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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risikoaversion"
~subject:"Risk measure"
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Search: subject:"Portfolio selection"
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Risikoaversion
Risk measure
Portfolio selection
220
Portfolio-Management
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Theorie
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145
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54
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54
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
119
Journal of banking & finance
87
European journal of operational research : EJOR
77
Journal of risk
57
Finance research letters
51
Risks : open access journal
47
Quantitative finance
41
Economic modelling
36
International review of financial analysis
36
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of economic dynamics & control
31
Journal of risk and financial management : JRFM
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Discussion paper / Tinbergen Institute
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Research paper series / Swiss Finance Institute
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Journal of empirical finance
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The European journal of finance
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International review of economics & finance : IREF
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Applied economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NBER working paper series
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Annals of finance
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Economics letters
18
The journal of risk model validation
18
Research in international business and finance
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Journal of econometrics
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Journal of financial economics
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Mathematics and financial economics
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The journal of asset management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Econometric Institute research papers
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Journal of international financial markets, institutions & money
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1
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:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
4
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Dynamic mean-variance portfolios with risk budget
Luo, Sheng-Feng
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270888
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
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:
9
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:
10
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
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