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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Portfolio selection"
~subject:"Risiko"
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Portfolio selection
Risiko
Portfolio-Management
177
Theorie
156
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28
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Zhou, Xun Yu
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of banking & finance
576
NBER working paper series
534
Working paper / National Bureau of Economic Research, Inc.
468
Finance research letters
386
Insurance / Mathematics & economics
386
European journal of operational research : EJOR
385
NBER Working Paper
384
International review of financial analysis
275
Journal of financial economics
266
Journal of economic dynamics & control
255
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
230
Research paper series / Swiss Finance Institute
222
International journal of theoretical and applied finance
221
Discussion paper / Centre for Economic Policy Research
216
Applied economics
209
The review of financial studies
199
Journal of empirical finance
197
Management science : journal of the Institute for Operations Research and the Management Sciences
197
Finance and stochastics
196
Quantitative finance
190
Journal of financial and quantitative analysis : JFQA
180
Economic modelling
175
SpringerLink / Bücher
175
Risks : open access journal
167
The European journal of finance
166
International review of economics & finance : IREF
163
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
152
Journal of investment management : JOIM
145
Economics letters
142
The journal of investing
140
Pacific-Basin finance journal
138
Applied economics letters
134
The journal of wealth management
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Research in international business and finance
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ECONIS (ZBW)
177
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1
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
Saved in:
2
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
3
Buy-low and sell-high investment strategies
Zervos, Mihail
;
Johnson, Timothy C.
;
Alazemi, Fares
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 560-578
Persistent link: https://www.econbiz.de/10009783348
Saved in:
4
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad
;
Kale, Satyen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 288-310
Persistent link: https://www.econbiz.de/10011350635
Saved in:
5
Behavioral portfolio selection : asymptotics and stability along a sequence of models
Reichlin, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10011550130
Saved in:
6
Sensitivity analysis of nonlinear behavior with distorted probability
Cao, Xi-Ren
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 115-150
Persistent link: https://www.econbiz.de/10011739450
Saved in:
7
Optimal investment with undiversifiable income risk
Duffie, Darrell
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 135-148
Persistent link: https://www.econbiz.de/10001333349
Saved in:
8
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
Saved in:
9
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
Saved in:
10
Tax arbitrage, existence of equilibrium, and bounded tax rebates
Jones, Chris
- In:
Mathematical finance : an international journal of …
2
(
1992
)
3
,
pp. 189-196
Persistent link: https://www.econbiz.de/10001143992
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