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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio-Management"
~subject:"Share price"
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Portfolio-Management
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Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
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Platen, Eckhard
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
429
Working paper / National Bureau of Economic Research, Inc.
378
NBER Working Paper
333
Journal of banking & finance
329
Insurance / Mathematics & economics
280
European journal of operational research : EJOR
275
Journal of economic dynamics & control
231
Finance research letters
230
The journal of finance : the journal of the American Finance Association
223
The review of financial studies
220
Journal of financial economics
199
Discussion paper / Centre for Economic Policy Research
175
International journal of theoretical and applied finance
174
Finance and stochastics
168
Journal of empirical finance
164
Quantitative finance
157
Research paper series / Swiss Finance Institute
155
Economics letters
148
Economic modelling
134
International review of financial analysis
132
International review of economics & finance : IREF
127
Management science : journal of the Institute for Operations Research and the Management Sciences
125
The European journal of finance
120
Risks : open access journal
110
The North American journal of economics and finance : a journal of financial economics studies
110
The journal of portfolio management : a publication of Institutional Investor
109
Applied economics
103
Swiss Finance Institute Research Paper
103
Computational economics
101
Journal of financial and quantitative analysis : JFQA
93
SpringerLink / Bücher
91
Journal of economic theory
90
Discussion paper / Tinbergen Institute
88
Journal of risk and financial management : JRFM
88
Applied economics letters
85
Mathematics and financial economics
85
CESifo working papers
84
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Review of quantitative finance and accounting
77
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1
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
Generalized hyperbolic diffusion processes with applications in finance
Rydberg, Tina Hviid
- In:
Mathematical finance : an international journal of …
9
(
1999
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10001372196
Saved in:
3
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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4
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:
5
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
Saved in:
6
Market participation and share prices
Orosel, Gerhard O.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10001232777
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7
Market volatility and feedback effects from dynamic hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
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8
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
Saved in:
9
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
Saved in:
10
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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