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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Stochastic process
81
Stochastischer Prozess
81
CAPM
77
Volatility
72
Volatilität
72
Yield curve
61
Zinsstruktur
61
Incomplete market
60
Unvollkommener Markt
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58
Martingal
40
Martingale
40
Risiko
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Risk
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Probability theory
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154
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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.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
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
Girotto, Bruno
2
He, Xue Dong
2
Jarrow, Robert A.
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Sulem, Agnès
2
Tankov, Peter
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
277
Insurance / Mathematics & economics
277
Journal of banking & finance
247
NBER working paper series
245
Finance research letters
202
Working paper / National Bureau of Economic Research, Inc.
199
NBER Working Paper
194
Journal of economic dynamics & control
172
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
133
Research paper series / Swiss Finance Institute
121
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Risks : open access journal
102
The review of financial studies
102
The journal of finance : the journal of the American Finance Association
100
Journal of financial economics
99
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
97
Discussion paper / Centre for Economic Policy Research
93
Economic modelling
91
Swiss Finance Institute Research Paper
85
The European journal of finance
85
International review of economics & finance : IREF
83
Economics letters
80
International review of financial analysis
76
Mathematics and financial economics
74
Computational economics
73
The North American journal of economics and finance : a journal of financial economics studies
72
SpringerLink / Bücher
69
The journal of asset management
69
Mathematical methods of operations research
68
Applied economics
67
Journal of risk and financial management : JRFM
66
The journal of portfolio management : JPM
65
Discussion paper / Tinbergen Institute
61
Journal of economic theory
61
Annals of finance
60
Journal of mathematical finance
57
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ECONIS (ZBW)
154
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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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