The practice of portfolio replication. A practical overview of forward and inverse problems

Dynamic Asset Pricing Theory.

Jonathan E. Ingersoll, Darrell Duffie · The Journal of Finance · 1993 · 3.1K citations

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Implied Binomial Trees

Mark Rubinstein · The Journal of Finance · 1994 · 1.7K citations

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Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market

Hiroshi Konno, Hiroaki Yamazaki · Management Science · 1991 · 1.5K citations

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Quasi-Monte Carlo Methods in Numerical Finance

Corwin Joy, Phelim P. Boyle, Ken Seng Tan · Management Science · 1996 · 243 citations

Business, Finance, Financial Economics +13

Formulation of the Russell-Yasuda Kasai Financial Planning Model

David R. Cariño, William T. Ziemba · Operations Research · 1998 · 206 citations

Management, Finance, Financial Management +13