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~isPartOf:"Journal of economic dynamics & control"
~language:"cat"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Gupta, Rangan"
~subject:"Kausalanalyse"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Kausalanalyse
Portfolio selection
Option pricing theory
3
Optionspreistheorie
3
Portfolio-Management
2
Cherny-Shiryaev-Yor invariance principle
1
Credit default swap
1
Credit derivative
1
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1
Derivat
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1
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Valencian
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Fabozzi, Frank J.
Gupta, Rangan
Kraft, Holger
6
Branger, Nicole
5
Li, Duan
5
Lioui, Abraham
5
Munk, Claus
5
Li, Kai
4
Lillo, Fabrizio
4
Cvitanić, Jakša
3
Huang, Chi-fu
3
Leippold, Markus
3
Mahayni, Antje
3
Rustem, Berç
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Vanini, Paolo
3
Zenios, Stauros Andrea
3
Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Blake, David
2
Bodie, Zvi
2
Caccioli, Fabio
2
Chacko, George
2
Cong, F.
2
Cox, John Carrington
2
Cui, Xiangyu
2
Damgaard, Anders
2
De Giorgi, Enrico
2
Duffie, Darrell
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Farmer, J. Doyne
2
Forsyth, Peter A.
2
He, Xue-zhong
2
Hindy, Ayman
2
Kwon, Oh Kang
2
Larsen, Linda Sandris
2
Li, Bin
2
Li, Danping
2
Li, Lingfei
2
Li, Youwei
2
Liao, Yin
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Journal of economic dynamics & control
Applied economics
11
The journal of portfolio management : JPM
9
The journal of portfolio management : a publication of Institutional Investor
7
The North American journal of economics and finance : a journal of financial economics studies
6
International journal of theoretical and applied finance
5
International review of economics & finance : IREF
5
European journal of operational research : EJOR
4
Journal of banking & finance
4
Applied economics letters
3
Defence and peace economics
3
Economia internazionale
3
Finance research letters
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
3
The journal of developing areas
3
The journal of fixed income
3
The journal of fixed income : JFI
3
Annals of operations research
2
Applied financial economics letters
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Economic systems
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Economics letters
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Empirica : journal of european economics
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International journal of economic policy in emerging economies
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International review of financial analysis
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of applied economics
2
Journal of international money and finance
2
Journal of multinational financial management
2
Pacific-Basin finance journal
2
The Indian economic journal
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
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ECONIS (ZBW)
2
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Portfolio selection with uncertain exit time : a robust CVaR approach
Huang, Dashan
;
Zhu, Shu-shang
;
Fabozzi, Frank J.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 594-623
Persistent link: https://www.econbiz.de/10003642783
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