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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Black-Scholes model"
~type_genre:"Article in journal"
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Portfolio selection
Black-Scholes model
Theorie
655
Theory
655
Portfolio-Management
185
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
111
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
241
Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
169
Journal of economic dynamics & control
168
Finance research letters
159
Quantitative finance
119
The review of financial studies
105
Journal of financial economics
99
Risks : open access journal
98
The journal of portfolio management : a publication of Institutional Investor
98
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95
The journal of finance : the journal of the American Finance Association
93
Journal of empirical finance
92
The European journal of finance
81
Economic modelling
80
Economics letters
79
International review of economics & finance : IREF
72
Mathematics and financial economics
71
Computational economics
70
International review of financial analysis
69
Mathematical methods of operations research
68
The journal of asset management
68
Applied mathematical finance
67
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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Annals of finance
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Journal of economic theory
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Journal of mathematical finance
58
Applied economics
55
The journal of futures markets
51
Journal of financial and quantitative analysis : JFQA
48
Journal of investment management : JOIM
46
The journal of investing : JOI
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Financial markets and portfolio management
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ECONIS (ZBW)
212
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
3
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
4
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
5
Asset dependency structures and portfolio insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
6
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
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