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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio-Management"
~subject:"Theory"
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Portfolio-Management
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567
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147
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Brigo, Damiano
8
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6
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Konno, Hiroshi
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5
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5
Bouchaud, Jean-Philippe
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Kwok, Yue-Kuen
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Wu, Lixin
5
Arai, Takuji
4
Bielecki, Tomasz R.
4
Cartea, Álvaro
4
Friedman, Craig
4
Grorud, Axel
4
Hui, Cho H.
4
Jaimungal, Sebastian
4
Lo, C. F.
4
Račev, Svetlozar T.
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Baviera, Roberto
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Ebrahim, Muhammed Shahid
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Forsyth, Peter A.
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Frey, Rüdiger
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Frittelli, Marco
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Gulko, Les
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Hainaut, Donatien
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Harel, Arie
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Harpaz, Giora
3
Hobson, David G.
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3
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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International journal of theoretical and applied finance
NBER working paper series
6,882
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Economics letters
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1,657
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1,575
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,518
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
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1,392
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International economic review
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ECONIS (ZBW)
569
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1
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1
Pricing participating policies with rate guarantees
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 517-532
Persistent link: https://www.econbiz.de/10003347385
Saved in:
2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
4
Fair actuarial values for deductible
insurance
policies in the presence of parameter uncertainty
Harel, Arie
;
Harpaz, Giora
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 389-397
Persistent link: https://www.econbiz.de/10003441998
Saved in:
5
A model for the optimal asset-liability management for
insurance
companies
Sbaraglia, S.
;
Papi, M.
;
Briani, M.
;
Bernaschi, M.
- In:
International journal of theoretical and applied finance
6
(
2003
)
3
,
pp. 277-299
Persistent link: https://www.econbiz.de/10001769196
Saved in:
6
Scenarios for price determination in incomplete markets
Xanthopoulos, S. Z.
;
Yannacopoulos, Athanasios N.
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 415-445
Persistent link: https://www.econbiz.de/10003759930
Saved in:
7
Measuring the market risk of freight rates : a value-at-risk approach
Angelidis, Timotheos
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 447-469
Persistent link: https://www.econbiz.de/10003759935
Saved in:
8
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:
9
A common market measure for libor and pricing caps, floors and swaps in a field
theory
of forward interest rates
Baaquie, Belal E.
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 999-1018
Persistent link: https://www.econbiz.de/10003280030
Saved in:
10
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
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