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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"CESifo working papers"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU countries"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
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Portfolio-Management
United States
EU countries
Optionsgeschäft
Theorie
566
Theory
566
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
Derivative
65
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55
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51
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43
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36
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34
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34
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32
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29
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28
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27
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25
Capital income
25
Incomplete market
25
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25
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25
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24
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Korn, Ralf
6
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5
Konno, Hiroshi
5
Platen, Eckhard
5
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3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Wilmott, Paul
3
Wu, Lixin
3
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Lipton, Alexander
2
Lo, C. F.
2
Madan, Dilip B.
2
Meister, Bernhard K.
2
Overbeck, Ludger
2
Pham, Huyên
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Sass, Jörn
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
Yong, Jiongmin
2
Yu, Hong
2
Zagst, Rudi
2
Abergel, Frédéric
1
Agliardi, Rossella
1
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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CESifo working papers
International journal of theoretical and applied finance
European journal of operational research : EJOR
606
Journal of banking & finance
388
The American economic review
310
The review of financial studies
307
Insurance / Mathematics & economics
303
Journal of economic dynamics & control
287
The journal of finance : the journal of the American Finance Association
285
Economics letters
281
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248
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Public choice
130
Journal of economic behavior & organization : JEBO
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Journal of financial and quantitative analysis : JFQA
127
Journal of econometrics
126
The quarterly journal of economics
126
The journal of portfolio management : a publication of Institutional Investor
122
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ECONIS (ZBW)
180
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
10
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
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