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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio selection"
~subject:"Risk measure"
~subject:"Share price"
~subject:"USA"
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Portfolio selection
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Journal of financial and quantitative analysis : JFQA
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
2,127
NBER working paper series
872
Journal of banking & finance
850
European journal of operational research : EJOR
782
Finance research letters
690
Discussion paper / Centre for Economic Policy Research
675
NBER Working Paper
601
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548
The review of financial studies
541
Journal of financial economics
509
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508
Applied economics
467
Economics letters
437
International review of financial analysis
435
Journal of economic dynamics & control
427
Working paper
409
The American economic review
401
Journal of empirical finance
327
Economic modelling
323
Management science : journal of the Institute for Operations Research and the Management Sciences
322
Applied economics letters
305
CESifo working papers
305
The journal of portfolio management : a publication of Institutional Investor
296
International review of economics & finance : IREF
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
The review of economics and statistics
280
American journal of agricultural economics
279
Research paper series / Swiss Finance Institute
277
International journal of theoretical and applied finance
274
Computers & operations research : and their applications to problems of world concern ; an international journal
265
The journal of asset management
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Quantitative finance
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SpringerLink / Bücher
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The European journal of finance
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Journal of monetary economics
247
Risks : open access journal
246
Finance and economics discussion series
241
Discussion paper series / IZA
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1
Optimal growth under model uncertainty
Xu, Yuhong
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449083
Saved in:
2
The timing and intensity of investment under ambiguity
Ma, Jinrun
;
Niu, Yingjie
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 318-330
Persistent link: https://www.econbiz.de/10012269222
Saved in:
3
Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu
;
Chen, Na
;
Yuan, Ying
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
Saved in:
4
Optimal investment and reinsurance policies for an insurer with ambiguity aversion
Liu, Bing
;
Meng, Hui
;
Zhou, Ming
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012667528
Saved in:
5
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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6
Equilibrium mean-variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
Guan, Guohui
;
Hu, Xiang
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014225737
Saved in:
7
Optimal investment under high-water mark contracts with model ambiguity
Wang, Ying
;
Wu, Wei-xing
;
Huang, Wenli
;
Liu, Wenqiong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014486270
Saved in:
8
Economic policy uncertainty and illiquidity return premium
Hsieh, Hui-Ching
;
Van Quoc Thinh Nguyen
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012667370
Saved in:
9
Ambiguity aversion for
risk
choice
Wang, Yuli
;
Niu, Yingjie
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012664621
Saved in:
10
Stress testing correlation matrices for
risk
management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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