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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~subject:"Portfolio selection"
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Portfolio selection
Derivat
69
Derivative
69
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22
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18
Option pricing theory
18
Optionspreistheorie
18
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Aragon, George O.
1
Baltussen, Guido
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Barro, Diana
1
Consigli, Giorgio
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Da, Zhi
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Escobar, Marcos
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Fernandez-Perez, Adrian
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Ferrando, Sebastian
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Hurlin, Christophe
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Iseli, Grégoire
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Phillips, Blake
1
Pukthuanthong, Kuntara
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Pérignon, Christophe
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Rau, P. Raghavendra
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Rubtsov, Alexey
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Rzayev, Khaladdin
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Sagade, Satchit
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Shi, Zhen
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Tsai, Wei-Che
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Journal of banking & finance
Journal of financial economics
SpringerLink / Bücher
17
The journal of derivatives : JOD
9
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Quantitative finance
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Energy economics
6
Finance research letters
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International journal of financial engineering
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Springer Texts in Business and Economics
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International review of financial analysis
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The journal of computational finance
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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The journal of asset management
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3
Applied mathematical finance
3
Asia Pacific financial markets
3
Economic modelling
3
International review of economics & finance : IREF
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of portfolio management : JPM
3
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2
Computational economics
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De Gruyter Studium
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Journal of empirical finance
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Journal of financial stability
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
9
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1
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
2
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
3
Do hedge funds dynamically manage systematic risk?
Namvar, Ethan
;
Phillips, Blake
;
Pukthuanthong, Kuntara
; …
- In:
Journal of banking & finance
64
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011634227
Saved in:
4
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
5
A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
6
Who benefits in a crisis? Evidence from hedge fund stock and option holdings
Aragon, George O.
;
Martin, J. Spencer
;
Shi, Zhen
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10012131547
Saved in:
7
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
8
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
9
High-frequency trading in the stock market and the costs of options market making
Nimalendran, Mahendrarajah
;
Rzayev, Khaladdin
;
Sagade, …
- In:
Journal of financial economics
159
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015072597
Saved in:
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