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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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Korn, Ralf
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International journal of theoretical and applied finance
NBER Working Papers
988
MPRA Paper
941
NBER working paper series
737
Journal of banking & finance
635
Working Paper
564
Working paper / National Bureau of Economic Research, Inc.
544
Research paper series / Swiss Finance Institute
511
CEPR Discussion Papers
475
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464
Finance research letters
455
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454
European journal of operational research : EJOR
392
Insurance / Mathematics & economics
388
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375
Swiss Finance Institute Research Paper
364
International review of financial analysis
320
Journal of Banking & Finance
320
Economics Papers from University Paris Dauphine
318
CESifo working papers
315
Journal of financial economics
304
The journal of finance : the journal of the American Finance Association
266
Journal of economic dynamics & control
262
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Discussion paper / Centre for Economic Policy Research
237
Journal of risk and financial management : JRFM
234
The review of financial studies
230
Journal of empirical finance
226
Working paper series / European Central Bank
224
Applied economics
218
CESifo Working Paper Series
218
Management science : journal of the Institute for Operations Research and the Management Sciences
218
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Journal of financial and quantitative analysis : JFQA
212
International review of economics & finance : IREF
207
Discussion paper / Tinbergen Institute
202
Quantitative finance
198
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196
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ECONIS (ZBW)
221
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1
Liquidity risk, instead of funding costs, leads to a valuation adjustment for derivatives and other assets
Nauta, Bert-Jan
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011403233
Saved in:
2
Valuation, tax shields and the cost-of-capital with personal taxes : a framework for incorporate taxes
Schultze, Wolfgang
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 769-804
Persistent link: https://www.econbiz.de/10002200708
Saved in:
3
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:
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
On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej
;
Vajsburd, Igor
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
Saved in:
6
Optimal investment strategy for risky assets
Maslov, Sergei
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
Saved in:
7
Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C.
- In:
International journal of theoretical and applied finance
1
(
1998
)
3
,
pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
Saved in:
8
Optimal strategies for prudent investors
Baviera, Roberto
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
Saved in:
9
Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
Saved in:
10
Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001236676
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