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~isPartOf:"European journal of operational research : EJOR"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Portfolio selection
Volatility
48
Volatilität
48
Option pricing theory
29
Optionspreistheorie
29
Stochastic process
29
Stochastischer Prozess
29
Finance
19
Portfolio-Management
13
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11
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Derivat
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Derivative
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Option pricing
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Risikomanagement
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Risk management
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Schätzung
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Time series analysis
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Pricing
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Statistical distribution
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Statistische Verteilung
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Bertrand, Philippe
1
Conlon, Thomas
1
Coqueret, Guillaume
1
Cotter, John
1
Gençay, Ramazan
1
Harris, Richard D. F.
1
Hong, Yi
1
Jin, Xing
1
Kaeck, Andreas
1
Lazar, Emese
1
Maier, Sebastian
1
McGee, Richard J.
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McGroarty, Frank
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Merzifonluoglu, Yasemin
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Pflug, Georg
1
Polak, John W.
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1
Qi, Shuyuan
1
Russo, Emilio
1
Seeger, Norman
1
Staino, Alessandro
1
Stoja, Evarist
1
Tan, Linzhi
1
Tsekrekos, Andrianos E.
1
Wei, Pengyu
1
Yang, Charles
1
Yannacopoulos, Athanasios N.
1
Zhuang, Yi
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European journal of operational research : EJOR
Finance research letters
45
Energy economics
27
Journal of banking & finance
26
International review of financial analysis
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of economics & finance : IREF
19
Journal of empirical finance
18
Journal of financial economics
17
Journal of international financial markets, institutions & money
15
Quantitative finance
15
Journal of econometrics
14
Applied economics
13
Journal of economic dynamics & control
13
Research in international business and finance
13
Pacific-Basin finance journal
12
The journal of asset management
12
The journal of portfolio management : JPM
12
Economic modelling
10
The European journal of finance
10
Computational economics
9
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
Journal of risk
8
The journal of investment strategies
8
Applied mathematical finance
7
International journal of financial engineering
7
International journal of forecasting
7
Journal of financial econometrics
7
Journal of financial markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Insurance / Mathematics & economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Theoretical economics letters
6
Annals of financial economics
5
Applied economics letters
5
Econometric reviews
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of emerging markets
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1
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
Saved in:
2
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
4
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian
;
Pflug, Georg
;
Polak, John W.
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Saved in:
5
VIX derivatives, hedging and vol-of-vol risk
Kaeck, Andreas
;
Seeger, Norman
- In:
European journal of operational research : EJOR
283
(
2020
)
2
,
pp. 767-782
Persistent link: https://www.econbiz.de/10012294919
Saved in:
6
Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro
;
Russo, Emilio
- In:
European journal of operational research : EJOR
280
(
2020
)
2
,
pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
Saved in:
7
On the optimality of path-dependent structured funds : the cost of standardization
Bertrand, Philippe
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 333-350
Persistent link: https://www.econbiz.de/10012015036
Saved in:
8
Long-run wavelet-based correlation for financial time series
Conlon, Thomas
;
Cotter, John
;
Gençay, Ramazan
- In:
European journal of operational research : EJOR
271
(
2018
)
2
,
pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
Saved in:
9
The dynamic Black-Litterman approach to asset allocation
Harris, Richard D. F.
;
Stoja, Evarist
;
Tan, Linzhi
- In:
European journal of operational research : EJOR
259
(
2017
)
3
,
pp. 1085-1096
Persistent link: https://www.econbiz.de/10011695536
Saved in:
10
Integrated demand and procurement portfolio management with spot market volatility and option contracts
Merzifonluoglu, Yasemin
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 181-192
Persistent link: https://www.econbiz.de/10011641504
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