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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kontrolltheorie"
~subject:"Risiko"
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Kontrolltheorie
Risiko
Portfolio selection
424
Portfolio-Management
424
Theorie
201
Theory
201
Capital income
72
Kapitaleinkommen
72
Stochastic process
59
Stochastischer Prozess
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54
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Fabozzi, Frank J.
4
Biglova, Almira
2
Gardiol, Lucien
2
Marshall, Cara M.
2
Ortobelli, Sergio
2
Račev, Svetlozar T.
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Applied economics
International journal of theoretical and applied finance
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
88
Finance research letters
74
Journal of banking & finance
73
Risks : open access journal
63
NBER working paper series
54
International review of financial analysis
42
Finance and stochastics
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Quantitative finance
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International review of economics & finance : IREF
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NBER Working Paper
38
The journal of asset management
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Scandinavian actuarial journal
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / Tinbergen Institute
24
Journal of risk
24
Economics letters
23
Journal of risk and financial management : JRFM
23
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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Discussion paper / Centre for Economic Policy Research
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The European journal of finance
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Operations research
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Discussion papers / CEPR
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Journal of mathematical finance
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Energy economics
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The journal of investing
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ECONIS (ZBW)
63
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1
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:
2
Choosing factors : the international evidence
Grobys, Klaus
;
Kolari, James W.
- In:
Applied economics
54
(
2022
)
6
,
pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
Saved in:
3
Currency hedging behavior for stock returns uncertainty in Ghana
Bachori, Bartholomew Bilijo
;
Buabeng, Emmanuel
;
Sakyi, …
- In:
Applied economics
54
(
2022
)
48
,
pp. 5532-5548
Persistent link: https://www.econbiz.de/10013411231
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
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
9
The implications of economic uncertainty for bank loan portfolios
Mohapatra, Sanket
;
Purohit, Siddharth M.
- In:
Applied economics
53
(
2021
)
45
,
pp. 5242-5266
Persistent link: https://www.econbiz.de/10012609934
Saved in:
10
Flexible modelling of multivariate risks in pricing margin protection insurance : modelling portfolio risks with mixtures of mixtures
Moosavian, Seyyed Ali Zeytoon Nejad
;
Goodwin, Barry K.
- In:
Applied economics
53
(
2021
)
4
,
pp. 411-440
Persistent link: https://www.econbiz.de/10012416054
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