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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation theory"
~subject:"Hedging"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Portfolio selection
Estimation theory
Hedging
Risikoprämie
Theorie
949
Theory
949
Portfolio-Management
192
Option pricing theory
130
Optionspreistheorie
130
Stochastic process
121
Stochastischer Prozess
121
CAPM
108
Derivat
98
Derivative
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Korn, Ralf
7
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5
Platen, Eckhard
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Gardiol, Lucien
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2
Lipton, Alexander
2
Lo, C. F.
2
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2
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Journal of financial and quantitative analysis : JFQA
International journal of theoretical and applied finance
Economics letters
513
Journal of econometrics
409
Journal of banking & finance
350
Insurance / Mathematics & economics
307
European journal of operational research : EJOR
292
Econometric theory
287
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
267
Journal of economic dynamics & control
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Finance research letters
227
Mathematical finance : an international journal of mathematics, statistics and financial theory
216
Journal of financial economics
200
Finance and stochastics
191
The review of financial studies
184
The journal of futures markets
168
The journal of finance : the journal of the American Finance Association
164
Journal of applied econometrics
150
Management science : journal of the Institute for Operations Research and the Management Sciences
150
Journal of quantitative economics : official journal of the Indian Econometric Society
143
Econometric reviews
141
Quantitative finance
138
Journal of empirical finance
137
The review of economics and statistics
132
Applied economics
124
Economic modelling
124
Risks : open access journal
119
International review of economics & finance : IREF
114
The European journal of finance
107
The journal of portfolio management : a publication of Institutional Investor
107
International review of financial analysis
104
Journal of international money and finance
104
Oxford bulletin of economics and statistics
102
The North American journal of economics and finance : a journal of financial economics studies
84
International economic review
81
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Statistical papers
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The review of economic studies
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ECONIS (ZBW)
300
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1
Industry clusters and the geography of portfolio choice
Addoum, Jawad M.
;
Delikouras, Stefanos
;
Da Ke
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1031-1063
Persistent link: https://www.econbiz.de/10015055399
Saved in:
2
Forward-looking policy rules and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 449-483
Persistent link: https://www.econbiz.de/10014247832
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
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