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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
220
Portfolio-Management
220
Theorie
146
Theory
146
Stochastic process
55
Stochastischer Prozess
55
Option pricing theory
33
Optionspreistheorie
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stochastic control
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Korn, Ralf
7
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
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Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
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Frahm, Gabriel
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Račev, Svetlozar T.
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2
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Chan, Ngai Hang
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Charpin, Françoise
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Chiarella, Carl
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Cialenco, Igor
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Dorfleitner, Gregor
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Epstein, D.
2
Escobar, Marcos
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Gardiol, Lucien
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Jaimungal, Sebastian
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Kim, Young Shin
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Melʹnikov, Aleksandr V.
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2
Ng, Chi Tim
2
Okhrin, Yarema
2
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International journal of theoretical and applied finance
NBER working paper series
634
Journal of banking & finance
609
Working paper / National Bureau of Economic Research, Inc.
580
Finance research letters
490
NBER Working Paper
459
European journal of operational research : EJOR
408
Insurance / Mathematics & economics
389
International review of financial analysis
305
Discussion paper / Centre for Economic Policy Research
293
Journal of financial economics
288
The journal of finance : the journal of the American Finance Association
278
The journal of asset management
260
Journal of economic dynamics & control
258
The journal of portfolio management : a publication of Institutional Investor
255
SpringerLink / Bücher
245
MPRA Paper
242
Management science : journal of the Institute for Operations Research and the Management Sciences
231
Research paper series / Swiss Finance Institute
224
Applied economics
219
IMF Staff Country Reports
214
Journal of empirical finance
213
The review of financial studies
209
International review of economics & finance : IREF
206
Quantitative finance
204
Working Paper
200
Finance and stochastics
197
Economic modelling
196
Journal of financial and quantitative analysis : JFQA
189
IMF Working Papers
188
The European journal of finance
184
Journal of international money and finance
183
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
Risks : open access journal
178
Working paper
171
The North American journal of economics and finance : a journal of financial economics studies
167
Research in international business and finance
163
Journal of risk and financial management : JRFM
162
Pacific-Basin finance journal
162
Journal of international financial markets, institutions & money
156
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ECONIS (ZBW)
221
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221
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1
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance
portfolio
selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
2
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
3
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:
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
Optimal dynamic futures
portfolio
under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
6
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
Saved in:
7
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:
8
Asset dependency structures and
portfolio
insurance strategies
Mantilla-Garcia, Daniel
;
Horst, Enrique ter
;
Audeguil, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652614
Saved in:
9
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:
10
Financing and investment strategies under creditor-maximized liquidation
Shibata, Takashi
;
Nishihara, Michi
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012652635
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