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~subject:"Portfolio selection"
~subject:"Unvollkommener Markt"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
Unvollkommener Markt
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio-Management
154
Stochastic process
81
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Platen, Eckhard
7
Zhou, Xun Yu
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5
Frittelli, Marco
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4
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4
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3
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3
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
307
Insurance / Mathematics & economics
283
Working paper / National Bureau of Economic Research, Inc.
269
European journal of operational research : EJOR
268
Journal of banking & finance
250
NBER Working Paper
250
Journal of economic dynamics & control
220
Finance and stochastics
173
International journal of theoretical and applied finance
165
Finance research letters
155
Discussion paper / Centre for Economic Policy Research
134
Research paper series / Swiss Finance Institute
129
Journal of economic theory
126
Quantitative finance
118
The review of financial studies
111
Economics letters
109
Journal of mathematical economics
108
Journal of financial economics
106
The journal of finance : the journal of the American Finance Association
103
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of empirical finance
94
Economic modelling
93
CESifo working papers
89
Swiss Finance Institute Research Paper
88
Economic theory : official journal of the Society for the Advancement of Economic Theory
86
Mathematics and financial economics
81
Working paper
78
The European journal of finance
76
International review of economics & finance : IREF
75
Computational economics
73
Discussion paper / Tinbergen Institute
71
Mathematical methods of operations research
71
Annals of finance
70
The journal of asset management
68
International review of financial analysis
67
SpringerLink / Bücher
67
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
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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
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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
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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
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001232776
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6
Incomplete markets in infinite horizon : debt constraints versus node prices
Florenzano, Monique
- In:
Mathematical finance : an international journal of …
6
(
1996
)
2
,
pp. 167-196
Persistent link: https://www.econbiz.de/10001201640
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7
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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8
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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9
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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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
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