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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
European journal of operational research : EJOR
695
Journal of banking & finance
585
NBER working paper series
575
Finance research letters
513
Working paper / National Bureau of Economic Research, Inc.
493
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410
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397
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354
International review of financial analysis
307
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290
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266
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260
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256
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243
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239
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235
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SpringerLink / Bücher
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International review of economics & finance : IREF
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Economics letters
204
Finance and stochastics
203
The review of financial studies
193
Risks : open access journal
190
The North American journal of economics and finance : a journal of financial economics studies
189
The European journal of finance
183
Journal of financial and quantitative analysis : JFQA
182
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Energy economics
179
Computational economics
178
Journal of risk and financial management : JRFM
173
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Operations research
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Research in international business and finance
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ECONIS (ZBW)
232
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1
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
Saved in:
2
Shortfall risk minimization under fixed transaction costs
Nayman, Niv
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011903790
Saved in:
3
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
4
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Gassiat, Paul
;
Pham, Huyên
;
Sı̂rbu, Mihai
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10008908395
Saved in:
5
Stochastic portfolio optimization with log utility
Pang, Tao
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 869-887
Persistent link: https://www.econbiz.de/10003380291
Saved in:
6
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
7
Optimal asset allocation with asymptotic criteria
Karguine, Slava
- In:
International journal of theoretical and applied finance
6
(
2003
)
6
,
pp. 593-604
Persistent link: https://www.econbiz.de/10001794263
Saved in:
8
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
9
Optimal trading strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
10
On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
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