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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
~subject:"Share price"
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Portfolio selection
Schätztheorie
Share price
Theorie
957
Theory
957
Portfolio-Management
198
Option pricing theory
154
Optionspreistheorie
154
Stochastic process
139
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139
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Korn, Ralf
6
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5
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4
Platen, Eckhard
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Pham, Huyên
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Takahashi, Akihiko
2
Vila, Jean-Luc
2
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2
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2
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International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Economics letters
536
Working paper / National Bureau of Economic Research, Inc.
473
Journal of econometrics
453
NBER working paper series
453
Journal of banking & finance
348
NBER Working Paper
348
European journal of operational research : EJOR
294
Insurance / Mathematics & economics
289
Econometric theory
288
Finance research letters
287
Journal of economic dynamics & control
276
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
The journal of finance : the journal of the American Finance Association
246
The review of financial studies
238
Journal of financial economics
220
Discussion paper / Centre for Economic Policy Research
209
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Journal of empirical finance
183
Série des documents de travail / Centre de Recherche en Économie et Statistique
176
Quantitative finance
175
Finance and stochastics
173
Discussion paper / Tinbergen Institute
170
Research paper series / Swiss Finance Institute
161
Applied economics
157
Economic modelling
156
Journal of applied econometrics
155
Econometric reviews
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Journal of quantitative economics : official journal of the Indian Econometric Society
144
International review of financial analysis
141
The review of economics and statistics
140
Discussion paper / Center for Economic Research, Tilburg University
139
The European journal of finance
137
International review of economics & finance : IREF
136
Risks : open access journal
119
CESifo working papers
116
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
116
Europäische Hochschulschriften / 5
116
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ECONIS (ZBW)
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1
Strategic trading with asymmetrically informed traders and long-lived information
Foster, F. Douglas
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 499-518
Persistent link: https://www.econbiz.de/10001175122
Saved in:
2
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
3
Performance analysis of the optimal strategy under partial information
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
El Aoud, Sofiene
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686856
Saved in:
4
Portfolio optimization under a quantile hedging constraint
Bouveret, Géraldine
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011956927
Saved in:
5
Pricing and hedging game options in currency models with proportional transaction costs
Roux, Alet
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011568851
Saved in:
6
Are household portfolios efficient? : an analysis conditional on housing
Pelizzon, Loriana
;
Weber, Guglielmo
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 401-432
Persistent link: https://www.econbiz.de/10003729132
Saved in:
7
Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10001047145
Saved in:
8
Measuring event impacts in thinly traded stocks
Heinkel, Robert L.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10001047147
Saved in:
9
Information quality and market efficiency
Ho, Thomas S. Y.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10001047149
Saved in:
10
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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