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~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
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174
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149
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Korn, Ralf
6
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Finance research letters
International journal of theoretical and applied finance
European journal of operational research : EJOR
284
Insurance / Mathematics & economics
281
Journal of banking & finance
242
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
189
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
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153
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130
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125
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107
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101
The review of financial studies
100
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
Journal of empirical finance
94
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87
Discussion paper / Centre for Economic Policy Research
86
Economics letters
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83
The European journal of finance
79
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74
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International review of economics & finance : IREF
72
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68
International review of financial analysis
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
64
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
63
Discussion paper / Tinbergen Institute
62
Journal of economic theory
61
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ECONIS (ZBW)
333
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1
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
2
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
3
Risk-adjusted performance of portfolio
insurance
and investors' preferences
Tawil, Dima
- In:
Finance research letters
24
(
2018
),
pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
Saved in:
4
Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Zhuo, Jin
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
Saved in:
5
Risk-neutral investors do not acquire information
Muendler, Marc-Andreas
- In:
Finance research letters
5
(
2008
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
Saved in:
6
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
7
Modeling the volatility and expected value of a diversified world index
Platen, Eckhard
- In:
International journal of theoretical and applied finance
7
(
2004
)
4
,
pp. 511-529
Persistent link: https://www.econbiz.de/10002108812
Saved in:
8
The proper use of risk measures in portfolio
theory
Ortobelli, Sergio
;
Račev, Svetlozar T.
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1107-1133
Persistent link: https://www.econbiz.de/10003280039
Saved in:
9
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert
;
Glantz, Morton
;
Malamut, Roberto
- In:
Finance research letters
1
(
2004
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
Saved in:
10
Decomposing the persistence of international equity flows
Froot, Kenneth
;
Tjornhom, Jessica D.
- In:
Finance research letters
1
(
2004
)
3
,
pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
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