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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of asset management"
~subject:"Derivative"
~subject:"Martingale"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Portfolio-Selektion"
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Derivative
Martingale
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Portfolio selection
431
Portfolio-Management
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222
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222
Capital income
81
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81
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55
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Stricker, Christophe
3
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Glasserman, Paul
2
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2
Wilkens, Marco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of asset management
Insurance / Mathematics & economics
111
Journal of banking & finance
91
European journal of operational research : EJOR
74
Journal of risk
57
Finance and stochastics
53
Risks : open access journal
47
Finance research letters
46
International journal of theoretical and applied finance
44
Quantitative finance
39
Economic modelling
34
International review of financial analysis
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of economic dynamics & control
32
Journal of risk and financial management : JRFM
32
The European journal of finance
27
Applied economics
25
Computational economics
21
Journal of empirical finance
20
Mathematics and financial economics
20
International review of economics & finance : IREF
19
Research in international business and finance
18
The journal of risk model validation
18
Annals of finance
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Energy economics
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Journal of mathematical finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The journal of futures markets
17
International journal of financial engineering
16
Mathematical methods of operations research
16
Operations research
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Scandinavian actuarial journal
16
Mathematics of operations research
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The journal of credit risk : published quarterly by Incisive Media
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Journal of econometrics
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Journal of risk management in financial institutions
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International journal of forecasting
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ECONIS (ZBW)
60
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1
Portfolio optimization with covered calls
Diaz, Mauricio
;
Kwon, Roy H.
- In:
The journal of asset management
20
(
2019
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10012059744
Saved in:
2
Panic-aware portfolio optimization
Zorn, Josef
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 103-110
Persistent link: https://www.econbiz.de/10012059765
Saved in:
3
Shedding light on the exposure of mutual funds : Which investments drive mutual fund characteristics?
Benz, Lukas
;
Rohleder, Martin
;
Syryca, Janik
;
Wilkens, Marco
- In:
The journal of asset management
20
(
2019
)
7
,
pp. 534-551
Persistent link: https://www.econbiz.de/10012155319
Saved in:
4
Pricing options of security portfolio in cyclical economic environment
Mao, Hong
;
Wen, Zhongkai
- In:
The journal of asset management
20
(
2019
)
5
,
pp. 384-394
Persistent link: https://www.econbiz.de/10012117594
Saved in:
5
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
6
The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen
- In:
The journal of asset management
18
(
2017
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
Saved in:
7
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
8
Stability of the exponential utility maximization problem with respect to preferences
Xing, Hao
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 38-67
Persistent link: https://www.econbiz.de/10011739439
Saved in:
9
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
10
Bond mutual funds and complex investments
Natter, Markus
;
Rohleder, Martin
;
Schulte, Dominik
; …
- In:
The journal of asset management
18
(
2017
)
6
,
pp. 433-456
Persistent link: https://www.econbiz.de/10011844388
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