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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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54
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54
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Korn, Ralf
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International journal of theoretical and applied finance
NBER working paper series
1,024
Working paper / National Bureau of Economic Research, Inc.
799
NBER Working Paper
767
IMF Working Papers
694
Journal of banking & finance
601
Finance research letters
474
Applied economics
456
Discussion paper / Centre for Economic Policy Research
432
European journal of operational research : EJOR
403
IMF working papers
393
Insurance / Mathematics & economics
392
Economics letters
390
MPRA Paper
375
Economic modelling
372
IMF Staff Country Reports
364
Journal of economic dynamics & control
359
The journal of real estate finance and economics
341
Working paper
311
International review of financial analysis
310
ECB Working Paper
295
Journal of financial economics
279
IMF working paper
271
Discussion papers / CEPR
266
The journal of portfolio management : a publication of Institutional Investor
265
Applied economics letters
261
Working paper series / European Central Bank
261
International review of economics & finance : IREF
258
The journal of asset management
258
The journal of finance : the journal of the American Finance Association
257
CESifo working papers
249
Journal of money, credit and banking : JMCB
249
Research paper series / Swiss Finance Institute
244
Working Paper
234
Discussion paper
228
Journal of international money and finance
213
SpringerLink / Bücher
213
Journal of empirical finance
212
Management science : journal of the Institute for Operations Research and the Management Sciences
206
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
224
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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