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~subject:"Portfolio selection"
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Portfolio selection
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Springer International Publishing
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1
Universität Mannheim
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Insurance / Mathematics & economics
107
European journal of operational research : EJOR
77
International journal of theoretical and applied finance
76
Finance research letters
69
Quantitative finance
57
Finance and stochastics
56
Journal of banking & finance
56
Journal of economic dynamics & control
47
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
37
Risks : open access journal
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Energy economics
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Journal of risk and financial management : JRFM
34
Journal of empirical finance
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Swiss Finance Institute Research Paper
32
The journal of asset management
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Journal of mathematical finance
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Applied mathematical finance
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Journal of financial economics
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Economic modelling
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Mathematical methods of operations research
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Annals of finance
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International journal of financial engineering
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International review of economics & finance : IREF
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Mathematics and financial economics
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NBER working paper series
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Research in international business and finance
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Computational economics
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Scandinavian actuarial journal
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Applied economics
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The European journal of finance
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
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ECONIS (ZBW)
4,165
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1
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
2
Modelling of and empirical studies on portfolio choice, option pricing, and credit risk
Polbennikov, Simon Yurievich
-
2005
Persistent link: https://www.econbiz.de/10003311057
Saved in:
3
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
4
Probability distribution and option pricing for drawdown in a stochastic
volatility
environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
5
The Heston stochastic
volatility
model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Ballestra, Luca Vincenzo
;
Ferri, Roberto
;
Pacelli, Graziella
- In:
The international journal of business and finance …
1
(
2007
)
2
,
pp. 11-23
Persistent link: https://www.econbiz.de/10003955535
Saved in:
6
Volatility
modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
7
Pricing kernels with stochastic skewness and
volatility
risk
Chabi-yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-640
Persistent link: https://www.econbiz.de/10009525254
Saved in:
8
Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Milanesi, Gastón
;
Pesce, Gabriela
;
El Alabi, Emilio
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 95-106
Persistent link: https://www.econbiz.de/10011392906
Saved in:
9
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
10
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
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