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subject:"Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Börsenkurs"
~subject:"Stochastic process"
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Portfolio-Management
Börsenkurs
Stochastic process
Theorie
567
Theory
567
Portfolio selection
145
Stochastischer Prozess
116
Option pricing theory
103
Optionspreistheorie
103
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76
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67
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Korn, Ralf
6
Fabozzi, Frank J.
5
Konno, Hiroshi
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Wilmott, Paul
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3
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Pham, Huyên
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Baviera, Roberto
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Capriotti, Luca
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Cartea, Álvaro
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Epstein, D.
2
Escobar, Marcos
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Frahm, Gabriel
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Gapeev, Pavel V.
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2
Rudloff, Birgit
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Sass, Jörn
2
Semeraro, Patrizia
2
Taddei, Stefano
2
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International journal of theoretical and applied finance
European journal of operational research : EJOR
672
NBER working paper series
459
Working paper / National Bureau of Economic Research, Inc.
412
Insurance / Mathematics & economics
380
NBER Working Paper
365
Journal of banking & finance
342
Journal of economic dynamics & control
285
Finance and stochastics
266
Finance research letters
247
The review of financial studies
240
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236
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209
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197
Economics letters
195
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179
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Journal of empirical finance
175
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Journal of econometrics
165
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of economic theory
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International review of financial analysis
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Operations research letters
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International review of economics & finance : IREF
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The European journal of finance
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130
International journal of production research
128
SpringerLink / Bücher
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118
The North American journal of economics and finance : a journal of financial economics studies
118
Swiss Finance Institute Research Paper
114
The journal of portfolio management : a publication of Institutional Investor
110
CESifo working papers
108
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ECONIS (ZBW)
257
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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
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:
3
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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