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type_genre:"Article in journal"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risiko"
~subject:"Share price"
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Risiko
Share price
Theorie
566
Theory
566
Portfolio selection
145
Portfolio-Management
145
Stochastic process
116
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
Volatility
76
Volatilität
76
Credit risk
67
Kreditrisiko
67
Derivat
65
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65
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55
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51
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29
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28
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27
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25
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25
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25
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24
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69
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Article in journal
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69
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English
69
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Chen, Yanhong
2
Gardiol, Lucien
2
Hu, Yijun
2
Madan, Dilip B.
2
Platen, Eckhard
2
Rebonato, Riccardo
2
Rudloff, Birgit
2
Altay, Sühan
1
Ararat, Çağin
1
Aurell, Erik
1
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1
Barger, Weston
1
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1
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1
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1
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1
Bovier, Anton
1
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1
Buff, Robert
1
Cai, Yuzhi
1
Capponi, Agostino
1
Cartea, Álvaro
1
Cassese, Gianluca
1
Ceci, Claudia
1
Centrone, Francesca
1
Cera, Katharina
1
Cherny, Alexander
1
Chicheportiche, Rémy
1
Clémençon, Stéphan
1
Colaneri, Katia
1
Cont, R.
1
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1
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1
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1
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1
Dorfleitner, Gregor
1
Eksi-Altay, Zehra
1
Ekström, Erik
1
El Hajjaji, Omar
1
Fabozzi, Frank J.
1
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
257
European journal of operational research : EJOR
237
Economics letters
223
Journal of banking & finance
192
Journal of economic dynamics & control
176
The review of financial studies
170
Journal of economic theory
168
Journal of financial economics
157
The journal of finance : the journal of the American Finance Association
155
Finance research letters
144
Journal of risk and uncertainty : JRU
126
Economic modelling
125
Management science : journal of the Institute for Operations Research and the Management Sciences
125
Journal of empirical finance
112
International review of financial analysis
110
Journal of economic behavior & organization : JEBO
110
International review of economics & finance : IREF
103
Risks : open access journal
102
Applied economics
95
The American economic review
92
Applied economics letters
91
Journal of monetary economics
88
The North American journal of economics and finance : a journal of financial economics studies
81
Quantitative finance
74
American journal of agricultural economics
72
Journal of mathematical economics
72
European economic review : EER
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
70
Finance and stochastics
70
Economic theory : official journal of the Society for the Advancement of Economic Theory
68
Review of quantitative finance and accounting
67
Theory and decision : an international journal for multidisciplinary advances in decision science
67
Journal of financial and quantitative analysis : JFQA
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
The European journal of finance
65
Energy economics
60
Journal of econometrics
59
Journal of financial markets
57
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ECONIS (ZBW)
69
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1
Discrete-time optimal execution under a generalized price impact model with Markovian exogenous orders
Fukasawa, Masaaki
;
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012662027
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
Insider trading with temporary price impact
Barger, Weston
;
Donnelly, Ryan
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012650316
Saved in:
4
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:
5
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:
6
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:
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
Optimal dividend policy and stock prices
Li, Weiping
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012284594
Saved in:
10
Approximating the growth optimal portfolio and stock price bubbles
Platen, Eckhard
;
Rendek, Renata
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496905
Saved in:
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