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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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Mathematical methods of operations research
The journal of portfolio management : a publication of Institutional Investor
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
275
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
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Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
Quantitative finance
129
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121
Journal of financial economics
107
Risks : open access journal
104
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102
The review of financial studies
102
Discussion paper / Centre for Economic Policy Research
99
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
96
Economic modelling
87
Economics letters
85
Swiss Finance Institute Research Paper
84
The European journal of finance
84
International review of economics & finance : IREF
76
The journal of asset management
76
Mathematics and financial economics
74
Computational economics
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International review of financial analysis
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SpringerLink / Bücher
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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The journal of portfolio management : JPM
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ECONIS (ZBW)
167
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1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
3
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
4
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
Saved in:
5
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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6
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
7
Optimal investment for a pension fund under inflation risk
Zhang, Aihua
;
Ewald, Christian-Oliver
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
Saved in:
8
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
9
Optimal investment strategies with a reallocation constraint
Egriboyun, Feyzullah
;
Soner, Halil Mete
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 551-585
Persistent link: https://www.econbiz.de/10003990396
Saved in:
10
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
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