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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Organisatorischer Wandel"
~subject:"Portfolio selection"
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Organisatorischer Wandel
Portfolio selection
Theorie
567
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567
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145
Stochastic process
116
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116
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104
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Korn, Ralf
6
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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International journal of theoretical and applied finance
European journal of operational research : EJOR
277
Insurance / Mathematics & economics
277
Journal of banking & finance
249
NBER working paper series
247
Working paper / National Bureau of Economic Research, Inc.
202
NBER Working Paper
197
Finance research letters
184
SpringerLink / Bücher
169
Journal of economic dynamics & control
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Quantitative finance
129
Research paper series / Swiss Finance Institute
122
Journal of financial economics
107
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Discussion paper / Centre for Economic Policy Research
105
Risks : open access journal
104
The review of financial studies
102
The journal of portfolio management : a publication of Institutional Investor
99
Journal of empirical finance
96
The journal of finance : the journal of the American Finance Association
96
Europäische Hochschulschriften / 5
89
Economic modelling
85
The European journal of finance
85
Economics letters
84
Swiss Finance Institute Research Paper
84
Gabler Edition Wissenschaft
75
Computational economics
74
Mathematics and financial economics
74
The journal of asset management
74
International review of economics & finance : IREF
71
International review of financial analysis
69
Mathematical methods of operations research
68
The North American journal of economics and finance : a journal of financial economics studies
66
Journal of risk and financial management : JRFM
65
The journal of portfolio management : JPM
64
Discussion paper
63
Discussion paper / Tinbergen Institute
63
Journal of economic theory
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ECONIS (ZBW)
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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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