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~isPartOf:"Annals of finance"
~subject:"Derivative"
~subject:"Entscheidung unter Unsicherheit"
~type_genre:"Article in journal"
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Derivative
Entscheidung unter Unsicherheit
Portfolio selection
88
Portfolio-Management
88
Theorie
59
Theory
59
CAPM
19
Stochastic process
19
Stochastischer Prozess
19
Risiko
11
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11
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10
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10
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9
Behavioural finance
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Capital income
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Kapitaleinkommen
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12
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Leung, Tim
2
Angoshtari, Bahman
1
Carassus, Laurence
1
Chen, Junhe
1
Chen, Xiaodong
1
Correira-da-Silva, João
1
Escobar, Marcos
1
Faria, Gonçalo
1
Flor, Christian Riis
1
Kwon, Oh Kang
1
Larsen, Linda Sandris
1
Law, Baron
1
Li, Zhongfei
1
Liu, Hening
1
Munk, Claus
1
Rubtsov, Alexey
1
Shigeta, Yuki
1
Temam, E.
1
Thijssen, Jacco J. J.
1
Viens, Frederi G.
1
Yi, Bo
1
Zhou, Yang
1
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Annals of finance
European journal of operational research : EJOR
45
Journal of banking & finance
22
International journal of theoretical and applied finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Journal of economic dynamics & control
16
Quantitative finance
15
The journal of futures markets
15
Finance and stochastics
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial and quantitative analysis : JFQA
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
The European journal of finance
11
Economic modelling
10
Energy economics
10
Insurance / Mathematics & economics
10
Advances in futures and options research : a research annual
9
International review of economics & finance : IREF
9
International review of financial analysis
9
The journal of derivatives : JOD
9
Applied economics
8
Economics letters
8
Finance research letters
8
International journal of financial engineering
8
The journal of fixed income
8
Journal of economic theory
7
Journal of financial economics
7
Journal of risk and financial management : JRFM
7
Risks : open access journal
7
The journal of asset management
7
The journal of computational finance
7
The journal of finance : the journal of the American Finance Association
7
Journal of mathematical finance
6
Mathematics and financial economics
6
The review of financial studies
6
Applied mathematical finance
5
Asia-Pacific financial markets
5
Computational economics
5
Review of derivatives research
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
12
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1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
3
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
4
Portfolio selections under mean-variance preference with multiple priors for means and variances
Shigeta, Yuki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10011944967
Saved in:
5
Dynamic portfolio selection with mispricing and model ambiguity
Yi, Bo
;
Viens, Frederi G.
;
Law, Baron
;
Li, Zhongfei
- In:
Annals of finance
11
(
2015
)
1
,
pp. 37-75
Persistent link: https://www.econbiz.de/10011376170
Saved in:
6
Robust portfolio choice with stochastic interest rates
Flor, Christian Riis
;
Larsen, Linda Sandris
- In:
Annals of finance
10
(
2014
)
2
,
pp. 243-265
Persistent link: https://www.econbiz.de/10010350862
Saved in:
7
Pricing and hedging basis risk under no good deal assumption
Carassus, Laurence
;
Temam, E.
- In:
Annals of finance
10
(
2014
)
1
,
pp. 127-170
Persistent link: https://www.econbiz.de/10010244570
Saved in:
8
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
9
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Annals of finance
8
(
2012
)
4
,
pp. 507-531
Persistent link: https://www.econbiz.de/10009670962
Saved in:
10
Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening
- In:
Annals of finance
6
(
2010
)
4
,
pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
Saved in:
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