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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
IMF country report
1,228
IMF Staff Country Reports
1,085
SpringerLink / Bücher
736
NBER working paper series
660
Journal of banking & finance
629
Working paper / National Bureau of Economic Research, Inc.
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IMF staff country report
521
NBER Working Paper
486
Finance research letters
444
The journal of finance : the journal of the American Finance Association
407
European journal of operational research : EJOR
396
Insurance / Mathematics & economics
389
Journal of financial and quantitative analysis : JFQA
343
Europäische Hochschulschriften / 5
332
Journal of financial economics
326
International review of financial analysis
296
Discussion paper / Centre for Economic Policy Research
278
Gabler Edition Wissenschaft
257
Journal of economic dynamics & control
257
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
Management science : journal of the Institute for Operations Research and the Management Sciences
231
Research paper series / Swiss Finance Institute
229
Applied economics
222
IMF working papers
211
The review of financial studies
207
Journal of empirical finance
203
Finance and stochastics
196
Quantitative finance
195
Economic modelling
190
International review of economics & finance : IREF
189
Working paper
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Risks : open access journal
178
The European journal of finance
177
Wiley finance series
174
Economics letters
167
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of risk and financial management : JRFM
159
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ECONIS (ZBW)
224
USB Cologne (EcoSocSci)
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1
Special issue on credit correlation : life after Copulas
Lipton, Alexander
(
contributor
)
- In:
International journal of theoretical and applied finance
Vol. 10, no. 4
(
2007
)
Persistent link: https://www.econbiz.de/10004924837
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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