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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kontrolltheorie"
~subject:"Risiko"
~subject:"Theorie"
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Kontrolltheorie
Risiko
Theorie
Portfolio selection
220
Portfolio-Management
220
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
33
Hedging
30
Mathematical programming
27
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27
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26
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stochastic control
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Korn, Ralf
6
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1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
326
European journal of operational research : EJOR
299
Journal of banking & finance
275
NBER working paper series
260
Finance research letters
211
NBER Working Paper
205
Working paper / National Bureau of Economic Research, Inc.
204
Journal of economic dynamics & control
177
Finance and stochastics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
163
Quantitative finance
141
Research paper series / Swiss Finance Institute
129
Risks : open access journal
126
Journal of financial economics
118
The journal of portfolio management : a publication of Institutional Investor
116
The review of financial studies
111
Journal of empirical finance
110
Management science : journal of the Institute for Operations Research and the Management Sciences
109
The journal of finance : the journal of the American Finance Association
100
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
93
The journal of asset management
93
Economic modelling
92
The European journal of finance
91
International review of economics & finance : IREF
90
Economics letters
88
Swiss Finance Institute Research Paper
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Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
81
Computational economics
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Journal of risk and financial management : JRFM
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Mathematical methods of operations research
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The journal of portfolio management : JPM
73
Applied economics
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Discussion paper / Tinbergen Institute
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Annals of finance
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Journal of mathematical finance
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ECONIS (ZBW)
161
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161
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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
On time consistency for mean-variance
portfolio
selection
Vigna, Elena
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012496778
Saved in:
3
Optimal mean-variance
portfolio
selection
with no-short-selling constraint
Xu, Jingsi
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012496930
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
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
6
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
7
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:
8
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
9
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
10
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
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