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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 business research : JBR
846
Journal of retailing and consumer services
757
SpringerLink / Bücher
735
NBER working paper series
689
Economics Papers from University Paris Dauphine
628
Journal of banking & finance
581
Working paper / National Bureau of Economic Research, Inc.
579
European journal of operational research : EJOR
570
Industrial marketing management : the international journal for industrial and high-tech firms
495
NBER Working Paper
495
Finance research letters
478
MPRA Paper
400
Insurance / Mathematics & economics
385
Management science : journal of the Institute for Operations Research and the Management Sciences
367
Online Information Review
334
International journal of hospitality management
322
International review of financial analysis
298
Journal of financial economics
273
Telecommunications policy : the international journal of digital economy, data sciences and new media
262
The journal of asset management
261
Journal of economic dynamics & control
255
The journal of portfolio management : a publication of Institutional Investor
253
Applied economics
251
The journal of services marketing
242
Discussion paper / Centre for Economic Policy Research
240
The journal of finance : the journal of the American Finance Association
239
Research paper series / Swiss Finance Institute
224
The journal of business & industrial marketing
223
The service industries journal
221
Springer eBook Collection
216
CESifo working papers
211
Electronic commerce research
209
Gabler Edition Wissenschaft
207
International review of economics & finance : IREF
204
Technological forecasting & social change : an international journal
203
Journal of empirical finance
201
Economic modelling
196
Finance and stochastics
196
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ECONIS (ZBW)
221
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1
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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