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~isPartOf:"International journal of financial engineering"
~subject:"Estimation"
~subject:"Mathematical programming"
~type_genre:"Article in journal"
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Estimation
Mathematical programming
Portfolio selection
60
Portfolio-Management
60
Theorie
31
Theory
31
Stochastic process
16
Stochastischer Prozess
16
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
10
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10
Mathematische Optimierung
9
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9
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CAPM
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Ahmad, Muhammad Munir
1
Ahmad, Muneeb
1
Ameer, Saba
1
Bellani, Claudio
1
Brigo, Damiano
1
Chakkour, Tarik
1
Deb, Soumya Guha
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Doctor, O.
1
Doctor, Obonye
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1
Frénod, Emmanuel
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Khan, Yousaf Ali
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Ma, Guiyuan
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Neuman, Eyal
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Offen, E. R.
1
Okawara, Makoto
1
Panda, Amrit
1
SenGupta, Indranil
1
Shahzad, Syed Jawad Hussain
1
Shen, Bill Y.
1
Shoshi, Humayra
1
Staikouras, Christos
1
Takahashi, Akihiko
1
Tanaka, Katsuhiro
1
Xidonas, Panagiotis
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International journal of financial engineering
European journal of operational research : EJOR
130
Journal of banking & finance
77
Finance research letters
68
Journal of empirical finance
48
Journal of financial economics
44
International review of financial analysis
43
Quantitative finance
42
International review of economics & finance : IREF
39
The North American journal of economics and finance : a journal of financial economics studies
39
Applied economics
33
Computational economics
33
Finance and stochastics
31
Insurance / Mathematics & economics
31
Journal of economic dynamics & control
31
The journal of asset management
31
Economic modelling
29
International journal of theoretical and applied finance
28
The European journal of finance
27
Research in international business and finance
26
Computers & operations research : and their applications to problems of world concern ; an international journal
25
Journal of risk
25
Journal of risk and financial management : JRFM
25
Financial markets and portfolio management
24
Pacific-Basin finance journal
24
Risks : open access journal
24
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Applied financial economics
22
Journal of financial and quantitative analysis : JFQA
22
Journal of international financial markets, institutions & money
22
Mathematics and financial economics
22
The journal of finance : the journal of the American Finance Association
22
Journal of the Operational Research Society
21
Journal of international money and finance
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Operations research
19
Energy economics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Journal of mathematical finance
18
Operations research letters
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Review of quantitative finance and accounting
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ECONIS (ZBW)
13
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1
Optimal investment-consumption-insurance strategy with inflation risk and stochastic income in an Itô-Lévy setting
Moagi, Gaoganwe S.
;
Doctor, Obonye
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574920
Saved in:
2
Are VaR models effective in capturing downside risk in alternative investment funds? : insights from a cross-country study
Panda, Amrit
;
Deb, Soumya Guha
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014574970
Saved in:
3
Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto
;
Takahashi, Akihiko
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
Saved in:
4
Portfolio
optimization
under distribution uncertainty with a feature fusion of conditional skewness GARCH model
Khan, Yousaf Ali
;
Ahmad, Muneeb
;
Ahmad, Muhammad Munir
- In:
International journal of financial engineering
10
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014304236
Saved in:
5
Cost of capital and asset characteristic value
Shen, Bill Y.
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
Saved in:
6
Optimal trading : the importance of being adaptive
Bellani, Claudio
;
Brigo, Damiano
;
Done, Alex
;
Neuman, Eyal
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012815097
Saved in:
7
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model
Shoshi, Humayra
;
SenGupta, Indranil
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012815115
Saved in:
8
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
9
Forecasting plausible scenarios and losses in interest rate targeting using mathematical optimization
Tanaka, Katsuhiro
- In:
International journal of financial engineering
6
(
2019
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012314512
Saved in:
10
An analytical solution for the HJB equation arising from the Merton problem
Zhu, Song-Ping
;
Ma, Guiyuan
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011922966
Saved in:
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