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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
Portfolio-Management
220
Theorie
166
Theory
166
Stochastic process
61
Stochastischer Prozess
61
Capital income
46
Kapitaleinkommen
46
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40
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40
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30
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27
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27
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stochastic control
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Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Jaimungal, Sebastian
3
Jarrow, Robert A.
3
Leung, Tim
3
Madan, Dilip B.
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Račev, Svetlozar T.
3
Wilmott, Paul
3
Arai, Takuji
2
Baviera, Roberto
2
Benth, Fred Espen
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Bouchaud, Jean-Philippe
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Cialenco, Igor
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
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Gil-Alaña, Luis A.
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Herzog, Florian
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2
Hinz, Juri
2
Hughston, Lane P.
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Kwok, Yue-Kuen
2
Lacaze, Dominique
2
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International journal of theoretical and applied finance
NBER working paper series
1,296
Finance research letters
1,272
Journal of banking & finance
1,183
Working paper / National Bureau of Economic Research, Inc.
1,134
NBER Working Paper
907
International review of financial analysis
869
Journal of financial economics
750
The journal of finance : the journal of the American Finance Association
682
Pacific-Basin finance journal
594
International review of economics & finance : IREF
584
The review of financial studies
569
Journal of empirical finance
553
Applied economics
546
Energy economics
531
Journal of financial and quantitative analysis : JFQA
505
Applied financial economics
486
Applied economics letters
474
Research in international business and finance
463
Discussion paper / Centre for Economic Policy Research
455
European journal of operational research : EJOR
441
The European journal of finance
439
Management science : journal of the Institute for Operations Research and the Management Sciences
424
The North American journal of economics and finance : a journal of financial economics studies
422
Economic modelling
413
Insurance / Mathematics & economics
406
Economics letters
396
The journal of futures markets
396
Journal of international financial markets, institutions & money
388
Journal of economic dynamics & control
370
Research paper series / Swiss Finance Institute
366
Review of quantitative finance and accounting
357
The journal of asset management
337
The journal of portfolio management : a publication of Institutional Investor
337
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
332
Working paper
311
Journal of risk and financial management : JRFM
307
SpringerLink / Bücher
287
Quantitative finance
272
Journal of international money and finance
269
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ECONIS (ZBW)
270
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1
The evaluation of multiple year gas sales agreement with regime switching
Chiarella, Carl
;
Clewlow, Les
;
Kang, Boda
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011453874
Saved in:
2
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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