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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risiko"
~subject:"Transaction costs"
~subject:"Volatility"
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Risiko
Transaction costs
Volatility
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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International journal of theoretical and applied finance
Insurance / Mathematics & economics
137
Journal of banking & finance
109
Finance research letters
107
European journal of operational research : EJOR
102
NBER working paper series
80
International review of financial analysis
70
Risks : open access journal
69
International review of economics & finance : IREF
62
NBER Working Paper
62
The journal of asset management
60
Journal of empirical finance
58
Journal of financial economics
58
Quantitative finance
58
Working paper / National Bureau of Economic Research, Inc.
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The North American journal of economics and finance : a journal of financial economics studies
50
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46
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
38
Mathematical finance : an international journal of mathematics, statistics and financial theory
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36
Discussion paper / Centre for Economic Policy Research
34
Journal of international financial markets, institutions & money
34
The European journal of finance
34
The review of financial studies
33
Journal of risk
32
The journal of portfolio management : a publication of Institutional Investor
32
Discussion paper / Tinbergen Institute
31
Mathematics and financial economics
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Economics letters
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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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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