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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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148
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148
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55
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34
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Korn, Ralf
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2
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2
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International journal of theoretical and applied finance
SpringerLink / Bücher
949
Journal of banking & finance
653
NBER working paper series
589
Finance research letters
561
Working paper / National Bureau of Economic Research, Inc.
515
Europäische Hochschulschriften / 5
444
European journal of operational research : EJOR
416
NBER Working Paper
416
Insurance / Mathematics & economics
387
International review of financial analysis
377
Journal of financial economics
329
The journal of finance : the journal of the American Finance Association
294
Gabler Edition Wissenschaft
289
Discussion paper / Centre for Economic Policy Research
275
The journal of asset management
272
The journal of portfolio management : a publication of Institutional Investor
267
Journal of economic dynamics & control
264
Management science : journal of the Institute for Operations Research and the Management Sciences
258
Research paper series / Swiss Finance Institute
243
Applied economics
237
Journal of financial and quantitative analysis : JFQA
235
Journal of empirical finance
227
The review of financial studies
227
Wiley finance series
217
International review of economics & finance : IREF
216
Quantitative finance
210
Springer eBook Collection
209
Discussion paper
207
The European journal of finance
200
Finance and stochastics
198
Economic modelling
187
Risks : open access journal
186
Pacific-Basin finance journal
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Review of quantitative finance and accounting
177
The North American journal of economics and finance : a journal of financial economics studies
177
Journal of risk and financial management : JRFM
173
Research in international business and finance
170
Springer eBook Collection / Business and Economics
168
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ECONIS (ZBW)
228
USB Cologne (EcoSocSci)
1
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1
Shrinkage estimation of mean-variance portfolio
Liu, Yan
;
Chan, Ngai Hang
;
Ng, Chi Tim
;
Wong, Samuel Po …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453866
Saved in:
2
A note on risky bond valuation
Hui, Cho H.
;
Lo, C. F.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 575-580
Persistent link: https://www.econbiz.de/10001524486
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
10
Statistical estimation of optimal portfolios for locally stationary returns of assets
Shiraishi, Hiroshi
;
Taniguchi, Masanobu
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10003415741
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