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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"Journal of mathematical finance"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
Risk
Theorie
151
Theory
151
Portfolio-Management
57
Stochastic process
25
Stochastischer Prozess
25
Risiko
24
Mathematical programming
15
Mathematische Optimierung
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Volatility
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Volatilität
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Risk measure
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Alghalith, Moawia
3
Nkeki, Charles I.
3
Charles, Wilson Mahera
2
Huang, Jinwu
2
Mataramvura, Sure
2
Ohnishi, Masamitsu
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Zhang, Liangliang
2
A, Chunxiang
1
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1
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1
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1
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1
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1
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1
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1
Duedahl, Sindre
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1
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1
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1
Iguodala, Edwin
1
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Journal of mathematical finance
Insurance / Mathematics & economics
442
European journal of operational research : EJOR
435
Journal of banking & finance
297
Journal of economic dynamics & control
257
Economics letters
225
Finance research letters
195
Journal of economic theory
189
Finance and stochastics
183
Mathematical finance : an international journal of mathematics, statistics and financial theory
182
Management science : journal of the Institute for Operations Research and the Management Sciences
171
International journal of theoretical and applied finance
161
Risks : open access journal
149
The review of financial studies
141
Journal of financial economics
136
Journal of risk and uncertainty : JRU
132
Economic modelling
130
Quantitative finance
125
The journal of finance : the journal of the American Finance Association
117
Journal of empirical finance
114
Journal of economic behavior & organization : JEBO
107
The journal of portfolio management : a publication of Institutional Investor
105
International review of economics & finance : IREF
100
International review of financial analysis
93
Mathematics and financial economics
93
Applied economics
90
The European journal of finance
89
Journal of mathematical economics
84
Journal of monetary economics
83
The North American journal of economics and finance : a journal of financial economics studies
83
Computational economics
78
Journal of risk and financial management : JRFM
78
Theory and decision : an international journal for multidisciplinary advances in decision science
77
American journal of agricultural economics
75
European economic review : EER
75
Applied economics letters
74
Annals of finance
72
Mathematical methods of operations research
71
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
71
The journal of asset management
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ECONIS (ZBW)
72
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Optimal portfolio management when stocks are driven by mean reverting processes
Mbigili, Lusungu Julius
;
Mataramvura, Sure
;
Charles, …
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 10-26
Persistent link: https://www.econbiz.de/10012545303
Saved in:
2
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
Saved in:
3
The risk in the insurance field : a generalized analysis
Ferrentino, Rosa
;
Vota, Luca
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 200-221
Persistent link: https://www.econbiz.de/10012545597
Saved in:
4
An ambiguity measure under EUUP and its application to a portfolio problem
Iwaki, Hideki
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10012545704
Saved in:
5
Statistical arbitrage strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
Saved in:
6
Multi-period mean-variance portfolio selection with state-dependent exit probability and bankruptcy state
Wang, Yang
;
Wu, Yonghong
;
Zhang, Xinguang
- In:
Journal of mathematical finance
9
(
2019
)
2
,
pp. 152-174
Persistent link: https://www.econbiz.de/10012233377
Saved in:
7
Portfolio mathematics with general linear and quadratic constraints
Stowe, David L.
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 675-690
Persistent link: https://www.econbiz.de/10012433449
Saved in:
8
Asset return prediction via machine learning
Zhang, Liangliang
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 691-697
Persistent link: https://www.econbiz.de/10012433454
Saved in:
9
Bank portfolio management under credit market imperfections
Mallick, Indrajit
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 239-253
Persistent link: https://www.econbiz.de/10012210168
Saved in:
10
Modelling obsolescence risk and taxation in project valuation
Hooper, Vincent J.
;
Pointon, John
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 286-300
Persistent link: https://www.econbiz.de/10012210199
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