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~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~subject:"Investment Fund"
~subject:"Stochastic process"
~subject:"Theorie"
~subject:"World"
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Investment Fund
Stochastic process
Theorie
World
Portfolio selection
52
Portfolio-Management
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Theory
27
Stochastischer Prozess
14
Option pricing theory
13
Optionspreistheorie
13
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9
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portfolio optimization
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Leung, Tim
3
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International journal of financial engineering
Finance research letters
203
Insurance / Mathematics & economics
186
European journal of operational research : EJOR
171
Journal of banking & finance
138
Quantitative finance
126
International review of financial analysis
110
Discussion paper / Centre for Economic Policy Research
99
Management science : journal of the Institute for Operations Research and the Management Sciences
96
SpringerLink / Bücher
87
Journal of financial economics
85
The North American journal of economics and finance : a journal of financial economics studies
81
International review of economics & finance : IREF
80
Journal of empirical finance
79
The journal of portfolio management : JPM
75
International journal of theoretical and applied finance
72
The journal of asset management
69
Economic modelling
67
Journal of economic dynamics & control
63
Discussion papers / CEPR
61
The journal of investing : JOI
61
Working paper / National Bureau of Economic Research, Inc.
61
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Computational economics
55
The European journal of finance
55
Finance and stochastics
54
Mathematics and financial economics
49
Economics letters
47
Research in international business and finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of international financial markets, institutions & money
40
Journal of risk
40
Scandinavian actuarial journal
40
Journal of mathematical finance
39
Pacific-Basin finance journal
37
The journal of investment strategies
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Journal of international money and finance
35
Applied economics letters
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Energy economics
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
A dimension reduction approach for loss valuation in credit risk modeling
He, Jian
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10014521382
Saved in:
2
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
3
Flight to quality and portfolio diversification under ambiguity of correlation
Huang, Hui
;
Wang, Yanjie
;
Zhang, Shunming
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-65
Persistent link: https://www.econbiz.de/10014444675
Saved in:
4
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
Saved in:
5
Beating the market with a simple proposed portfolio and technical trading rules
Metghalchi, Massoud
;
Cloninger, Peggy
;
Niroomand, Farhang
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014444705
Saved in:
6
Stochastic method of dynamic hedging applied to the high liquid asset markets
Romanov, Maksim Y.
;
Vavilov, Sergey A.
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014444714
Saved in:
7
Portfolio optimization under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
8
On the design of sovereign bond-backed securities
Barucci, Emilio
;
Brigo, Damiano
;
Francischello, Marco
; …
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013188811
Saved in:
9
The success of AdaBoost and its application in
portfolio
management
Chuan, Yijian
;
Zhao, Chaoyi
;
He, Zhenrui
;
Wu, Lan
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012662225
Saved in:
10
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
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