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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
NBER working paper series
1,012
Finance research letters
939
Journal of banking & finance
935
Working paper / National Bureau of Economic Research, Inc.
863
SpringerLink / Bücher
800
NBER Working Paper
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International review of financial analysis
627
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600
The review of financial studies
561
The journal of finance : the journal of the American Finance Association
460
Discussion paper / Centre for Economic Policy Research
430
Pacific-Basin finance journal
428
European journal of operational research : EJOR
411
International review of economics & finance : IREF
396
Applied economics
393
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386
Insurance / Mathematics & economics
385
Management science : journal of the Institute for Operations Research and the Management Sciences
351
Journal of empirical finance
346
Europäische Hochschulschriften / 5
335
Research in international business and finance
328
Journal of economic dynamics & control
326
Research paper series / Swiss Finance Institute
315
Economics letters
298
The European journal of finance
297
Applied economics letters
291
The journal of asset management
290
The North American journal of economics and finance : a journal of financial economics studies
289
The journal of portfolio management : a publication of Institutional Investor
280
Gabler Edition Wissenschaft
279
Economic modelling
268
Journal of international financial markets, institutions & money
252
Review of quantitative finance and accounting
244
The journal of futures markets
244
Applied financial economics
233
Discussion papers / CEPR
231
Quantitative finance
231
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
227
Journal of risk and financial management : JRFM
226
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ECONIS (ZBW)
239
USB Cologne (EcoSocSci)
1
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1
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
2
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
3
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
4
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
5
Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
Saved in:
6
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
7
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
8
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
9
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
10
Pricing and valuation under the real-world measure
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011453878
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