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~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatilität"
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Portfolio selection
Volatility
47
Volatilität
47
Stochastic process
22
Stochastischer Prozess
22
Option pricing theory
21
Optionspreistheorie
21
ARCH model
11
ARCH-Modell
11
Estimation
11
Schätzung
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Portfolio-Management
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Börsenkurs
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Capital income
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Kapitaleinkommen
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Experiment
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Stochastic Volatility
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Aktienmarkt
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Risikomaß
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Risk measure
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Time series analysis
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Black-Scholes model
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CAPM
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Korrelation
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Option Pricing
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A, Chunxiang
1
Abramov, Anatoly Markovich
1
Bian, Baojun
1
Chen, Xinfu
1
Chibuisi, Chigozie
1
Colin, Fabrice
1
Gichuhi, Antony W.
1
Golembiovsky, Dmitry Jurievich
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Huang, Jhe-Jheng
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Ihedioha, Silas A.
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Juan, He
1
Kutalia, Tsotne
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Mwita, Peter N.
1
Okonkwo, Chidi U.
1
Omari, Cyprian Ondieki
1
Osu, Bright O.
1
Sandjo, Albert Nana
1
Shao, Yi
1
So, Leh-Chyan
1
Wang, Jian
1
Xianglin, Jiang
1
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Journal of mathematical finance
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
European journal of operational research : EJOR
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 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
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
2
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
3
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
4
Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich
;
Abramov, Anatoly Markovich
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
Saved in:
5
Application of copula-GARCH to estimate VaR of a portfolio with credit default swaps
Huang, Jhe-Jheng
;
So, Leh-Chyan
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10011874816
Saved in:
6
Currency portfolio risk measurement with generalized autoregressive conditional heteroscedastic-extreme value theory-Copula Model
Omari, Cyprian Ondieki
;
Mwita, Peter N.
;
Gichuhi, Antony W.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10011875347
Saved in:
7
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
8
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
9
The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He
;
Wang, Jian
;
Xianglin, Jiang
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
Saved in:
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