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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
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54
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Korn, Ralf
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International journal of theoretical and applied finance
NBER working paper series
883
Finance research letters
784
Journal of banking & finance
784
Working paper / National Bureau of Economic Research, Inc.
724
European journal of operational research : EJOR
650
NBER Working Paper
593
International review of financial analysis
493
Journal of financial economics
441
Insurance / Mathematics & economics
385
Discussion paper / Centre for Economic Policy Research
382
The journal of finance : the journal of the American Finance Association
352
The review of financial studies
350
Pacific-Basin finance journal
339
International review of economics & finance : IREF
320
Management science : journal of the Institute for Operations Research and the Management Sciences
317
Applied economics
311
Journal of economic dynamics & control
310
Journal of financial and quantitative analysis : JFQA
300
SpringerLink / Bücher
287
Journal of empirical finance
286
The journal of asset management
282
Research paper series / Swiss Finance Institute
273
The journal of portfolio management : a publication of Institutional Investor
270
Computers & operations research : and their applications to problems of world concern ; an international journal
263
Research in international business and finance
256
The North American journal of economics and finance : a journal of financial economics studies
255
Economics letters
254
The European journal of finance
248
Economic modelling
246
Applied economics letters
229
Quantitative finance
220
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
212
Working paper
200
Risks : open access journal
199
Finance and stochastics
197
Discussion papers / CEPR
192
Journal of economic behavior & organization : JEBO
188
Journal of risk and financial management : JRFM
187
Journal of international financial markets, institutions & money
186
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ECONIS (ZBW)
229
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1
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
2
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli
;
Shalit, Haim
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
Saved in:
3
Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
Saved in:
4
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
5
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
6
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
7
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
8
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
9
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:
10
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
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