Narrow search
Showing 1 - 10 of 220
Cover Image
Bayesian inference for the tangent portfolio
Bauder, David; Bodnar, Taras; Mazur, Stepan; Okhrin, Yarema - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10011970903
Cover Image
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane; Schmidt, Wolfgang M. - In: International journal of theoretical and applied finance 23 (2020) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Cover Image
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Cover Image
On the shape of risk aversion and asset allocation
Six, Pierre - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
Cover Image
Robust asset allocation for long-term target-based investing
Forsyth, Peter A.; Vetzal, Kenneth R. - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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