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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Insurance / Mathematics & economics"
~subject:"Hedging"
~type_genre:"Article in journal"
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Portfolio selection
Hedging
Theorie
1,361
Theory
1,361
Portfolio-Management
323
Risk
280
Risiko
275
Risk model
179
Risikomodell
178
Risk measure
175
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174
Risk management
160
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159
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Probability theory
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Liang, Zongxia
11
Zeng, Yan
10
Li, Zhongfei
9
Mao, Tiantian
6
Wong, Hoi Ying
6
Yao, Haixiang
6
Young, Virginia R.
6
Guan, Guohui
5
Li, Danping
5
Tang, Qihe
5
Wang, Ruodu
5
Chen, Ping
4
Chiu, Mei Choi
4
Dhaene, Jan
4
Furman, Edward
4
Landsman, Zinoviy
4
Rüschendorf, Ludger
4
Shen, Yang
4
Yam, Sheung Chi Phillip
4
Zhao, Hui
4
Ceci, Claudia
3
Colaneri, Katia
3
Cossette, Hélène
3
Cretarola, Alessandra
3
Gan, Guojun
3
Gu, Ailing
3
Guillén, Montserrat
3
Koch Medina, Pablo
3
Lai, Yongzeng
3
Li, Jinzhu
3
Liang, Xiaoqing
3
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3
Loisel, Stéphane
3
Mandjes, Michel
3
Marceau, Etienne
3
Peng, Xingchun
3
Rong, Ximin
3
Tan, Ken Seng
3
Trufin, Julien
3
Wei, Jiaqin
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Journal of financial and quantitative analysis : JFQA
Insurance / Mathematics & economics
European journal of operational research : EJOR
288
Journal of banking & finance
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
201
International journal of theoretical and applied finance
189
Finance research letters
188
Finance and stochastics
187
Journal of economic dynamics & control
183
The journal of futures markets
150
Quantitative finance
135
Journal of financial economics
120
Risks : open access journal
111
Management science : journal of the Institute for Operations Research and the Management Sciences
110
The review of financial studies
110
The journal of finance : the journal of the American Finance Association
107
The journal of portfolio management : a publication of Institutional Investor
100
Journal of empirical finance
99
Economics letters
94
Economic modelling
93
The European journal of finance
90
International review of economics & finance : IREF
88
International review of financial analysis
84
Mathematics and financial economics
77
Computational economics
75
Journal of risk and financial management : JRFM
70
Mathematical methods of operations research
70
The North American journal of economics and finance : a journal of financial economics studies
70
Applied mathematical finance
69
The journal of asset management
69
Annals of finance
67
Journal of economic theory
65
The journal of portfolio management : JPM
62
Applied economics
61
Journal of mathematical finance
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Journal of investment management : JOIM
48
Energy economics
47
The journal of investing : JOI
47
Applied economics letters
46
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ECONIS (ZBW)
353
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1
Portfolio choice with illiquid asset for a loss-averse pension fund investor
Chen, Zheng
;
Li, Zhongfei
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 60-83
Persistent link: https://www.econbiz.de/10013534511
Saved in:
2
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás
;
Nedényi, Fanni K.
;
Sütő, László
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 107-128
Persistent link: https://www.econbiz.de/10013534514
Saved in:
3
Inf-convolution and optimal allocations for mixed-VaRs
Xia, Zichao
;
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 156-164
Persistent link: https://www.econbiz.de/10013534516
Saved in:
4
A new stochastic dominance criterion for dependent random variables with applications
Belzunce, Félix
;
Martinez-Riquelme, Carolina
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 165-176
Persistent link: https://www.econbiz.de/10013534518
Saved in:
5
Risk aggregation with FGM copulas
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
Saved in:
6
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
7
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory
Mi, Hui
;
Xu, Zuo Quan
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 82-105
Persistent link: https://www.econbiz.de/10014282477
Saved in:
8
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
9
The Cramér-Lundberg model with a fluctuating number of clients
Braunsteins, Peter
;
Mandjes, Michel
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014446650
Saved in:
10
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
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