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~isPartOf:"International journal of theoretical and applied finance"
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Search: subject:"Kapitalmarkttheorie"
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Portfolio selection
220
Portfolio-Management
220
Theorie
155
Theory
155
Stochastic process
57
Stochastischer Prozess
57
Option pricing theory
34
Optionspreistheorie
34
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30
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27
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27
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26
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Messung
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Kapitaleinkommen
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Market microstructure
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Marktmikrostruktur
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stochastic control
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Korn, Ralf
7
Fabozzi, Frank J.
6
Konno, Hiroshi
5
Platen, Eckhard
4
Račev, Svetlozar T.
4
Bielecki, Tomasz R.
3
Cartea, Álvaro
3
Forsyth, Peter A.
3
Frahm, Gabriel
3
Leung, Tim
3
Wilmott, Paul
3
Abergel, Frédéric
2
Arai, Takuji
2
Barger, Weston
2
Baviera, Roberto
2
Biglova, Almira
2
Bodnar, Olha
2
Bodnar, Taras
2
Bouchaud, Jean-Philippe
2
Chan, Ngai Hang
2
Charpin, Françoise
2
Chiarella, Carl
2
Cialenco, Igor
2
Di Nunno, Giulia
2
Dorfleitner, Gregor
2
Epstein, D.
2
Escobar, Marcos
2
Gardiol, Lucien
2
Guhr, Thomas
2
Herzog, Florian
2
Hess, Markus
2
Hughston, Lane P.
2
Jaimungal, Sebastian
2
Kim, Young Shin
2
Kraft, Holger
2
Kromer, Eduard
2
Kwan, Clarence C. Y.
2
Lacaze, Dominique
2
Lipton, Alexander
2
Liu, Rui Hua
2
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Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
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International journal of theoretical and applied finance
Journal of banking & finance
646
NBER working paper series
644
Working paper / National Bureau of Economic Research, Inc.
592
NBER Working Paper
463
Finance research letters
420
European journal of operational research : EJOR
387
Insurance / Mathematics & economics
385
Journal of financial economics
333
International review of financial analysis
316
Journal of economic dynamics & control
290
Discussion paper / Centre for Economic Policy Research
266
The journal of finance : the journal of the American Finance Association
266
The journal of portfolio management : a publication of Institutional Investor
258
The journal of asset management
257
Research paper series / Swiss Finance Institute
255
The review of financial studies
250
Journal of empirical finance
235
SpringerLink / Bücher
234
Quantitative finance
226
Applied economics
218
Finance and stochastics
218
Management science : journal of the Institute for Operations Research and the Management Sciences
211
Journal of financial and quantitative analysis : JFQA
208
The European journal of finance
194
Mathematical finance : an international journal of mathematics, statistics and financial theory
192
Economic modelling
185
International review of economics & finance : IREF
180
The North American journal of economics and finance : a journal of financial economics studies
174
Pacific-Basin finance journal
173
Risks : open access journal
172
Journal of risk and financial management : JRFM
171
Swiss Finance Institute Research Paper
171
Journal of international financial markets, institutions & money
160
Journal of financial markets
158
Economics letters
157
Working paper
150
Journal of investment management : JOIM
148
Research in international business and finance
146
Journal of international money and finance
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ECONIS (ZBW)
241
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
3
Portfolio insurance under rough volatility and Volterra processes
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807860
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
6
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
7
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
8
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
9
Portfolio allocation in a Levy-type jump-diffusion model with nonlife insurance risk
Serrano, Rafael
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650242
Saved in:
10
Survival investment strategies in a continuous-time market model with competition
Zhitlukhin, M. V.
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012650248
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