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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio-Management"
~subject:"Prinzipal-Agent-Theorie"
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Search: subject_exact:"Risk aversion"
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Portfolio-Management
Prinzipal-Agent-Theorie
Risikoaversion
15
Risk aversion
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9
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8
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8
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4
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risk aversion
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International journal of theoretical and applied finance
European journal of operational research : EJOR
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Economics letters
18
Finance research letters
18
Insurance / Mathematics & economics
18
NBER working paper series
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Journal of economic theory
17
Working paper / National Bureau of Economic Research, Inc.
15
Applied economics letters
13
Journal of economic dynamics & control
13
Journal of mathematical economics
13
NBER Working Paper
13
Research paper series / Swiss Finance Institute
13
Economic theory : official journal of the Society for the Advancement of Economic Theory
12
Journal of banking & finance
12
Annals of finance
10
International review of financial analysis
10
Journal of empirical finance
10
Journal of financial economics
10
Quantitative finance
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
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8
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International review of economics & finance : IREF
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The review of financial studies
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Finance : revue de l'Association Française de Finance
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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6
IHS economics series : working paper
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IMA journal of management mathematics
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1
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:
2
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
3
Optimal portfolio under state-dependent expected utility
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889433
Saved in:
4
Optimal investment in hedge funds under loss aversion
Zou, Bin
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
Saved in:
5
Stochastic dominance : convexity and some efficiency tests
Lizyayev, Andrey
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009672606
Saved in:
6
On the shape of risk aversion and asset allocation
Six, Pierre
- In:
International journal of theoretical and applied finance
17
(
2014
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010498792
Saved in:
7
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
8
Desirable properties of an ideal risk measure in portfolio theory
Račev, Svetlozar T.
;
Ortobelli, Sergio
;
Stoyanov, Stoyan
; …
- In:
International journal of theoretical and applied finance
11
(
2008
)
1
,
pp. 19-54
Persistent link: https://www.econbiz.de/10003692723
Saved in:
9
Uncertainty aversion, robust control and asset holdings with a stochastic investment opportunity set
Vardas, Giannis
;
Xepapadeas, Anastasios
- In:
International journal of theoretical and applied finance
10
(
2007
)
6
,
pp. 985-1014
Persistent link: https://www.econbiz.de/10003630985
Saved in:
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