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Portfolio selection
220
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International journal of theoretical and applied finance
SpringerLink / Bücher
1,220
International journal of project management : the journal of The International Project Management Association
1,177
NBER working paper series
786
European journal of operational research : EJOR
670
Working paper / National Bureau of Economic Research, Inc.
668
Journal of banking & finance
586
NBER Working Paper
575
Finance research letters
499
Springer eBook Collection
421
Journal of business research : JBR
416
Insurance / Mathematics & economics
404
International journal of managing projects in business
392
Management science : journal of the Institute for Operations Research and the Management Sciences
368
Strategic management journal
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Discussion paper / Centre for Economic Policy Research
315
Europäische Hochschulschriften / 5
313
Project management journal : PMJ
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International review of financial analysis
297
Journal of financial economics
281
Technological forecasting & social change : an international journal
276
Journal of economic dynamics & control
262
Strategic Direction
260
Gabler Edition Wissenschaft
256
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
254
International journal of production economics
247
The journal of finance : the journal of the American Finance Association
247
Applied economics
244
IEEE transactions on engineering management : EM
244
Industrial marketing management : the international journal for industrial and high-tech firms
231
International Journal of Managing Projects in Business
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Management Decision
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Research paper series / Swiss Finance Institute
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Long range planning : LRP ; international journal of strategic management
224
The review of financial studies
214
Quantitative finance
206
Journal of empirical finance
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ECONIS (ZBW)
221
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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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