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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"CAPM"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
CAPM
Optionsgeschäft
Theorie
567
Theory
567
Portfolio selection
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
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76
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67
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Korn, Ralf
6
Platen, Eckhard
6
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Schoutens, Wim
4
Forsyth, Peter A.
3
Kim, Young Shin
3
Kwok, Yue-Kuen
3
Madan, Dilip B.
3
Wilmott, Paul
3
Wu, Lixin
3
Avellaneda, Marco
2
Baviera, Roberto
2
Benth, Fred Espen
2
Epstein, D.
2
Errunza, Vihang R.
2
Escobar, Marcos
2
Fouque, Jean-Pierre
2
Frahm, Gabriel
2
Frey, Rüdiger
2
Gardiol, Lucien
2
Herzog, Florian
2
Hinz, Juri
2
Hogan, Kedreth C.
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Hui, Cho H.
2
Jaimungal, Sebastian
2
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2
Kromer, Eduard
2
Kupper, Michael
2
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2
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Lo, C. F.
2
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2
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2
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2
Papanicolaou, George
2
Pham, Huyên
2
Račev, Svetlozar T.
2
Rebonato, Riccardo
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
1,638
European journal of operational research : EJOR
610
NBER working paper series
493
Discussion paper / Centre for Economic Policy Research
479
Journal of banking & finance
460
The journal of finance : the journal of the American Finance Association
379
The review of financial studies
379
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371
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369
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343
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250
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Finance research letters
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ECONIS (ZBW)
208
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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
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
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