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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Portfolio selection"
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Journal of financial and quantitative analysis : JFQA
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
19
Journal of banking & finance
16
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
International review of financial analysis
9
Journal of economic dynamics & control
9
SpringerLink / Bücher
9
The journal of derivatives : JOD
9
Finanzmarkt und Portfolio-Management
8
The journal of fixed income
8
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
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Springer Texts in Business and Economics
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Bank- und finanzwirtschaftliche Forschungen
5
Financial markets and portfolio management
5
Journal of financial economics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
5
Risks : open access journal
5
The Frank J. Fabozzi series
5
The credit derivatives handbook : global perspectives, innovations, and market drivers
5
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1
A put option paradox
Grinblatt, Mark
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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2
An empirical examination of the pricing of American put options
Blomeyer, Edward C.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
1
,
pp. 13-22
Persistent link: https://www.econbiz.de/10001047157
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3
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:
4
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:
5
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
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6
Derivatives use and risk taking : evidence from the hedge fund industry
Chen, Yong
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 1073-1106
Persistent link: https://www.econbiz.de/10009516966
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7
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
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8
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
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9
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:
10
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
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