Research
103
Journal of financial economics
101
The journal of portfolio management : a publication of Institutional Investor
101
The review of financial studies
101
Management science : journal of the Institute for Operations Research and the Management Sciences
100
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97
Journal of empirical finance
93
SpringerLink / Bücher
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Swiss Finance Institute Research Paper
85
Economic modelling
84
Mathematics and financial economics
84
Discussion paper / Tinbergen Institute
79
The European journal of finance
76
International review of economics & finance : IREF
74
Mathematical methods of operations research
71
Applied economics
70
Computational economics
70
International review of financial analysis
69
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69
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Working paper
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CESifo working papers
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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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:
2
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
3
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
Saved in:
4
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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5
Hedging and portfolio optimization under transaction costs : a martingale approach
Cvitanić, Jakša
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 133-165
Persistent link: https://www.econbiz.de/10001201641
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6
Minimizing transaction costs of option hedging strategies
Grannan, E. R.
- In:
Mathematical finance : an international journal of …
6
(
1996
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10001208937
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7
Portfolio selection problems via the bivariate characterization of stochastic dominance relations
Kijima, Masaaki
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 237-277
Persistent link: https://www.econbiz.de/10001208966
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8
Arbitrage with fractional Brownian motion
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
1
,
pp. 95-105
Persistent link: https://www.econbiz.de/10001213305
Saved in:
9
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
Saved in:
10
Optimal investment strategies for controlling drawdowns
Grossman, Sanford J.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 241-276
Persistent link: https://www.econbiz.de/10001184871
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