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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
Portfolio-Management
220
Theorie
181
Theory
181
Stochastic process
61
Stochastischer Prozess
61
Capital income
46
Kapitaleinkommen
46
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37
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37
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32
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31
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31
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27
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Behavioural finance
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Korn, Ralf
7
Cartea, Álvaro
5
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Jaimungal, Sebastian
4
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Madan, Dilip B.
3
Račev, Svetlozar T.
3
Wilmott, Paul
3
Abergel, Frédéric
2
Arai, Takuji
2
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2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
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2
Chan, Ngai Hang
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Kromer, Eduard
2
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2
Kwok, Yue-Kuen
2
Lacaze, Dominique
2
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2
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International journal of theoretical and applied finance
NBER working paper series
1,484
Working paper / National Bureau of Economic Research, Inc.
1,335
Journal of banking & finance
1,312
Finance research letters
1,266
NBER Working Paper
1,052
International review of financial analysis
889
Journal of financial economics
877
The journal of finance : the journal of the American Finance Association
757
The review of financial studies
685
Pacific-Basin finance journal
633
Journal of empirical finance
599
International review of economics & finance : IREF
578
Journal of financial and quantitative analysis : JFQA
570
Discussion paper / Centre for Economic Policy Research
559
Applied economics
546
Applied financial economics
491
The European journal of finance
468
Applied economics letters
466
Research in international business and finance
459
Management science : journal of the Institute for Operations Research and the Management Sciences
454
Insurance / Mathematics & economics
441
Journal of international financial markets, institutions & money
439
European journal of operational research : EJOR
433
The North American journal of economics and finance : a journal of financial economics studies
427
Research paper series / Swiss Finance Institute
403
Economic modelling
400
Review of quantitative finance and accounting
393
Journal of economic dynamics & control
390
Economics letters
381
The journal of asset management
366
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
355
The journal of portfolio management : a publication of Institutional Investor
353
SpringerLink / Bücher
344
Journal of financial markets
334
Journal of risk and financial management : JRFM
321
Working paper
315
Quantitative finance
291
Discussion papers / CEPR
286
Energy economics
284
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ECONIS (ZBW)
287
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287
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1
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:
2
Upside beta ratio : a performance measure for potential-seeking investors
Mondal, Dipankar
;
Selvaraju, N.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270941
Saved in:
3
Continuous-time mean-variance optimization for defined contribution pension funds with regime-switching
Chen, Zhiping
;
Wang, Liyuan
;
Chen, Ping
;
Yao, Haixiang
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012153045
Saved in:
4
Algorithmic
trading
with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
5
Multiple optimal solutions in the portfolio selection model with short-selling
Schianchi, Augusto
;
Bongini, L.
;
Esposti, M. D.
; …
- In:
International journal of theoretical and applied finance
6
(
2003
)
7
,
pp. 703-720
Persistent link: https://www.econbiz.de/10001820874
Saved in:
6
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
7
Optimal
trading
strategies with limit orders
Agliardi, Rossella
;
Gençay, Ramazan
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686803
Saved in:
8
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
9
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
10
The efficient frontier of long-short portfolios
Charpin, Françoise
;
Lacaze, Dominique
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 737-756
Persistent link: https://www.econbiz.de/10001743245
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