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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
234
Portfolio-Management
234
Theorie
174
Theory
174
Stochastic process
67
Stochastischer Prozess
67
Option pricing theory
43
Optionspreistheorie
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Fabozzi, Frank J.
7
Korn, Ralf
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Cartea, Álvaro
5
Konno, Hiroshi
5
Račev, Svetlozar T.
5
Jaimungal, Sebastian
4
Leung, Tim
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Platen, Eckhard
4
Bielecki, Tomasz R.
3
Charpin, Françoise
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Frahm, Gabriel
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Kwan, Clarence C. Y.
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Lacaze, Dominique
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Wilmott, Paul
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Abergel, Frédéric
2
Arai, Takuji
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Biglova, Almira
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Bodnar, Olha
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Bodnar, Taras
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Chan, Ngai Hang
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Lipton, Alexander
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Liu, Rui Hua
2
Madan, Dilip B.
2
Melʹnikov, Aleksandr V.
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International journal of theoretical and applied finance
Finance research letters
1,101
NBER working paper series
1,063
Journal of banking & finance
979
Working paper / National Bureau of Economic Research, Inc.
831
NBER Working Paper
739
International review of financial analysis
656
Journal of financial economics
627
The review of financial studies
499
Pacific-Basin finance journal
496
The journal of finance : the journal of the American Finance Association
481
European journal of operational research : EJOR
459
International review of economics & finance : IREF
455
Management science : journal of the Institute for Operations Research and the Management Sciences
430
Insurance / Mathematics & economics
426
Discussion paper / Centre for Economic Policy Research
416
Applied economics
395
Journal of empirical finance
373
Journal of economic dynamics & control
365
Research paper series / Swiss Finance Institute
364
Journal of financial and quantitative analysis : JFQA
362
Research in international business and finance
336
SpringerLink / Bücher
327
The journal of portfolio management : a publication of Institutional Investor
318
The European journal of finance
315
Economics letters
311
Applied economics letters
303
The North American journal of economics and finance : a journal of financial economics studies
303
Economic modelling
293
The journal of asset management
293
Journal of international financial markets, institutions & money
291
Discussion papers / CEPR
290
Journal of financial markets
276
Review of quantitative finance and accounting
276
Quantitative finance
271
Journal of economic behavior & organization : JEBO
266
Finance and stochastics
248
Working paper
247
Journal of risk and financial management : JRFM
237
The journal of futures markets
236
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ECONIS (ZBW)
269
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1
Market making and portfolio liquidation under uncertainty
Nyström, Kaj
;
Aly, Sidi Mohamed Ould
;
Zhang, Changyong
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
Saved in:
2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Do institutional investors care about the ambiguity of their assets? : evidence from portfolio holdings in alternative investments
Koziol, Christian
;
Proelss, Juliane
;
Schweizer, Denis
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 465-484
Persistent link: https://www.econbiz.de/10009269380
Saved in:
4
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
5
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
6
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
7
Market making with alpha signals
Cartea, Álvaro
;
Wang, Yixuan
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012270989
Saved in:
8
A dysfunctional role of high frequency trading in electronic markets
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009624489
Saved in:
9
Understanding bid-ask spreads of derivatives under uncertain volatility and transaction costs
Ané, Thierry
;
Lacoste, Vincent
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 467-489
Persistent link: https://www.econbiz.de/10001584363
Saved in:
10
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
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