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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
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Korn, Ralf
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International journal of theoretical and applied finance
European journal of operational research : EJOR
1,386
Computers & operations research : and their applications to problems of world concern ; an international journal
1,234
NBER working paper series
887
Journal of banking & finance
794
SpringerLink / Bücher
769
Working paper / National Bureau of Economic Research, Inc.
756
International journal of production research
633
NBER Working Paper
628
Finance research letters
614
Journal of financial economics
561
The journal of finance : the journal of the American Finance Association
462
Journal of economic dynamics & control
404
Insurance / Mathematics & economics
403
International review of financial analysis
389
The review of financial studies
381
Europäische Hochschulschriften / 5
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Journal of financial and quantitative analysis : JFQA
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Gabler Edition Wissenschaft
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Applied economics
279
The journal of portfolio management : a publication of Institutional Investor
278
International journal of production economics
274
Finance and stochastics
272
Economics letters
269
The journal of asset management
269
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Economic modelling
241
The European journal of finance
240
International review of economics & finance : IREF
238
Quantitative finance
237
Pacific-Basin finance journal
223
The North American journal of economics and finance : a journal of financial economics studies
223
Journal of the Operational Research Society : OR
222
Working paper
205
Risks : open access journal
197
Swiss Finance Institute Research Paper
196
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
2
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
3
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
4
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
5
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
6
A note on asset bubbles in continuous-time
Cassese, Gianluca
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 523-536
Persistent link: https://www.econbiz.de/10002980857
Saved in:
7
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
8
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
9
Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz
;
Uzunashvili, T.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009624486
Saved in:
10
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
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