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subject:"Portfolio-Management"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Insolvenz"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
Insolvenz
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Theorie
119
Theory
119
Portfolio selection
56
Stochastic process
28
Stochastischer Prozess
28
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Chellathurai, Thamayanthi
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Forsyth, Peter A.
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International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
409
Discussion paper / Centre for Economic Policy Research
391
European journal of operational research : EJOR
254
Insurance / Mathematics & economics
174
Finance research letters
173
Quantitative finance
125
SpringerLink / Bücher
119
Journal of banking & finance
111
Management science : journal of the Institute for Operations Research and the Management Sciences
104
Computers & operations research : and their applications to problems of world concern ; an international journal
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International review of financial analysis
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The review of financial studies
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The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Economics letters
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The journal of portfolio management : JPM
63
International journal of production research
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Applied economics
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International journal of production economics
53
The European journal of finance
52
Operations research letters
51
Journal of the Operational Research Society
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The journal of investing : JOI
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Finance and stochastics
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Mathematics and financial economics
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Omega : the international journal of management science
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The American economic review
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
64
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1
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:
2
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:
3
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:
4
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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