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~subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of mathematical finance"
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Portfolio selection
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718
Portfolio-Management
202
Stochastic process
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Option pricing theory
104
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Korn, Ralf
6
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International journal of theoretical and applied finance
Journal of mathematical finance
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
266
Journal of banking & finance
239
NBER working paper series
237
Working paper / National Bureau of Economic Research, Inc.
191
NBER Working Paper
188
Journal of economic dynamics & control
163
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
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Finance research letters
149
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120
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The review of financial studies
99
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98
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98
The journal of portfolio management : a publication of Institutional Investor
98
Management science : journal of the Institute for Operations Research and the Management Sciences
95
The journal of finance : the journal of the American Finance Association
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91
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
202
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Optimal strategies for prudent investors
Baviera, Roberto
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 473-486
Persistent link: https://www.econbiz.de/10001255559
Saved in:
5
Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
Saved in:
6
Taming large events : optimal portfolio theory for strongly fluctuating assets
Bouchaud, Jean-Philippe
(
contributor
)
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001236676
Saved in:
7
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
Saved in:
8
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
Saved in:
9
The effects of long memory in price volatility of inventories pledged on portfolio optimization of supply chain finance
Juan, He
;
Wang, Jian
;
Xianglin, Jiang
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 134-155
Persistent link: https://www.econbiz.de/10011543832
Saved in:
10
Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin
Li, Bangling
;
Ma, Shixia
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 260-268
Persistent link: https://www.econbiz.de/10011543937
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