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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Deutschland"
~subject:"Portfolio-Management"
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Deutschland
Portfolio-Management
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567
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Korn, Ralf
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Pham, Huyên
2
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2
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2
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International journal of theoretical and applied finance
Europäische Hochschulschriften / 5
814
Gabler Edition Wissenschaft
492
SpringerLink / Bücher
466
European journal of operational research : EJOR
281
Insurance / Mathematics & economics
278
NBER working paper series
271
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245
Working paper / National Bureau of Economic Research, Inc.
240
Springer-Lehrbuch
222
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218
Springer eBook Collection / Business and Economics
201
Finance research letters
184
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181
Journal of economic dynamics & control
175
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Discussion paper / Centre for Economic Policy Research
136
Quantitative finance
130
Discussion paper
129
Berichte aus der Betriebswirtschaft
127
Research paper series / Swiss Finance Institute
121
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
112
CESifo working papers
110
DUV / Wirtschaftswissenschaft
107
Neue betriebswirtschaftliche Forschung : Nbf
105
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Journal of financial economics
103
Risks : open access journal
103
The journal of finance : the journal of the American Finance Association
101
The review of financial studies
101
Journal of empirical finance
100
Economic modelling
98
The journal of portfolio management : a publication of Institutional Investor
98
Economics letters
96
Gabler-Edition Wissenschaft
91
The European journal of finance
87
Discussion paper series / IZA
86
Managementwissen für Studium und Praxis
85
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
145
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Optimal portfolios with stochastic short rate : pitfalls when the short rate is non-Gaussian or the market price of risk is unbounded
Kraft, Holger
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 767-796
Persistent link: https://www.econbiz.de/10003911240
Saved in:
9
Sequential surveillance of the tangency portfolio weights
Bodnar, Olha
- In:
International journal of theoretical and applied finance
12
(
2009
)
6
,
pp. 797-810
Persistent link: https://www.econbiz.de/10003911241
Saved in:
10
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
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