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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Theory
Portfolio selection
177
Portfolio-Management
177
Theorie
158
Incomplete market
27
Stochastic process
27
Stochastischer Prozess
27
Unvollkommener Markt
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Platen, Eckhard
6
Zhou, Xun Yu
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Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
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Choulli, Tahir
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Cui, Xiangyu
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El Karoui, Nicole
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Evstigneev, Igor V.
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Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
356
Working paper / National Bureau of Economic Research, Inc.
335
European journal of operational research : EJOR
308
NBER Working Paper
298
Insurance / Mathematics & economics
279
Journal of banking & finance
257
Discussion paper / Centre for Economic Policy Research
222
Journal of economic dynamics & control
176
Finance research letters
168
CESifo working papers
154
Finance and stochastics
153
International journal of theoretical and applied finance
147
Management science : journal of the Institute for Operations Research and the Management Sciences
142
Discussion paper series / IZA
138
Journal of financial economics
138
Economics letters
134
Research paper series / Swiss Finance Institute
130
The review of financial studies
129
SpringerLink / Bücher
119
Quantitative finance
118
The journal of finance : the journal of the American Finance Association
118
Journal of economic theory
106
Europäische Hochschulschriften / 5
104
Journal of economic behavior & organization : JEBO
103
Risks : open access journal
101
Discussion paper / Tinbergen Institute
99
The journal of portfolio management : a publication of Institutional Investor
99
Gabler Edition Wissenschaft
97
Journal of empirical finance
97
Economic modelling
91
Swiss Finance Institute Research Paper
90
Working paper
88
International review of economics & finance : IREF
85
Discussion paper
81
IZA Discussion Paper
81
The European journal of finance
79
International review of financial analysis
76
Applied economics
73
Computational economics
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ECONIS (ZBW)
158
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1
Modeling the recovery rate in a reduced form model
Guo, Xin
;
Jarrow, Robert A.
;
Zeng, Yan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10003818346
Saved in:
2
Robust portfolios and weak incentives in long-run investments
Guasoni, Paolo
;
Muhle-Karbe, Johannes
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10011739438
Saved in:
3
Dynamic trading volume
Guasoni, Paolo
;
Weber, Marko
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 313-349
Persistent link: https://www.econbiz.de/10011752488
Saved in:
4
Trading with small price impact
Moreau, Ludovic
;
Muhle-Karbe, Johannes
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 350-400
Persistent link: https://www.econbiz.de/10011752491
Saved in:
5
Optimal investment for all time horizons and Martin Boundary of space-time diffusions
Nadtochiy, Sergey
;
Tehranchi, Michael
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 438-470
Persistent link: https://www.econbiz.de/10011752507
Saved in:
6
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
7
No-arbitrage in a numéraire-independent modeling framework
Herdegen, Martin
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 568-603
Persistent link: https://www.econbiz.de/10011752535
Saved in:
8
The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
Saved in:
9
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
10
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
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