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~isPartOf:"International journal of theoretical and applied finance"
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Equity portfolio construction...
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Portfolio selection
220
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Theorie
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54
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Korn, Ralf
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International journal of theoretical and applied finance
Journal of banking & finance
583
NBER working paper series
551
Working paper / National Bureau of Economic Research, Inc.
484
Finance research letters
424
European journal of operational research : EJOR
391
NBER Working Paper
391
Insurance / Mathematics & economics
385
International review of financial analysis
294
Journal of financial economics
279
The journal of finance : the journal of the American Finance Association
260
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
254
Journal of economic dynamics & control
252
The review of financial studies
238
Research paper series / Swiss Finance Institute
223
Discussion paper / Centre for Economic Policy Research
221
Applied economics
209
Journal of empirical finance
204
Journal of financial and quantitative analysis : JFQA
199
Management science : journal of the Institute for Operations Research and the Management Sciences
199
Finance and stochastics
196
Quantitative finance
195
International review of economics & finance : IREF
185
Mathematical finance : an international journal of mathematics, statistics and financial theory
181
SpringerLink / Bücher
178
Economic modelling
175
The European journal of finance
173
Risks : open access journal
167
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
147
The journal of investing
143
Pacific-Basin finance journal
141
Economics letters
139
Applied economics letters
133
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
133
The journal of wealth management
131
Working paper
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ECONIS (ZBW)
220
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1
Measuring default risk for a portfolio of
equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
2
Equilibrium with excessive holdings constraint : an application to DC pension plans
Soumaré, Issouf
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10003632061
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
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
5
Optimal asset allocation with stochastic interest rates in regime-switching models
Ye, C.
;
Liu, Rui Hua
;
Ren, D.
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903782
Saved in:
6
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:
7
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
8
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
9
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
10
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
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