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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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International journal of theoretical and applied finance
Journal of banking & finance
595
NBER working paper series
564
Working paper / National Bureau of Economic Research, Inc.
488
Finance research letters
487
European journal of operational research : EJOR
457
NBER Working Paper
402
Insurance / Mathematics & economics
389
International review of financial analysis
298
SpringerLink / Bücher
281
Journal of financial economics
269
The journal of asset management
267
The journal of portfolio management : a publication of Institutional Investor
260
Journal of economic dynamics & control
256
The journal of finance : the journal of the American Finance Association
243
Management science : journal of the Institute for Operations Research and the Management Sciences
228
Research paper series / Swiss Finance Institute
225
Discussion paper / Centre for Economic Policy Research
223
Applied economics
222
Journal of empirical finance
206
Quantitative finance
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Journal of financial and quantitative analysis : JFQA
197
Finance and stochastics
196
The review of financial studies
196
Risks : open access journal
184
The European journal of finance
183
International review of economics & finance : IREF
182
Economic modelling
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
International journal of production research
176
Journal of risk and financial management : JRFM
173
The North American journal of economics and finance : a journal of financial economics studies
159
International journal of production economics
155
Economics letters
154
Swiss Finance Institute Research Paper
154
Research in international business and finance
151
Journal of investment management : JOIM
150
The journal of investing
148
The international journal of productivity and performance management : IJPPM
146
Working paper
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ECONIS (ZBW)
220
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1
On the role of skewness, kurtosis, and the location and scale condition in a sharpe ratio performance evaluation setting
Auer, Benjamin R.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403903
Saved in:
2
Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar
;
Selvaraju, N.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
Saved in:
3
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
Saved in:
4
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
5
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
Saved in:
6
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:
7
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:
8
An analysis of Asian market integration pre- and post-crisis
Brailsford, Timothy J.
;
Penm, Jack H. W.
;
Terrell, R. D.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 483-501
Persistent link: https://www.econbiz.de/10003347380
Saved in:
9
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:
10
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
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