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102 research outputs found
Asset Pricing with Index Investing
Author
A Buss
A Buss
+65 more
A Buss
A M Buffa
A M Buffa
A M Vijh
A Pavlova
A Rubinstein
A Shapiro
B H Boyer
C Xiouros
D Cuoco
D Duffie
D Fudenberg
D Sonsino
D Weinbaum
D Weinbaum
F Longstaff
G Chabakauri
G Chabakauri
G Chabakauri
G Chabakauri
Georgy Chabakauri
H A Simon
H A Simon
H S Bhamra
H S Bhamra
H S Bhamra
I Ben-David
I Drechsler
I Martin
J Borovi?ka
J Brumm
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Detemple
J H Cochrane
J H Cochrane
J H Cochrane
J Wang
J Wang
J Wurgler
L Lapidus
L Peng
M Breugem
N Barberis
N Barberis
N G�rleanu
O Rytchkov
Oleg Rytchkov
P A Samuelson
P Bond
P Ehling
P G Moffatt
P Ortoleva
R D Arnott
R N Sullivan
S Basak
S Basak
S Basak
S Basak
S Huck
W Xiong
Y Chien
Y Chien
Y L Chan
Z Da
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
Full text link
Crossref
Tractable Hedging: An Implementation of Robust Hedging Strategies
Author
A Dudenhausen
A Mahayni
+33 more
A Mahayni
Antje Brigitte Mahayni
B Bensaid
D Bertsimas
D Hobson
E Grannan
F Delbaen
F Delbaen
H F�llmer
H F�llmer
H F�llmer
H F�llmer
H Leland
H Pham
J Cvitani�ccvitani�c
J P Laurent
K B Toft
M Avellaneda
M Avellaneda
M Schulmerich
M Schweizer
M Schweizer
M Schweizer
M Schweizer
M Schweizer
N El Karoui
N H Bingham
Nicole Branger
P Boyle
P Boyle
T J Lyons
Vicky Henderson
Y Z Bergman
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
Full text link
Crossref
Illiquidity, Portfolio Constraints, and Diversification
Author
Andres Almazan
Avner Friedman
+27 more
Daniel N Delib
Domenico Cuoco
Domenico Cuoco
G Michael
George M Constantinides
Halsey L Royden
Hanqing Jin
Hong Liu
Hong Liu
Hong Liu
J Carpenter
Jasak Cvitani�ccvitani�c
John M R Chalmers
Judith Chevalier
Lixin Huang
Marianne Akian
Mark H A Davis
Min Dai
Min Dai
Min Dai
Min Dai
Peter A Forsyth
Robert C Merton
Roger Clarke
S Basak
Steven E Shreve
Wendell H Fleming
Publication venue
'Elsevier BV'
Publication date
01/01/2008
Field of study
Full text link
Crossref
Vigilant Measures of Risk and the Demand for Contingent Claims
Author
A Balb�s
A Raviv
+84 more
A Schied
A Schied
A Schied
A Schied
A Schied
B Holmstrom
C D Aliprantis
D Denneberg
D Ellsberg
D Gale
D Kramkov
D Kramkov
D L Cohn
D M Topkis
D M Topkis
D Moffet
D Schmeidler
E Jouini
E Jouini
E Pap
F Delbaen
G Carlier
G Carlier
G Carlier
G Carlier
G Carlier
G H Hardy
H F�llmer
H Jin
H Jin
H Kunreuther
H Kunreuther
I Gilboa
J A Mirrlees
J B Epperson
J Cvitani�ccvitani�c
J Dieudonn�
J Hugonnier
J Mossin
J Neumann
J Quiggin
K H Borch
K Inada
K J Arrow
K M Chong
L Cabantous
L J Savage
M Amarante
M Amarante
M Ghossoub
M Ghossoub
M Ghossoub
M Ghossoub
M Kaluszka
M Ludkovski
M Marinacci
M P Owen
M Siniscalchi
M Yaari
Mario Ghossoub
N L Carothers
P Artzner
P H Dybvig
P H Dybvig
P Milgrom
P Milgrom
R A Dana
R M Hogarth
R M Hogarth
R Merton
R Merton
R Townsend
S Athey
S D Promislow
S D Williamson
S J Grossman
V R Young
V R Young
W A J Luxemburg
W P Rogerson
W Rudin
W Schachermayer
X D He
X Vives
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
Full text link
Crossref
Optimal Replication of Contingent Claims under Portfolio Constraints
Author
D Due
F Black
+9 more
G Barles
Halil Mete Soner
J Cvitani C
J Cvitani C
Jaksa Cvitanic
Mark Broadie
N El Karoui
P Boyle
P Boyle
Publication venue
'Elsevier BV'
Publication date
01/01/1996
Field of study
No full text
Crossref
Some Extensions to the Theory of Portfolio Selection with Trading Constraints
Author
D Breeden
D Cuoco
+29 more
D Duffie
D Duffie
D Duffie
D Revuz
Dirk Ebmeyer
E Jouini
G L Xu
G L Xu
H He
I Karatzas
I Karatzas
I Karatzas
I Karatzas
I Karatzas
J Cox
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
K Back
L Canina
M Sch�l
N El Karoui
R Jarrow
R Korn
R Korn
S Basak
S J French
Y Bergmann
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Explicit Optimal Solution in Maximin Setting for Investment Problems with Totally Unhedgeable Coefficients
Author
A Bryson
I Gilboa
+14 more
I I Gikhman
I Karatzas
J Ackermann
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
M J D Revuz
N G Dokuchaev
N G Dokuchaev
N G Dokuchaev
N Hakansson
N V Krylov
Nikolai Dokuchaev
R Merton
T Parthasarathy
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Financial Markets Equilibrium with Heterogeneous Agents
Author
A Mele
B Dumas
+26 more
Bernard Dumas
Clotilde Napp
D Duffie
E Jouini
E Jouini
E Jouini
Elyes Jouini
F Modigliani
F Riedel
H S Bhamra
H S Bhamra
H Yan
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Detemple
J Wang
J Y Campbell
Jaksa Cvitanic
L Blume
L Kogan
L Kogan
M Brunnermeier
Semyon Malamud
T Berrada
T Berrada
Publication venue
'Elsevier BV'
Publication date
01/01/2009
Field of study
No full text
Crossref
Non-Transferable Non-Hedgeable Executive Stock Options Pricing
Author
B Hall
David B. Colwell
+24 more
David Feldman
I Karatzas
I Karatzas
I Molchanov
J Cai
J Carmona
J Carpenter
J Carpenter
J Cvitani?
J Cvitani?
J Detemple
J Hull
J Ingersoll
J P Rinc�n-Zapatero
J Sung
K J Murphy
L Jennergren
M Grasselli
M Musiela
P Carr
R Sircar
S Huddart
T Leung
Wei Hu
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref
Hedging Forward Positions: Basis Risk Versus Liquidity Costs
Author
A Schied
A Schied
+30 more
A Schied
D Bertsimas
E Ekstr�m
F Bastian
F Boetius
G Constantinides
H P Deutsch
I Karatzas
J C Hull
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Cvitani�ccvitani�c
J Kallsen
J Longerstaey
L A Shepp
M Davis
M Schweizer
N Garleanu
P Kratz
P Kratz
Peter Kratz
R Almgren
R J Martin
S Ankirchner
S Ankirchner
S E Shreve
S Shah
Stefan Ankirchner
Thomas Kruse
X Guo
Publication venue
'Elsevier BV'
Publication date
01/01/2012
Field of study
No full text
Crossref
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