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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Mathematische Optimierung"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
Derivat
Mathematische Optimierung
Optionsgeschäft
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivative
65
Hedging
55
Yield curve
51
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51
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43
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36
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36
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34
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34
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33
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33
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28
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25
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25
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25
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24
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243
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English
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Konno, Hiroshi
6
Korn, Ralf
6
Fabozzi, Frank J.
5
Platen, Eckhard
5
Bielecki, Tomasz R.
4
Brigo, Damiano
4
Jeanblanc, Monique
4
Wilmott, Paul
4
Benth, Fred Espen
3
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Wu, Lixin
3
Yamamoto, Rei
3
Aurell, Erik
2
Baviera, Roberto
2
Branger, Nicole
2
Buescu, Cristin
2
Capriotti, Luca
2
Cialenco, Igor
2
Crépey, S.
2
Epstein, D.
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Frahm, Gabriel
2
Gapeev, Pavel V.
2
Gardiol, Lucien
2
Hainaut, Donatien
2
Herzog, Florian
2
Hinz, Juri
2
Hui, Cho H.
2
Jaimungal, Sebastian
2
Kraft, Holger
2
Kromer, Eduard
2
Kupper, Michael
2
Leung, Tim
2
Lipton, Alexander
2
Lo, C. F.
2
Madan, Dilip B.
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Published in...
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International journal of theoretical and applied finance
European journal of operational research : EJOR
2,232
Working paper / National Bureau of Economic Research, Inc.
1,548
Computers & operations research : and their applications to problems of world concern ; an international journal
1,204
International journal of production research
599
Operations research letters
599
Discussion paper / Centre for Economic Policy Research
450
Journal of banking & finance
434
Operations research
379
Journal of economic dynamics & control
361
NBER working paper series
354
Mathematics of operations research
344
The American economic review
333
INFORMS journal on computing : JOC
329
The review of financial studies
327
Insurance / Mathematics & economics
322
The journal of finance : the journal of the American Finance Association
315
Economics letters
308
Management science : journal of the Institute for Operations Research and the Management Sciences
301
Working paper
291
American journal of agricultural economics
277
NBER Working Paper
267
International journal of production economics
264
Mathematical methods of operations research
264
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The review of economics and statistics
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Journal of the Operational Research Society : OR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
219
Journal of monetary economics
211
Finance and stochastics
207
Omega : the international journal of management science
201
SpringerLink / Bücher
198
CESifo working papers
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Journal of political economy
197
Finance research letters
192
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ECONIS (ZBW)
243
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1
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:
2
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:
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
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
7
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:
8
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:
9
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:
10
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
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