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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
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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
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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
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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
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Special issue on financial derivatives and risk management
Grasselli, Matheus (contributor);  … - 2011
Persistent link: https://www.econbiz.de/10009562521
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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
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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
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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
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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
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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