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Asymptotically optimal portfolios
Jamshidian, Farshid - In: Mathematical finance : an international journal of … 2 (1992) 2, pp. 131-150
Persistent link: https://www.econbiz.de/10001184897
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Multivariate stable futures prices
Cheng, B. N. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
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Tax basis and nonlinearity in cash stream valuation
Dermody, Jaime C. - In: Mathematical finance : an international journal of … 5 (1995) 2, pp. 97-119
Persistent link: https://www.econbiz.de/10001185059
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Consumption and portfolio policies with incomplete markets and short-sale constraints in the finite-dimensional case : some remarks
Girotto, Bruno - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 69-73
Persistent link: https://www.econbiz.de/10001185099
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A note on the generalized multibeta CAPM
Lee, Cheng F. - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 67-68
Persistent link: https://www.econbiz.de/10001185101
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Optimal consumption and portfolio selection with incomplete markets and upper and lower bound constraints
Shirakawa, Hiroshi - In: Mathematical finance : an international journal of … 4 (1994) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001185117
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Bessel processes, Asian options, and perpetuities
Geman, Hélyette - In: Mathematical finance : an international journal of … 3 (1993) 4, pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
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Portfolio management with transaction costs : an asymptotic analysis of the Morton and Pliska model
Atkinson, Colin - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 357-367
Persistent link: https://www.econbiz.de/10001189276
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Optimal portfolio management with fixed transaction costs
Morton, Andrew J. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
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Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A. - In: Mathematical finance : an international journal of … 5 (1995) 4, pp. 311-336
Persistent link: https://www.econbiz.de/10001189278