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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Portfolio selection
Risikomaß
Theorie
655
Theory
655
Portfolio-Management
185
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
111
Optionspreistheorie
111
Volatility
85
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
358
European journal of operational research : EJOR
298
Journal of banking & finance
273
Journal of economic dynamics & control
173
Mathematical finance : an international journal of mathematics, statistics and financial theory
167
Finance research letters
166
Finance and stochastics
161
Risks : open access journal
136
Quantitative finance
128
Journal of empirical finance
111
The journal of portfolio management : a publication of Institutional Investor
102
The review of financial studies
100
Journal of financial economics
99
Economic modelling
98
Management science : journal of the Institute for Operations Research and the Management Sciences
98
The journal of finance : the journal of the American Finance Association
92
Economics letters
84
Mathematics and financial economics
82
The European journal of finance
82
International review of financial analysis
79
Computational economics
77
International review of economics & finance : IREF
72
Journal of risk and financial management : JRFM
72
Applied economics
71
The North American journal of economics and finance : a journal of financial economics studies
70
The journal of asset management
69
Mathematical methods of operations research
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Journal of mathematical finance
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Annals of finance
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Journal of economic theory
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The journal of portfolio management : JPM
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Journal of risk
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Operations research letters
54
Applied mathematical finance
51
Scandinavian actuarial journal
50
Applied economics letters
48
Journal of financial and quantitative analysis : JFQA
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of econometrics
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ECONIS (ZBW)
198
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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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