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~isPartOf:"International journal of theoretical and applied finance"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Link, Albert N."
~person:"Poterba, James M."
~person:"Schoutens, Wim"
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Capital income"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Asset pricing
Capital income
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USA
United States
Theorie
12
Theory
12
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8
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8
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7
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7
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5
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Aufsatz in Zeitschrift
8
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8
Author
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Link, Albert N.
Poterba, James M.
Schoutens, Wim
Zaremba, Adam
Korn, Ralf
7
Konno, Hiroshi
5
Leung, Tim
4
Madan, Dilip B.
4
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Jaimungal, Sebastian
3
Kwok, Yue-Kuen
3
Račev, Svetlozar T.
3
Wilmott, Paul
3
Ammann, Manuel
2
Arai, Takuji
2
Baviera, Roberto
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Bouchaud, Jean-Philippe
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Chu, Chi Chiu
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Elliott, Robert J.
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Gil-Alaña, Luis A.
2
Herzog, Florian
2
Hess, Markus
2
Hughston, Lane P.
2
Kim, Young Shin
2
Koziol, Christian
2
Kraft, Holger
2
Kromer, Eduard
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International journal of theoretical and applied finance
The American economic review
35
European journal of operational research : EJOR
25
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Applied economics
15
Tax policy and the economy
15
The journal of portfolio management : a publication of Institutional Investor
13
Economics of innovation and new technology
12
IEEE transactions on engineering management : EM
12
International journal of production research
12
Small business economics : an entrepreneurship journal
12
Finance research letters
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
Research policy : policy, management and economic studies of science, technology and innovation
10
The journal of fixed income
10
International review of financial analysis
9
Journal of banking & finance
9
Journal of health economics
9
The journal of portfolio management : JPM
9
The review of economics and statistics
9
The journal of technology transfer
7
The quarterly journal of economics
7
American economic journal : a journal of the American Economic Association
6
Research in international business and finance
6
Applied financial economics
5
Brookings papers on economic activity : BPEA
5
Economic research
5
Economics letters
5
International entrepreneurship and management journal
5
Journal of economic dynamics & control
5
Journal of international financial markets, institutions & money
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Emerging markets review
4
Journal of economic literature
4
Journal of financial economics
4
Journal of political economy
4
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ECONIS (ZBW)
8
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1
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8
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1
Equilibrium asset returns in financial markets
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012013852
Saved in:
2
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
3
Two processes for two prices
Madan, Dilip B.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010363955
Saved in:
4
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
5
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
6
On some inconsistencies in modeling credit portfolio products
Fabozzi, Frank J.
;
Tunaru, Radu
- In:
International journal of theoretical and applied finance
10
(
2007
)
8
,
pp. 1305-1321
Persistent link: https://www.econbiz.de/10003632081
Saved in:
7
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
8
The proper use of risk measures in portfolio theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
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