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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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International journal of theoretical and applied finance
Journal of banking & finance
643
Finance research letters
531
European journal of operational research : EJOR
398
Insurance / Mathematics & economics
385
International review of financial analysis
365
Journal of financial economics
319
The journal of finance : the journal of the American Finance Association
269
Journal of economic dynamics & control
268
The journal of asset management
265
The journal of portfolio management : a publication of Institutional Investor
255
Applied economics
248
Journal of empirical finance
239
Management science : journal of the Institute for Operations Research and the Management Sciences
234
International review of economics & finance : IREF
227
The review of financial studies
226
Pacific-Basin finance journal
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Quantitative finance
212
The North American journal of economics and finance : a journal of financial economics studies
203
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Finance and stochastics
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Economic modelling
194
The European journal of finance
193
Risks : open access journal
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Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of risk and financial management : JRFM
162
Research in international business and finance
161
Applied economics letters
153
Economics letters
152
Journal of investment management : JOIM
150
The journal of investing
147
Journal of international financial markets, institutions & money
139
Review of quantitative finance and accounting
135
The journal of wealth management
134
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
134
Applied financial economics
125
Investment management and financial innovations
125
Energy economics
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Journal of international money and finance
122
Computational economics
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ECONIS (ZBW)
222
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1
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
2
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
3
Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
Saved in:
4
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
5
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
6
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
7
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
8
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
9
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
10
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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