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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"EU countries"
~subject:"Portfolio-Management"
~subject:"Share price"
~type_genre:"Article in journal"
~type_genre:"Glossary included"
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EU countries
Portfolio-Management
Share price
Theorie
566
Theory
566
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
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76
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Korn, Ralf
6
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Pham, Huyên
3
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2
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2
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2
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2
Madan, Dilip B.
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1
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1
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1
Barski, Michał
1
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1
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International journal of theoretical and applied finance
Journal of banking & finance
337
European journal of operational research : EJOR
282
Insurance / Mathematics & economics
280
Journal of economic dynamics & control
249
Finance research letters
234
The review of financial studies
222
The journal of finance : the journal of the American Finance Association
215
Journal of financial economics
202
Economic modelling
186
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Economics letters
176
Finance and stochastics
169
Journal of empirical finance
168
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158
International review of financial analysis
141
International review of economics & finance : IREF
138
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129
The European journal of finance
129
Management science : journal of the Institute for Operations Research and the Management Sciences
126
The North American journal of economics and finance : a journal of financial economics studies
113
European economic review : EER
111
Risks : open access journal
111
The journal of portfolio management : a publication of Institutional Investor
109
Computational economics
102
Applied economics letters
98
Journal of financial and quantitative analysis : JFQA
92
Journal of risk and financial management : JRFM
91
Journal of economic theory
90
Journal of international money and finance
89
Mathematics and financial economics
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
The American economic review
78
Applied financial economics
77
Review of quantitative finance and accounting
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Annals of finance
75
Journal of economic behavior & organization : JEBO
73
The journal of asset management
73
Journal of financial markets
70
Journal of econometrics
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ECONIS (ZBW)
174
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174
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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
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
Saved in:
3
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:
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
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:
6
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
7
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:
8
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:
9
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:
10
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
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