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~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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International journal of theoretical and applied finance
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646
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81
Utility maximization with intermediate consumption under restricted information for jump market models
Ceci, Claudia
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009672596
Saved in:
82
The minimal k-entropy martingale measure
Trivellato, Barbara
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672603
Saved in:
83
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Saved in:
84
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
85
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
Saved in:
86
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 249-276
Persistent link: https://www.econbiz.de/10003733142
Saved in:
87
A general framework for high yield bond investment
Korn, Ralf
;
Kovilyanskaya, Helen
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 967-984
Persistent link: https://www.econbiz.de/10003630979
Saved in:
88
Uncertainty aversion, robust control and asset holdings with a stochastic investment opportunity set
Vardas, Giannis
;
Xepapadeas, Anastasios
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 985-1014
Persistent link: https://www.econbiz.de/10003630985
Saved in:
89
Optimal portfolio construction under partial information for a balanced fund
Keel, Simon
;
Herzog, Florian
;
Geering, Hans Peter
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10003630993
Saved in:
90
A comparison of some univariate models for value-at-risk and expected shortfall
Marinelli, Carlo
;
D'Addona, Stefano
;
Račev, Svetlozar T.
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 1043-1075
Persistent link: https://www.econbiz.de/10003631000
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