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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
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Portfolio-Management
Theorie
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Portfolio selection
211
Stochastic process
131
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131
Volatility
122
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Korn, Ralf
6
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Fabozzi, Frank J.
4
Platen, Eckhard
4
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3
Cartea, Álvaro
3
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3
Hu, Duni
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International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
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
Finance research letters
186
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Finance and stochastics
153
Quantitative finance
130
Research paper series / Swiss Finance Institute
125
Journal of financial economics
107
Risks : open access journal
106
Management science : journal of the Institute for Operations Research and the Management Sciences
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
Swiss Finance Institute Research Paper
87
Discussion paper / Centre for Economic Policy Research
86
Economics letters
85
Economic modelling
83
The European journal of finance
79
Mathematics and financial economics
74
Computational economics
73
International review of economics & finance : IREF
72
The journal of asset management
70
Mathematical methods of operations research
68
International review of financial analysis
67
SpringerLink / Bücher
67
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
Annals of finance
60
Applied economics
59
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57
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ECONIS (ZBW)
211
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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
Equilibrium mean-variance reinsurance and investment strategies for a general
insurance
company under smooth ambiguity
Guan, Guohui
;
Hu, Xiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Stochastic model predictive control and portfolio optimization
Herzog, Florian
;
Dondi, Gabriel
;
Geering, Hans P.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 203-233
Persistent link: https://www.econbiz.de/10003441946
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