Explicit Representation of Cost-Efficient Strategies-Reference-Cited by-同舟云学术

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Explicit Representation of Cost-Efficient Strategies

Published:2014-09-25 Issue:2 Volume:Vol. 35 Page:5-55
ISSN:0752-6180
Container-title:Finance
language:
Short-container-title:

Author:

Bernard Carole,Boyle Phelim P.,Vanduffel Steven

Publisher

CAIRN

Subject

Marketing,Economics and Econometrics,Finance,Accounting

Reference32 articles.

1. A theory of systemic risk and design of prudential bank regulation;Acharya Viral V.;Journal of Financial Stability

2. Hedge Fund Performance 1990-2000: Do the "Money Machines" Really Add Value?;Amin Gaurav S.;The Journal of Financial and Quantitative Analysis

3. Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices;Basak Suleyman;Review of Financial Studies

4. On the maximum of the generalized Brownian bridge;Beghin L.;Lithuanian Mathematical Journal

5. Optimal Portfolio Choice under Loss Aversion;Berkelaar Arjan B.;Review of Economics and Statistics

Cited by 39 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Cost-efficient payoffs under model ambiguity;Finance and Stochastics;2024-09-12

2. Optimal payoffs under smooth ambiguity;European Journal of Operational Research;2024-08

3. Portfolio Optimization within a Wasserstein Ball;SIAM Journal on Financial Mathematics;2023-11-03

4. Reference dependence and endogenous anchors;Mathematical Finance;2023-10-25

5. Portfolio selection: A target-distribution approach;European Journal of Operational Research;2023-10

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