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Finance and stochastics
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1,042
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666
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605
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511
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International review of financial analysis
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279
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262
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259
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256
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256
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254
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249
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248
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240
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226
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
Saved in:
2
A generalization of the mutual fund theorem
Khanna, Ajay
;
Kulldorff, Martin
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001367026
Saved in:
3
Turnpike behavior of long-term investments
Huang, Chi-fu
;
Zariphopoulou, Thaleia
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 15-34
Persistent link: https://www.econbiz.de/10001367438
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4
Dynamic programming and mean-variance hedging
Laurent, Jean Paul
;
Pham, Huyên
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001367656
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5
Hedging contingent claims on semimartingales
Jarrow, Robert
;
Madan, Dilip B.
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10001367662
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6
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
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7
Beating a moving target : optimal portfolio strategies for outperforming a stochastic benchmark
Browne, Sid
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 275-294
Persistent link: https://www.econbiz.de/10001389104
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8
Convergence of strategies : an approach using Clark-Haussmann's formula
Pedersen, Jan
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 323-344
Persistent link: https://www.econbiz.de/10001389113
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9
An application of hidden Markov models to asset allocation problems
Elliott, Robert J.
- In:
Finance and stochastics
1
(
1997
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10001224221
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10
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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