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~subject:"Portfolio selection"
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Portfolio selection
Stochastischer Prozess
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Stochastic process
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Optionspreistheorie
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Option pricing theory
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20
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18
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Hooi Hooi Lean
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
European Commission / Joint Research Centre
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
FernUniversität in Hagen
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Institute of Finance and Accounting <London>
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International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
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International Conference on Numerical Methods for Finance <2006, Dublin>
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International Conference on Stochastic Finance <2004, Lissabon>
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International Workshop on Finance <2011, Kyōto>
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Judge Institute of Management Studies
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NetLibrary, Inc
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Springer International Publishing
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1
Walter de Gruyter GmbH & Co. KG
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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Insurance / Mathematics & economics
117
European journal of operational research : EJOR
95
International journal of theoretical and applied finance
79
Finance and stochastics
69
Quantitative finance
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
Journal of economic dynamics & control
37
Mathematics and financial economics
36
Risks : open access journal
34
Applied mathematical finance
30
Journal of banking & finance
30
Journal of mathematical finance
30
Mathematical methods of operations research
29
Annals of finance
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Finance research letters
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International journal of financial engineering
25
Research paper series / Swiss Finance Institute
25
Scandinavian actuarial journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
Journal of risk and financial management : JRFM
19
Mathematics of operations research
18
Computational Management Science : CMS
17
Computational economics
17
IMA journal of management mathematics
15
Operations research letters
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
15
SpringerLink / Bücher
15
Swiss Finance Institute Research Paper
14
Asia-Pacific financial markets
12
Astin bulletin : the journal of the International Actuarial Association
12
NBER working paper series
12
The journal of computational finance
12
Computers & operations research : and their applications to problems of world concern ; an international journal
11
Journal of econometrics
11
Journal of empirical finance
11
OR spectrum : quantitative approaches in management
11
Applied economics
10
Discussion paper / Tinbergen Institute
10
Economic modelling
10
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ECONIS (ZBW)
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1
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
2
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
3
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
Peng, Xingchun
;
Wei, Linxiao
;
Hu, Yijun
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 78-86
Persistent link: https://www.econbiz.de/10010469175
Saved in:
4
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Saved in:
5
Optimal investment for a defined-contribution pension scheme under a regime switching model
Chen, An
;
Delong, Łukasz
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
2
,
pp. 397-419
Persistent link: https://www.econbiz.de/10011312280
Saved in:
6
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
7
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
8
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
9
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
10
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
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