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~isPartOf:"Journal of banking & finance"
~subject:"Portfolio selection"
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Portfolio selection
Derivat
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Derivative
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Theory
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35
Credit risk
32
Kreditrisiko
32
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Alexander, S.
1
Baldeaux, Jan
1
Barro, Diana
1
Boloorforoosh, Ali
1
Coleman, T. F.
1
Consigli, Giorgio
1
Dorn, Jochen
1
Escobar, Marcos
1
Fernandez-Perez, Adrian
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Grasselli, Martino
1
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1
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1
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1
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1
Muck, Matthias
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Mählmann, Thomas
1
Namvar, Ethan
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Pantzalis, Christos
1
Park, Jung Chul
1
Perrakis, Stylianos
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Phillips, Blake
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Platen, Eckhard
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Primbs, James A.
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Journal of banking & finance
International journal of theoretical and applied finance
19
Finanzmarkt und Portfolio-Management
18
SpringerLink / Bücher
17
Bank- und finanzwirtschaftliche Forschungen
16
The journal of futures markets
15
European journal of operational research : EJOR
13
Quantitative finance
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Advances in futures and options research : a research annual
9
Energy economics
9
Finance and stochastics
9
Gabler Edition Wissenschaft
9
Journal of economic dynamics & control
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
The journal of derivatives : JOD
9
Journal of financial and quantitative analysis : JFQA
8
Swiss journal of economics and statistics
8
The journal of fixed income
8
International review of financial analysis
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of asset management
7
Economic modelling
6
Finance research letters
6
International journal of financial engineering
6
Springer Texts in Business and Economics
6
The journal of computational finance
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Applied economics
5
Applied mathematical finance
5
Asia-Pacific financial markets
5
Europäische Hochschulschriften / 5
5
Financial markets and portfolio management
5
Journal of financial economics
5
Journal of mathematical finance
5
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Review of derivatives research
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ECONIS (ZBW)
16
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1
Interest-rate risk and the pricing of depository financial intermediary common stock : empirical evidence
Yourougou, Pierre
- In:
Journal of banking & finance
14
(
1990
)
4
,
pp. 803-820
Persistent link: https://www.econbiz.de/10001096373
Saved in:
2
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
3
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
4
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
5
A comprehensive appraisal of style-integration methods
Fernandez-Perez, Adrian
;
Fuertes, Ana María
;
Miffre, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 134-150
Persistent link: https://www.econbiz.de/10012163830
Saved in:
6
Trading strategies with partial access to the derivatives market
Muck, Matthias
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1288-1298
Persistent link: https://www.econbiz.de/10003978387
Saved in:
7
Modeling of CPDOs : identifying optimal and implied leverage
Dorn, Jochen
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1371-1382
Persistent link: https://www.econbiz.de/10003978413
Saved in:
8
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Saved in:
9
A moment computation algorithm for the error in discrete dynamic hedging
Primbs, James A.
;
Yamada, Yuji
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 519-540
Persistent link: https://www.econbiz.de/10003291317
Saved in:
10
Minimizing CVaR and VaR for a portfolio of derivatives
Alexander, S.
;
Coleman, T. F.
;
Li, Yuying
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 583-605
Persistent link: https://www.econbiz.de/10003291325
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