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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Statistische Verteilung"
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Portfolio selection
Derivat
Statistische Verteilung
Theorie
656
Theory
656
Portfolio-Management
185
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
111
Optionspreistheorie
111
Volatility
85
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Derivative
69
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Korn, Ralf
6
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5
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2
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Pham, Huyên
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
386
European journal of operational research : EJOR
310
Journal of banking & finance
309
NBER working paper series
278
Working paper / National Bureau of Economic Research, Inc.
233
NBER Working Paper
227
Journal of economic dynamics & control
196
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Finance research letters
179
Finance and stochastics
175
The journal of futures markets
163
Risks : open access journal
149
Economics letters
146
Quantitative finance
134
Discussion paper / Tinbergen Institute
133
Research paper series / Swiss Finance Institute
131
The review of financial studies
128
The journal of finance : the journal of the American Finance Association
126
Journal of financial economics
122
Journal of empirical finance
115
Journal of econometrics
113
Management science : journal of the Institute for Operations Research and the Management Sciences
111
The European journal of finance
107
Discussion paper / Centre for Economic Policy Research
105
Economic modelling
102
International review of financial analysis
99
The journal of portfolio management : a publication of Institutional Investor
99
Swiss Finance Institute Research Paper
95
Journal of economic theory
90
International review of economics & finance : IREF
87
Applied economics
85
Computational economics
85
SpringerLink / Bücher
80
Journal of financial and quantitative analysis : JFQA
79
Journal of risk and financial management : JRFM
78
Mathematics and financial economics
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
The North American journal of economics and finance : a journal of financial economics studies
77
Working paper
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ECONIS (ZBW)
261
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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
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
7
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:
8
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:
9
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:
10
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
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