Narrow search
Showing 1 - 10 of 679
Cover Image
A large deviation approach to portfolio management
Gardiol, Lucien (contributor) - In: International journal of theoretical and applied finance 3 (2000) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10001526853
Cover Image
Worst-case scenarios for American options
Buff, Robert - In: International journal of theoretical and applied finance 3 (2000) 1, pp. 25-58
Persistent link: https://www.econbiz.de/10001488348
Cover Image
A large deviation approach to portfolio management
Gardiol, Lucien; Gibson, Rajna; Bares, Pierre-Antoine; … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 547
Persistent link: https://www.econbiz.de/10001524312
Cover Image
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
Cover Image
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Cover Image
Metrization of stochastic dominance rules
Stoyanov, Stoyan V.; Račev, Svetlozar T.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10009624503
Cover Image
Vector-valued coherent risk measure processes
Tahar, Imen Ben; Lépinette, Emmanuel - In: International journal of theoretical and applied finance 17 (2014) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Cover Image
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
Cover Image
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor; Pfister, Tamara - In: International journal of theoretical and applied finance 17 (2014) 6, pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Cover Image
On portfolio selection under extreme risk measure : the heavy-tailed ICA model
Clémençon, Stéphan; Slim, Skander - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 449-474
Persistent link: https://www.econbiz.de/10003463451