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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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International journal of theoretical and applied finance
Journal of banking & finance
631
NBER working paper series
623
Finance research letters
576
Working paper / National Bureau of Economic Research, Inc.
513
MPRA Paper
463
NBER Working Paper
428
European journal of operational research : EJOR
410
Insurance / Mathematics & economics
386
Journal of financial economics
347
International review of financial analysis
342
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
296
Management science : journal of the Institute for Operations Research and the Management Sciences
294
NBER Working Papers
267
The journal of finance : the journal of the American Finance Association
265
The journal of asset management
259
The review of financial studies
258
The journal of portfolio management : a publication of Institutional Investor
257
Journal of economic dynamics & control
256
Research paper series / Swiss Finance Institute
254
Applied economics
247
Discussion paper / Centre for Economic Policy Research
243
SpringerLink / Bücher
225
Journal of financial and quantitative analysis : JFQA
222
The accounting review : a publication of the American Accounting Association
218
Journal of empirical finance
215
International review of economics & finance : IREF
206
Quantitative finance
205
Finance and stochastics
196
The European journal of finance
195
Journal of risk and financial management : JRFM
192
Risks : open access journal
191
Research in international business and finance
190
Economic modelling
186
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Economics letters
172
Pacific-Basin finance journal
170
Review of quantitative finance and accounting
170
The North American journal of economics and finance : a journal of financial economics studies
169
Swiss Finance Institute Research Paper
168
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ECONIS (ZBW)
223
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1
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
Saved in:
2
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
3
Testing for random walk and structural breaks in hedge funds returns
Cerrato, Mario
;
Iannelli, Andrea
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10003344293
Saved in:
4
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
Saved in:
5
Could short selling make financial markets tumble?
Andersen, Jørgen Vitting
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 509-521
Persistent link: https://www.econbiz.de/10002980812
Saved in:
6
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:
7
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:
8
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:
9
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:
10
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
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