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subject:"Duopol"
subject:"Spieltheorie"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditrisiko"
~subject:"Portfolio-Management"
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Duopol
Spieltheorie
Kreditrisiko
Portfolio-Management
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
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76
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Brigo, Damiano
7
Korn, Ralf
6
Konno, Hiroshi
5
Rutkowski, Marek
5
Bielecki, Tomasz R.
4
Fabozzi, Frank J.
4
Jeanblanc, Monique
4
Platen, Eckhard
4
Forsyth, Peter A.
3
Hainaut, Donatien
3
Wilmott, Paul
3
Baviera, Roberto
2
Buescu, Cristin
2
Capponi, Agostino
2
Chellathurai, Thamayanthi
2
Cialenco, Igor
2
Crépey, S.
2
Epstein, D.
2
Escobar, Marcos
2
Frahm, Gabriel
2
Frey, Rüdiger
2
Gardiol, Lucien
2
Herzog, Florian
2
Hui, Cho H.
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Leung, Tim
2
Lipton, Alexander
2
Lo, C. F.
2
Nishihara, Michi
2
Overbeck, Ludger
2
Pallavicini, Andrea
2
Pham, Huyên
2
Rudloff, Birgit
2
Sass, Jörn
2
Shibata, Takashi
2
Westphal, Dorothee
2
Wunderlich, Ralf
2
Yamamoto, Rei
2
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International journal of theoretical and applied finance
Games and economic behavior
689
Journal of economic theory
546
Economics letters
410
Journal of banking & finance
369
European journal of operational research : EJOR
334
Discussion paper / Center for Economic Research, Tilburg University
294
Insurance / Mathematics & economics
293
NBER working paper series
284
Discussion paper / Centre for Economic Policy Research
279
Working paper / National Bureau of Economic Research, Inc.
276
Journal of economic dynamics & control
264
Economic theory : official journal of the Society for the Advancement of Economic Theory
263
NBER Working Paper
232
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
210
Journal of economic behavior & organization : JEBO
203
International journal of game theory : official journal of the Game Theory Society
190
Finance research letters
180
Discussion paper / Tinbergen Institute
177
Mathematical finance : an international journal of mathematics, statistics and financial theory
170
CESifo working papers
163
Finance and stochastics
162
Management science : journal of the Institute for Operations Research and the Management Sciences
158
Journal of economics
153
Economic modelling
150
International journal of industrial organization
150
SpringerLink / Bücher
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CORE discussion paper : DP
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The American economic review
139
The review of financial studies
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Journal of financial economics
137
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135
International review of economics & finance : IREF
130
Quantitative finance
129
Journal of mathematical economics
128
Mathematical methods of operations research
119
Risks : open access journal
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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
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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