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subject:"Risiko"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikomaß"
~subject:"Volatilität"
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Risiko
Risk
Risikomaß
Volatilität
Theorie
567
Theory
567
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
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Optionspreistheorie
103
Volatility
76
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Brigo, Damiano
3
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Račev, Svetlozar T.
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2
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1
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International journal of theoretical and applied finance
NBER working paper series
369
Insurance / Mathematics & economics
343
Working paper / National Bureau of Economic Research, Inc.
339
NBER Working Paper
327
European journal of operational research : EJOR
288
Journal of banking & finance
253
Economics letters
251
Journal of economic dynamics & control
188
Discussion paper / Centre for Economic Policy Research
186
CESifo working papers
162
Journal of economic theory
162
Discussion paper / Tinbergen Institute
160
Journal of econometrics
160
Finance research letters
151
Economic modelling
150
Risks : open access journal
147
Journal of empirical finance
130
Journal of risk and uncertainty : JRU
129
Working paper
128
Mathematical finance : an international journal of mathematics, statistics and financial theory
120
Journal of financial economics
118
International review of financial analysis
115
Applied economics
114
Management science : journal of the Institute for Operations Research and the Management Sciences
109
Energy economics
104
International journal of forecasting
104
Journal of monetary economics
103
Finance and stochastics
101
Journal of economic behavior & organization : JEBO
99
The review of financial studies
99
International review of economics & finance : IREF
98
Research paper series / Swiss Finance Institute
95
Applied economics letters
92
Quantitative finance
90
The European journal of finance
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
Journal of international money and finance
89
American journal of agricultural economics
85
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ECONIS (ZBW)
120
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
7
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
8
Set-valued dynamic risk measures for bounded discrete-time processes
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10012270994
Saved in:
9
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
10
Volatility inference and return dependencies in stochastic volatility models
Pfante, Oliver
;
Bertschinger, Nils
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012019759
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