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Dynamic portfolio selection under capital-at-risk with no short-selling constraints
Dmitrašinović-Vidović, Gordana; Lari-Lavassani, Ali; … - In: International journal of theoretical and applied finance 14 (2011) 6, pp. 957-977
Persistent link: https://www.econbiz.de/10009380979
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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A new model for interest rates
Epstein, D. - In: International journal of theoretical and applied finance 1 (1998) 2, pp. 195-226
Persistent link: https://www.econbiz.de/10001240158
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Optimal investment strategy for risky assets
Maslov, Sergei - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001251048
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Optimal index tracking under transaction costs and impulse control
Buckley, I. R. C. - In: International journal of theoretical and applied finance 1 (1998) 3, pp. 315-330
Persistent link: https://www.econbiz.de/10001251052
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On the profit and loss distribution of dynamic hedging strategies
Esipov, Sergej; Vajsburd, Igor - In: International journal of theoretical and applied finance 2 (1999) 2, pp. 131-152
Persistent link: https://www.econbiz.de/10001394239
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Random matrix theory and financial correlations
Laloux, Laurent (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 391-397
Persistent link: https://www.econbiz.de/10001522891
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The application of the Bak-Sneppen model in finance
Lefebvre, P. H.; Brisbois, F.; Vandewalle, N. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 483-485
Persistent link: https://www.econbiz.de/10001523023
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Portfolio theory for "fat tails"
Sornette, D.; Andersen, J. V.; Simonetti, P. - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 523-535
Persistent link: https://www.econbiz.de/10001524157
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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