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~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Personalmanagement"
~subject:"Portfolio selection"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Personalmanagement
Portfolio selection
Portfolio-Management
220
Theorie
166
Theory
166
Stochastic process
57
Stochastischer Prozess
57
Option pricing theory
42
Optionspreistheorie
42
Risikomanagement
38
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34
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33
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Korn, Ralf
7
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Konno, Hiroshi
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2
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International journal of theoretical and applied finance
The international journal of human resource management
589
Journal of banking & finance
567
European journal of operational research : EJOR
392
Finance research letters
387
Insurance / Mathematics & economics
385
International journal of human resource management
306
International review of financial analysis
288
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
252
Journal of economic dynamics & control
251
Human resource management review
239
Human resource management
233
The journal of finance : the journal of the American Finance Association
230
Management science : journal of the Institute for Operations Research and the Management Sciences
215
Applied economics
206
The review of financial studies
198
Finance and stochastics
196
Journal of empirical finance
196
Quantitative finance
195
Journal of financial and quantitative analysis : JFQA
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
175
International review of economics & finance : IREF
174
The European journal of finance
170
Journal of risk and financial management : JRFM
167
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Employee relations
153
Management revue : socio-economic studies
148
Journal of business research : JBR
146
Journal of investment management : JOIM
146
Human resource management journal
140
The journal of investing
140
Economics letters
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Personnel review : a professional journal reporting new developments in research, theory and practice of personel management
136
Applied economics letters
132
Pacific-Basin finance journal
132
The journal of wealth management
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ECONIS (ZBW)
220
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11
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:
12
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
13
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
14
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
15
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
16
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
17
Dynamic balance sheet model with liquidity risk
Hałaj, Grzegorz
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011568790
Saved in:
18
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
19
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
20
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:
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