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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Behavioural finance"
~subject:"Derivat"
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Search: subject_exact:"Portfolio planning"
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Behavioural finance
Derivat
Portfolio selection
220
Portfolio-Management
220
Theorie
145
Theory
145
Stochastic process
54
Stochastischer Prozess
54
Option pricing theory
33
Optionspreistheorie
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Hedging
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Mathematische Optimierung
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stochastic control
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Lipton, Alexander
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Melʹnikov, Aleksandr V.
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Brigo, Damiano
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Brodén, Mats
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Buescu, Cristin
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International journal of theoretical and applied finance
Journal of banking & finance
94
NBER working paper series
83
Finance research letters
64
Journal of financial economics
60
NBER Working Paper
52
International review of financial analysis
51
Working paper / National Bureau of Economic Research, Inc.
47
Management science : journal of the Institute for Operations Research and the Management Sciences
44
SpringerLink / Bücher
40
Pacific-Basin finance journal
38
The journal of asset management
37
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
36
Wiley finance series
36
Wiley trading series
35
Journal of empirical finance
34
Applied economics
33
The journal of finance : the journal of the American Finance Association
33
Research in international business and finance
31
Research paper series / Swiss Finance Institute
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The European journal of finance
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Discussion paper / Centre for Economic Policy Research
30
Journal of financial and quantitative analysis : JFQA
30
Investment management and financial innovations
29
Journal of economic behavior & organization : JEBO
29
Journal of risk and financial management : JRFM
29
The North American journal of economics and finance : a journal of financial economics studies
29
The review of financial studies
29
Journal of economic dynamics & control
28
Economic modelling
27
International review of economics & finance : IREF
26
Quantitative finance
26
The journal of futures markets
26
The journal of wealth management
26
Working paper / Centre for Financial Research
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The journal of investing
25
The journal of portfolio management : a publication of Institutional Investor
25
Financial markets and portfolio management
24
Discussion papers / CEPR
23
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
27
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
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:
3
Behavioral portfolio choice under hyperbolic absolute risk aversion
Escobar, Marcos
;
Lichtenstern, Andreas
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012496902
Saved in:
4
A closed-form solution for optimal Ornstein-Uhlenbeck driven trading strategies
Lipton, Alexander
;
López de Prado, Marcos M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496922
Saved in:
5
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
6
Extremal behavior of long-term investors with power utility
Bäuerle, Nicole
;
Grether, Stefanie Ulrike
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011733956
Saved in:
7
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
8
Learning and portfolio decisions for CRRA investors
Longo, Michele
;
Mainini, Alessandra
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
Saved in:
9
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
10
A note on the self-financing condition for funding, collateral and discounting
Brigo, Damiano
;
Buescu, Cristin
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011403214
Saved in:
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