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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Frankreich"
~subject:"Portfolio selection"
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Portfolio selection
Derivat
114
Derivative
114
Theorie
50
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36
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36
Volatility
31
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Arai, Takuji
1
Asif, Raheel
1
Bessler, Wolfgang
1
Bo, Lijun
1
Brunner, Bernhard
1
Capponi, Agostino
1
Cont, Rama
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International review of financial analysis
Mathematical finance : an international journal of mathematics, statistics and financial theory
SpringerLink / Bücher
26
Journal of banking & finance
20
Finanzmarkt und Portfolio-Management
19
International journal of theoretical and applied finance
19
Bank- und finanzwirtschaftliche Forschungen
17
Swiss journal of economics and statistics
16
The journal of futures markets
15
Energy economics
13
European journal of operational research : EJOR
13
Europäische Hochschulschriften / 5
13
Gabler Edition Wissenschaft
12
NBER Working Paper
11
NBER working paper series
11
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Working paper / National Bureau of Economic Research, Inc.
10
Advances in futures and options research : a research annual
9
Finance and stochastics
9
Journal of economic dynamics & control
9
Journal of financial and quantitative analysis : JFQA
9
The journal of derivatives : JOD
9
Applied economics
8
Mitteilungen aus der Arbeitsmarkt- und Berufsforschung
8
The journal of fixed income
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
7
Finance research letters
7
Journal of international financial markets, institutions & money
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Argumente zu Marktwirtschaft und Politik
6
Die Bank
6
Economic modelling
6
Economics letters
6
International journal of financial engineering
6
Journal of financial economics
6
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ECONIS (ZBW)
19
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1
Optimal liquidation of derivative portfolios
Henderson, Vicky
;
Hobson, David G.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 365-382
Persistent link: https://www.econbiz.de/10009155206
Saved in:
2
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
3
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
4
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
5
Dynamic minimization of worst conditional expectation of shortfall
Sekine, Jun
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10002396403
Saved in:
6
Evaluating hedging errors : an asymptotic approach
Hayashi, Takaki
;
Mykland, Per A.
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 309-343
Persistent link: https://www.econbiz.de/10002725490
Saved in:
7
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
Saved in:
8
Fundamental theorems of asset pricing for good deal bounds
Staum, Jeremy
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10002032681
Saved in:
9
Wine price risk management : international diversification and derivative instruments
Kourtis, Apostolos
;
Markellos, Raphaēl N.
;
Psychoyios, …
- In:
International review of financial analysis
22
(
2012
),
pp. 30-37
Persistent link: https://www.econbiz.de/10010219704
Saved in:
10
Analyzing hedging strategies for fixed income portfolios : a Bayesian approach for model selection
Bessler, Wolfgang
;
Leonhardt, Alexander
;
Wolff, Dominik
- In:
International review of financial analysis
46
(
2016
),
pp. 239-256
Persistent link: https://www.econbiz.de/10011581819
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