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~isPartOf:"Journal of mathematical finance"
~subject:"Portfolio selection"
~subject:"Risikomaß"
~subject:"Volatilität"
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Portfolio selection
Risikomaß
Volatilität
Theorie
151
Theory
151
Portfolio-Management
57
Stochastic process
25
Stochastischer Prozess
25
Risiko
24
Risk
24
Mathematical programming
15
Mathematische Optimierung
15
Volatility
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Alghalith, Moawia
3
Nkeki, Charles I.
3
Charles, Wilson Mahera
2
Mataramvura, Sure
2
Mwita, Peter N.
2
Omari, Cyprian Ondieki
2
Zhang, Liangliang
2
A, Chunxiang
1
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1
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1
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1
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1
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1
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1
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1
Barros, Carlos Pestana
1
Bekele, Dereje
1
Bhuyan, Rafiqul
1
Blasi, Francesco
1
Briec, Walter
1
Brousseau, Vincent
1
Chen, Zengjing
1
Chiemeke, Charles
1
Colin, Fabrice
1
Duedahl, Sindre
1
Durré, Alain
1
Efe-Eyefia, E.
1
Eghwerido, J. T.
1
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1
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Eyo, Eyoanwan E.
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1
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1
Guo, Xu
1
Guéant, Olivier
1
Hashemi, Fariba
1
He, Kun
1
Hosseinioun, Nargess
1
Huang, Jinwu
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Journal of mathematical finance
NBER working paper series
403
Insurance / Mathematics & economics
365
Journal of banking & finance
362
Working paper / National Bureau of Economic Research, Inc.
347
NBER Working Paper
337
European journal of operational research : EJOR
321
Finance research letters
278
Journal of economic dynamics & control
239
Mathematical finance : an international journal of mathematics, statistics and financial theory
231
International journal of theoretical and applied finance
220
Finance and stochastics
198
Quantitative finance
176
Journal of empirical finance
173
Economics letters
168
Research paper series / Swiss Finance Institute
168
Economic modelling
167
Discussion paper / Tinbergen Institute
163
Journal of econometrics
163
Risks : open access journal
162
Journal of financial economics
159
Discussion paper / Centre for Economic Policy Research
158
The review of financial studies
150
The journal of finance : the journal of the American Finance Association
136
The European journal of finance
134
International review of financial analysis
131
International review of economics & finance : IREF
126
Applied economics
121
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Working paper
119
Computational economics
116
Swiss Finance Institute Research Paper
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
International journal of forecasting
110
The journal of portfolio management : a publication of Institutional Investor
108
The North American journal of economics and finance : a journal of financial economics studies
106
Journal of risk and financial management : JRFM
100
Journal of international money and finance
94
Applied economics letters
91
Applied mathematical finance
91
Mathematics and financial economics
89
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ECONIS (ZBW)
73
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1
Optimal execution in illiquid market with the absence of price manipulation
Kuno, Seiya
;
Ohnishi, Masamitsu
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011398566
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2
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
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3
On historical value at risk under distribution uncertainty
Iizuka, Atsushi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011398743
Saved in:
4
Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin
;
Zhang, Liming
;
Zhu, Dongjin
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 157-171
Persistent link: https://www.econbiz.de/10011398985
Saved in:
5
Smart beta portfolio optimization
AlMahdi, Saud
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
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6
Continuous-time mean-variance portfolio selection with partial information
Pang, Wan-Kai
;
Ni, Yuan-Hua
;
Li, Xun
;
Yiu, Ka-Fai Cedric
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 353-365
Persistent link: https://www.econbiz.de/10011312406
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7
Interest-rate modeling conundrums
Lin, Peter C. L.
- In:
Journal of mathematical finance
4
(
2014
)
5
,
pp. 328-332
Persistent link: https://www.econbiz.de/10011312409
Saved in:
8
Extending multi-period Pluto and Tasche PD calibration model Using mode LRDF approach
Surzhko, Denis
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 297-303
Persistent link: https://www.econbiz.de/10011312413
Saved in:
9
Execution and block trade pricing with optimal constant rate of participation
Guéant, Olivier
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 255-264
Persistent link: https://www.econbiz.de/10011312420
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10
Variational form of classical portfolio strategy and expected wealth for a defined contributory pension scheme
Nkeki, Charles I.
;
Nwozo, Chukwuma R.
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 132-139
Persistent link: https://www.econbiz.de/10009668263
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