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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Island"
~subject:"Risiko"
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Island
Risiko
Portfolio selection
220
Portfolio-Management
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Theorie
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Stochastic process
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33
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Biglova, Almira
2
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Ortobelli, Sergio
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
122
Finance research letters
84
TemaNord
82
European journal of operational research : EJOR
80
Journal of banking & finance
74
NBER working paper series
68
Risks : open access journal
61
Working paper / Central Bank of Iceland
52
IMF country report
51
NBER Working Paper
48
International review of financial analysis
44
Working paper / National Bureau of Economic Research, Inc.
44
IMF staff country report
43
International review of economics & finance : IREF
43
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40
The journal of asset management
38
Discussion paper / Centre for Economic Policy Research
36
Journal of financial economics
35
Quantitative finance
35
Economic modelling
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Journal of empirical finance
34
Applied economics
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Discussion paper / Tinbergen Institute
27
Economics letters
27
Finance and stochastics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
The journal of portfolio management : a publication of Institutional Investor
27
Annual series / Foreign Office : pres. to the both Houses of Parliament by command of His Majesty
26
Working Paper Series
25
Applied economics letters
24
Discussion papers / CEPR
23
Journal of risk
23
Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
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:
2
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:
3
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
4
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
5
Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
6
On the shape of risk aversion and asset allocation
Six, Pierre
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
Saved in:
7
Representation of BSDE-based dynamic risk measures and dynamic capital allocations
Kromer, Eduard
;
Overbeck, Ludger
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10010437199
Saved in:
8
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
9
Coherent portfolio separation - inherent systemic risk?
Framstad, Nils Chr.
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 909-917
Persistent link: https://www.econbiz.de/10002420767
Saved in:
10
An extreme value theory approach to the allocation of multiple assets
Bradley, Brendan O.
;
Taqqu, Murad S.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 1031-1068
Persistent link: https://www.econbiz.de/10002476570
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