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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kontrolltheorie"
~subject:"Risiko"
~subject:"Risikomanagement"
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Kontrolltheorie
Risiko
Risikomanagement
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
33
Hedging
30
Mathematical programming
27
Mathematische Optimierung
27
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26
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22
Risk measure
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stochastic control
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Biglova, Almira
2
Fabozzi, Frank J.
2
Gardiol, Lucien
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Ortobelli, Sergio
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Račev, Svetlozar T.
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Chen, Yanhong
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
174
European journal of operational research : EJOR
109
Journal of banking & finance
107
Finance research letters
93
Risks : open access journal
81
International review of financial analysis
60
NBER working paper series
57
Quantitative finance
54
Journal of risk
47
International review of economics & finance : IREF
46
The North American journal of economics and finance : a journal of financial economics studies
46
The journal of asset management
46
Finance and stochastics
44
The journal of portfolio management : a publication of Institutional Investor
43
Journal of empirical finance
40
NBER Working Paper
39
Wiley finance series
39
Journal of financial economics
38
Economic modelling
37
Journal of risk management in financial institutions
36
The journal of portfolio management : JPM
36
Working paper / National Bureau of Economic Research, Inc.
36
Journal of economic dynamics & control
34
Journal of risk and financial management : JRFM
34
Applied economics
32
Research paper series / Swiss Finance Institute
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
The European journal of finance
31
Scandinavian actuarial journal
28
SpringerLink / Bücher
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Discussion paper / Tinbergen Institute
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Discussion paper / Centre for Economic Policy Research
26
The journal of investing
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Economics letters
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Energy economics
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Mathematics and financial economics
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Operations research
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Journal of investment management : JOIM
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ECONIS (ZBW)
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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
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:
3
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
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
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:
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
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:
8
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
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