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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risiko"
~subject:"Risk"
~subject:"Volatility"
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Risiko
Risk
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Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
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33
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30
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Fabozzi, Frank J.
3
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2
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
131
Finance research letters
106
Journal of banking & finance
100
European journal of operational research : EJOR
89
NBER working paper series
72
Risks : open access journal
68
International review of financial analysis
67
The journal of asset management
61
International review of economics & finance : IREF
58
Journal of empirical finance
56
Journal of financial economics
55
NBER Working Paper
55
The North American journal of economics and finance : a journal of financial economics studies
52
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49
Quantitative finance
47
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44
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42
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40
Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
37
Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
32
The journal of portfolio management : a publication of Institutional Investor
32
Discussion paper / Tinbergen Institute
31
Finance and stochastics
31
Journal of risk
31
The European journal of finance
31
Journal of international financial markets, institutions & money
30
Discussion paper / Centre for Economic Policy Research
29
Economics letters
28
Swiss Finance Institute Research Paper
28
Research in international business and finance
27
Pacific-Basin finance journal
26
The review of financial studies
25
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Investment management and financial innovations
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Computational economics
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Journal of econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
2
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
3
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:
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
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
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:
9
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:
10
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
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