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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
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International journal of theoretical and applied finance
International journal of production economics
2,012
International journal of production research
1,640
European journal of operational research : EJOR
1,495
NBER working paper series
822
Transportation research / E : an international journal
675
Working paper / National Bureau of Economic Research, Inc.
652
SpringerLink / Bücher
588
Journal of banking & finance
585
NBER Working Paper
566
Management science : journal of the Institute for Operations Research and the Management Sciences
522
Finance research letters
520
International journal of logistics systems and management
498
International journal of logistics : research and applications
409
Omega : the international journal of management science
403
Insurance / Mathematics & economics
386
Supply chain management : an international journal
348
Supply Chain Management: An International Journal
345
International journal of procurement management
343
Journal of purchasing and supply management
341
The international journal of logistics management
327
Discussion paper series / IZA
319
International review of financial analysis
298
Journal of financial economics
287
Discussion paper / Centre for Economic Policy Research
286
CESifo working papers
278
Production and operations management : an international journal of the Production and Operations Management Society
269
International Journal of Physical Distribution & Logistics Management
267
Industrial marketing management : the international journal for industrial and high-tech firms
257
Journal of economic dynamics & control
257
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
254
Applied economics
253
Manufacturing & service operations management : M & SOM
249
International journal of physical distribution & logistics management : IJPD & LM
244
The journal of finance : the journal of the American Finance Association
236
Journal of operations management
235
Computers & operations research : and their applications to problems of world concern ; an international journal
230
Springer eBook Collection
229
Logistics
226
Research paper series / Swiss Finance Institute
226
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ECONIS (ZBW)
220
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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
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