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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Portfolio selection
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Zhou, Xun Yu
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Platen, Eckhard
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Guasoni, Paolo
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Li, Duan
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
587
Journal of banking & finance
580
Working paper / National Bureau of Economic Research, Inc.
504
European journal of operational research : EJOR
424
NBER Working Paper
424
Insurance / Mathematics & economics
385
Finance research letters
370
International review of financial analysis
278
Journal of financial economics
265
Discussion paper / Centre for Economic Policy Research
260
The journal of asset management
256
SpringerLink / Bücher
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The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
250
The journal of finance : the journal of the American Finance Association
233
Management science : journal of the Institute for Operations Research and the Management Sciences
222
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
221
Applied economics
217
Finance and stochastics
196
Journal of empirical finance
196
The review of financial studies
194
Quantitative finance
187
CESifo working papers
185
Working paper
182
International review of economics & finance : IREF
178
Journal of financial and quantitative analysis : JFQA
178
Economic modelling
177
Risks : open access journal
173
The North American journal of economics and finance : a journal of financial economics studies
172
The European journal of finance
167
Economics Papers from University Paris Dauphine
165
Journal of risk and financial management : JRFM
161
Economics letters
155
MPRA Paper
154
Swiss Finance Institute Research Paper
153
Journal of investment management : JOIM
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Applied economics letters
142
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
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
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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6
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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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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8
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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9
Discontinuous asset prices and non-attainable contingent claims
Colwell, David B.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 295-308
Persistent link: https://www.econbiz.de/10001184866
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10
Optimal investment strategies for controlling drawdowns
Grossman, Sanford J.
- In:
Mathematical finance : an international journal of …
3
(
1993
)
3
,
pp. 241-276
Persistent link: https://www.econbiz.de/10001184871
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