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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~language:"nor"
~subject:"Lagrange duality"
~subject:"Risiko"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
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Lagrange duality
Risiko
Theorie
566
Theory
566
Option pricing theory
467
Optionspreistheorie
467
Stochastic process
324
Stochastischer Prozess
324
Volatility
245
Volatilität
245
Portfolio selection
220
Portfolio-Management
220
Derivat
170
Derivative
170
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115
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111
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111
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111
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111
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108
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108
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80
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77
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76
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67
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62
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51
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47
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47
Mathematische Optimierung
47
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47
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46
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46
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46
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Biglova, Almira
2
Chen, Yanhong
2
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Hu, Yijun
2
Hui, Cho H.
2
Lo, C. F.
2
Ortobelli, Sergio
2
Račev, Svetlozar T.
2
Rudloff, Birgit
2
Stoyanov, Stoyan
2
Yamazaki, Akira
2
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1
Altay, Sühan
1
Ankirchner, Stefan
1
Ararat, Çağin
1
Auer, Benjamin R.
1
Aurell, Erik
1
Bares, Pierre-Antoine
1
Bayraktar, Erhan
1
Benth, Fred Espen
1
Bhansali, Vineer
1
Bichuch, Maxim
1
Biedova, Olga
1
Blais, Marcel
1
Bradley, Brendan O.
1
Brigo, Damiano
1
Buff, Robert
1
Capponi, Agostino
1
Cassese, Gianluca
1
Centrone, Francesca
1
Chen, Ke
1
Clémençon, Stéphan
1
Colaneri, Katia
1
Cont, R.
1
Dokučaev, Nikolaj G.
1
Dorfleitner, Gregor
1
Driffill, John
1
Eksi-Altay, Zehra
1
El Hajjaji, Omar
1
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International journal of theoretical and applied finance
Finance research letters
383
Insurance / Mathematics & economics
341
European journal of operational research : EJOR
323
Economics letters
299
Journal of banking & finance
214
Energy economics
212
Applied economics
211
International review of financial analysis
189
International review of economics & finance : IREF
185
Journal of risk and uncertainty : JRU
184
Risks : open access journal
182
Management science : journal of the Institute for Operations Research and the Management Sciences
169
Economic modelling
168
Journal of economic dynamics & control
162
Applied economics letters
157
Journal of economic theory
156
Journal of economic behavior & organization : JEBO
149
The review of financial studies
140
Journal of financial economics
139
American journal of agricultural economics
133
Pacific-Basin finance journal
127
The North American journal of economics and finance : a journal of financial economics studies
118
Research in international business and finance
107
Journal of monetary economics
99
International journal of production research
96
Journal of risk and financial management : JRFM
95
European economic review : EER
92
Journal of empirical finance
90
Journal of international money and finance
90
Journal of mathematical economics
87
International journal of production economics
85
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Theory and decision : an international journal for multidisciplinary advances in decision science
82
Journal of international financial markets, institutions & money
79
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
78
The journal of real estate finance and economics
73
Finance and stochastics
71
Journal of business research : JBR
71
The journal of finance : the journal of the American Finance Association
71
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
69
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ECONIS (ZBW)
61
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1
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:
2
Comparing the small-sample estimation error of conceptually different risk measures
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012662011
Saved in:
3
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
4
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:
5
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:
6
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:
7
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
8
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
9
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
10
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
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