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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Scherer, Bernd"
~person:"Zagst, Rudi"
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Portfolio selection
2
Portfolio-Management
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Behavioural finance
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Scherer, Bernd
Zagst, Rudi
Korn, Ralf
7
Fabozzi, Frank J.
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Konno, Hiroshi
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Platen, Eckhard
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Bielecki, Tomasz R.
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Cartea, Álvaro
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International journal of theoretical and applied finance
Financial markets and portfolio management
6
The journal of asset management
5
Journal of empirical finance
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The journal of asset management : a major new, international quarterly journal for the financial community
3
Journal of banking & finance
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Mathematics and financial economics
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Quantitative finance
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The journal of alternative investments
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The journal of portfolio management : a publication of Institutional Investor
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The journal of wealth management
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ASTIN bulletin : the journal of the International Actuarial Association
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Annals of finance
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Annals of operations research
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Applied mathematical finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Decisions in economics and finance : a journal of applied mathematics
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Die Bank
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Finance research letters
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Finanzmarkt und Portfolio-Management
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International review of financial analysis
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Jahrbücher für Nationalökonomie und Statistik
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Journal of derivatives & hedge funds
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Journal of risk management in financial institutions
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OR-Spektrum : quantitative approaches in management
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Review of derivatives research
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Risks : open access journal
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Scandinavian actuarial journal
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
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2
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
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