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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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Theorie
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54
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54
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33
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Korn, Ralf
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3
Cartea, Álvaro
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
Finance research letters
389
European journal of operational research : EJOR
386
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Journal of economic dynamics & control
252
The journal of finance : the journal of the American Finance Association
232
Research paper series / Swiss Finance Institute
222
Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
199
Journal of empirical finance
198
Finance and stochastics
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Quantitative finance
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The review of financial studies
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Journal of financial and quantitative analysis : JFQA
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economic modelling
174
International review of economics & finance : IREF
174
SpringerLink / Bücher
173
The European journal of finance
170
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
133
The journal of wealth management
131
Applied economics letters
128
Research in international business and finance
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ECONIS (ZBW)
220
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220
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1
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:
2
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
3
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:
4
Portfolio
optimization
with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
5
Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.
;
Liu, Rui Hua
;
Ren, D.
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
Saved in:
6
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance
portfolio
optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
7
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:
8
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
9
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:
10
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
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