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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Portfolio-Management"
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Portfolio-Management
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Portfolio selection
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176
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Konno, Hiroshi
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International journal of theoretical and applied finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Insurance / Mathematics & economics
281
European journal of operational research : EJOR
277
Journal of banking & finance
242
NBER working paper series
242
Working paper / National Bureau of Economic Research, Inc.
194
NBER Working Paper
189
Finance research letters
185
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
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152
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130
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125
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107
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105
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100
The journal of portfolio management : a publication of Institutional Investor
98
The journal of finance : the journal of the American Finance Association
96
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94
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Discussion paper / Centre for Economic Policy Research
86
Economic modelling
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Economics letters
82
The European journal of finance
79
Mathematics and financial economics
74
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72
International review of economics & finance : IREF
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The journal of asset management
70
Mathematical methods of operations research
68
International review of financial analysis
67
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
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Discussion paper / Tinbergen Institute
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Journal of economic theory
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Annals of finance
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ECONIS (ZBW)
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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
Extrapolating long-maturity bond yields for financial risk measurement
Christensen, Jens H. E.
;
López, José A.
;
Mussche, Paul L.
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8286-8300
Persistent link: https://www.econbiz.de/10014280151
Saved in:
4
The distribution of the sample minimum-variance frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Saved in:
5
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:
6
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:
7
Crash hedging strategies and worst-case scenario portfolio optimization
Menkens, Olaf
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 597-618
Persistent link: https://www.econbiz.de/10003347393
Saved in:
8
Optimal portfolio selection strategies in the presence of transaction costs
Meng, Qiang
;
Weerasinghe, Ananda
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 619-641
Persistent link: https://www.econbiz.de/10003347396
Saved in:
9
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan
;
Slim, Skander
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 449-474
Persistent link: https://www.econbiz.de/10003463451
Saved in:
10
Kernel-based semi-log-optimal empirical portfolio selection strategies
Gyöfri, László
;
Urbán, András
;
Vajda, István
- In:
International journal of theoretical and applied finance
10
(
2007
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10003463461
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