//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"IMA journal of management mathematics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Equity-Interest Rate Hybrid...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
1
Korrelation
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Theorie
1
Theory
1
correlation matrix
1
majorization
1
portfolio risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cirillo, Pasquale
1
Eliazar, Iddo
1
Fontanari, Andrea
1
Oosterlee, Cornelis Willebrordus
1
Published in...
All
IMA journal of management mathematics
MPRA Paper
30,053
Munich Reprints in Economics
987
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
488
Discussion Papers in Economics
393
Munich Dissertations in Economics
138
Discussion Papers in Business Administration
89
Chapters in Economics
58
Articles by John Komlos
41
Monographs in Economics
21
Books by John Komlos
13
The journal of computational finance
5
Risks : open access journal
4
Applied mathematical finance
3
International journal of theoretical and applied finance
3
CPB Discussion Paper
2
Journal of economic dynamics & control
2
CPB discussion paper
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance research letters
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
doi:10.1007/s10614-016-9569-0
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio risk and the quantum majorization of correlation matrices
Fontanari, Andrea
;
Eliazar, Iddo
;
Cirillo, Pasquale
; …
- In:
IMA journal of management mathematics
32
(
2021
)
3
,
pp. 257-282
Persistent link: https://www.econbiz.de/10012503883
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->