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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stock index"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
Stock index
Theorie
655
Theory
655
Portfolio-Management
185
Stochastic process
116
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116
Option pricing theory
111
Optionspreistheorie
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Insurance / Mathematics & economics
278
European journal of operational research : EJOR
268
Journal of banking & finance
248
Journal of economic dynamics & control
167
Finance research letters
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Quantitative finance
120
The review of financial studies
102
Risks : open access journal
100
The journal of portfolio management : a publication of Institutional Investor
98
Journal of empirical finance
97
Journal of financial economics
97
Management science : journal of the Institute for Operations Research and the Management Sciences
96
The journal of finance : the journal of the American Finance Association
94
Economic modelling
85
Economics letters
84
The European journal of finance
82
International review of economics & finance : IREF
76
International review of financial analysis
74
Computational economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Journal of risk and financial management : JRFM
71
Mathematics and financial economics
71
The journal of asset management
68
Mathematical methods of operations research
65
The journal of portfolio management : JPM
62
Journal of mathematical finance
61
Applied economics
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Journal of economic theory
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49
Applied financial economics
48
Journal of financial and quantitative analysis : JFQA
48
Applied economics letters
47
Journal of investment management : JOIM
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
The journal of investing : JOI
45
Financial markets and portfolio management
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ECONIS (ZBW)
191
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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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