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~type_genre:"Aufsatz in Zeitschrift"
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Portfolio Optimization Models...
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Fabozzi, Frank J.
78
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33
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31
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30
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Zhou, Guofu
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Post, Thierry
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23
Forsyth, Peter A.
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Hens, Thorsten
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Jarrow, Robert A.
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Kraft, Holger
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Scherer, Bernd
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Vanduffel, Steven
23
Clare, Andrew D.
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Markowitz, Harry
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McAleer, Michael
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Wong, Hoi Ying
22
Nguyen, Duc Khuong
21
Račev, Svetlozar T.
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Van Vuuren, Gary
21
Xuan Vinh Vo
21
Yao, Haixiang
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
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Journal of banking & finance
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European journal of operational research : EJOR
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International review of financial analysis
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Journal of financial economics
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The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
252
Journal of economic dynamics & control
250
The journal of finance : the journal of the American Finance Association
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
204
Applied economics
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Journal of empirical finance
200
Finance and stochastics
196
Quantitative finance
195
The review of financial studies
192
International review of economics & finance : IREF
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
Journal of financial and quantitative analysis : JFQA
175
Risks : open access journal
175
Economic modelling
174
The European journal of finance
172
The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Journal of investment management : JOIM
146
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
134
The journal of wealth management
131
Applied economics letters
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Research in international business and finance
126
Journal of international financial markets, institutions & money
124
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117
Computational economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
115
Energy economics
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Journal of international money and finance
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ECONIS (ZBW)
20,366
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1
Cascading losses in reinsurance networks
Klages-Mundt, Ariah
;
Minca, Andreea
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 4246-4268
Persistent link: https://www.econbiz.de/10012297823
Saved in:
2
Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana
;
Lari-Lavassani, Ali
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
Saved in:
3
On the performance of the minimum VAR portfolio
Durand, Robert B.
;
Gould, John
;
Maller, Ross A.
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 553-576
Persistent link: https://www.econbiz.de/10009509846
Saved in:
4
Smart beta portfolio optimization
AlMahdi, Saud
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 202-211
Persistent link: https://www.econbiz.de/10011399006
Saved in:
5
The role of covered bonds in the minimum-variance portfolio
Sulku, Petri
;
Falkenbach, Heidi
- In:
The journal of asset management
16
(
2015
)
6
,
pp. 415-426
Persistent link: https://www.econbiz.de/10011416645
Saved in:
6
Robustness to dependency in portfolio optimization using overlapping marginals
Doan, Xuan Vinh
;
Li, Xiaobo
;
Natarajan, Karthik
- In:
Operations research
63
(
2015
)
6
,
pp. 1468-1488
Persistent link: https://www.econbiz.de/10011422605
Saved in:
7
Linear programming and the control of diffusion processes
Ahn, Andrew
;
Haugh, Martin B.
- In:
INFORMS journal on computing : JOC
27
(
2015
)
4
,
pp. 646-657
Persistent link: https://www.econbiz.de/10011422652
Saved in:
8
Averaging across asset allocation models
Schanbacher, Peter
- In:
Jahrbücher für Nationalökonomie und Statistik
235
(
2015
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10011430243
Saved in:
9
A comparison between a dynamic and static approach to asset management using CAPM models on the Australian securities market
Mazzola, Paul
;
Gerace, Dionigi
- In:
Australasian accounting business and finance journal : AABF
9
(
2014
)
2
,
pp. 43-58
Persistent link: https://www.econbiz.de/10011376768
Saved in:
10
Solvency II's market risk standard formula : how credible is the proclaimed ruin probability?
Braun, Alexander
;
Schmeiser, Hato
;
Schreiber, Florian
- In:
The journal of insurance issues : official journal of …
38
(
2015
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011380743
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