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subject:"Share price"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Mathematical programming"
~subject:"Risk"
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Share price
Mathematical programming
Risk
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
33
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27
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stochastic control
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Fabozzi, Frank J.
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International journal of theoretical and applied finance
European journal of operational research : EJOR
185
Insurance / Mathematics & economics
138
Journal of banking & finance
123
Finance research letters
120
NBER working paper series
82
International review of financial analysis
77
The journal of asset management
72
Risks : open access journal
69
Journal of financial economics
64
NBER Working Paper
64
Quantitative finance
60
Working paper / National Bureau of Economic Research, Inc.
60
Journal of empirical finance
59
Research paper series / Swiss Finance Institute
59
International review of economics & finance : IREF
58
The North American journal of economics and finance : a journal of financial economics studies
55
Finance and stochastics
54
Management science : journal of the Institute for Operations Research and the Management Sciences
51
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Economic modelling
43
Journal of economic dynamics & control
43
Pacific-Basin finance journal
43
Applied economics
42
Mathematics and financial economics
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Swiss Finance Institute Research Paper
39
The journal of portfolio management : a publication of Institutional Investor
39
Journal of risk and financial management : JRFM
38
The journal of finance : the journal of the American Finance Association
38
Applied economics letters
37
Research in international business and finance
37
The European journal of finance
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Discussion paper / Tinbergen Institute
35
Discussion paper / Centre for Economic Policy Research
34
Investment management and financial innovations
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Economics letters
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Journal of risk
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Mathematical finance : an international journal of mathematics, statistics and financial theory
32
The review of financial studies
32
Journal of financial markets
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ECONIS (ZBW)
57
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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
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
3
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
4
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:
5
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
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
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
9
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
10
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
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