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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~subject:"Portfolio-Management"
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International journal of theoretical and applied finance
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Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
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Conic portfolio
theory
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011523770
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Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
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High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
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Portfolio optimization under nonlinear utility
Heyne, Gregor
;
Kupper, Michael
;
Tangpi, Ludovic
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011524910
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The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
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7
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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8
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
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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
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Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
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