Finance and Stochastics

Finance and Stochastics

ISSNs: 0949-2984

Additional searchable ISSN (electronic): 1432-1122

Springer, Germany

Scopus rating (2023): CiteScore 2.9 SJR 0.922 SNIP 1.366

Journal

Journal Metrics
1 - 3 out of 3Page size: 20

Research Output

  1. 2022
  2. Published

    Dynamic mean-variance problem with frictions

    Bensoussan, A., Ma, G., Siu, C. C. & Yam, S. C. P., Apr 2022, In: Finance and Stochastics. 26, 2, p. 267–300

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 9
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  3. 2019
  4. Published

    A paradox in time-consistency in the mean–variance problem?

    Bensoussan, A., Wong, K. C. & Yam, S. C. P., Jan 2019, In: Finance and Stochastics. 23, 1, p. 173–207

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 16
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  5. 2013
  6. Published

    Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing

    Leung, T., Song, Q. & Yang, J., Oct 2013, In: Finance and Stochastics. 17, 4, p. 839-870

    Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

    Scopus citations: 5
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