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~isPartOf:"International journal of theoretical and applied finance"
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Portfolio selection
234
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Fabozzi, Frank J.
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International journal of theoretical and applied finance
European journal of operational research : EJOR
1,523
Computers & operations research : and their applications to problems of world concern ; an international journal
1,294
NBER working paper series
956
Journal of banking & finance
904
Finance research letters
804
SpringerLink / Bücher
778
Working paper / National Bureau of Economic Research, Inc.
775
International journal of production research
700
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698
Journal of financial economics
591
The journal of finance : the journal of the American Finance Association
479
International review of financial analysis
459
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444
Journal of economic dynamics & control
413
The review of financial studies
387
Journal of empirical finance
384
Management science : journal of the Institute for Operations Research and the Management Sciences
373
Research paper series / Swiss Finance Institute
342
International review of economics & finance : IREF
330
Europäische Hochschulschriften / 5
324
Pacific-Basin finance journal
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Applied economics
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The journal of portfolio management : a publication of Institutional Investor
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Discussion paper / Centre for Economic Policy Research
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Journal of financial and quantitative analysis : JFQA
304
Economics letters
298
Finance and stochastics
286
Gabler Edition Wissenschaft
282
International journal of production economics
282
The European journal of finance
279
The journal of asset management
278
Economic modelling
269
Quantitative finance
265
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The North American journal of economics and finance : a journal of financial economics studies
246
Journal of international financial markets, institutions & money
244
Risks : open access journal
229
Journal of international money and finance
227
Research in international business and finance
227
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ECONIS (ZBW)
315
USB Cologne (EcoSocSci)
1
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1
Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
2
Bubbles and multiple-factor asset pricing models
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011453887
Saved in:
3
Weak and strong no-arbitrage conditions for continuous financial markets
Fontana, Claudio
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011403179
Saved in:
4
Arbitrage pricing theory in ergodic markets
Frahm, Gabriel
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011903768
Saved in:
5
Implicit transaction costs and the fundamental theorems of asset pricing
Allaj, Erindi
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011686967
Saved in:
6
On optimal strategies for utility maximizers in the arbitrage pricing model
Rásonyi, Miklós
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011568831
Saved in:
7
Markowitz portfolio and the blur of history
Ng, Chi Tim
;
Shi, Yue
;
Chan, Ngai Hang
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012496534
Saved in:
8
A note on asset bubbles in continuous-time
Cassese, Gianluca
- In:
International journal of theoretical and applied finance
8
(
2005
)
4
,
pp. 523-536
Persistent link: https://www.econbiz.de/10002980857
Saved in:
9
Large platonic markets with delays
Limmer, Yannick
;
Meyer-Brandis, Thilo
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012887441
Saved in:
10
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
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