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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Risiko"
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Risiko
Theorie
567
Theory
567
Option pricing theory
467
Optionspreistheorie
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Stochastic process
302
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302
Portfolio selection
220
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Biglova, Almira
2
Chen, Yanhong
2
Fabozzi, Frank J.
2
Gardiol, Lucien
2
Hu, Yijun
2
Hui, Cho H.
2
Lo, C. F.
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Ortobelli, Sergio
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
Insurance / Mathematics & economics
295
European journal of operational research : EJOR
275
NBER working paper series
268
NBER Working Paper
231
Working paper / National Bureau of Economic Research, Inc.
216
Economics letters
188
CESifo working papers
161
Journal of economic theory
152
Journal of banking & finance
146
Journal of risk and uncertainty : JRU
135
Discussion paper / Centre for Economic Policy Research
125
Journal of economic dynamics & control
123
Risks : open access journal
120
Management science : journal of the Institute for Operations Research and the Management Sciences
119
Finance research letters
110
Journal of economic behavior & organization : JEBO
97
Working paper
90
Economic modelling
87
Journal of financial economics
83
Discussion paper / Tinbergen Institute
80
American journal of agricultural economics
76
Discussion papers / CEPR
74
Theory and decision : an international journal for multidisciplinary advances in decision science
73
International review of financial analysis
72
Discussion paper
71
Journal of monetary economics
70
Applied economics
69
International review of economics & finance : IREF
67
CESifo Working Paper
66
Journal of mathematical economics
66
Energy economics
65
Finance and stochastics
65
Discussion paper series / IZA
61
European economic review : EER
60
Journal of empirical finance
60
The review of financial studies
60
Research paper series / Swiss Finance Institute
57
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
56
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
55
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ECONIS (ZBW)
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1
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:
2
An ergodic BSDE risk representation in a jump-diffusion framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
3
Coherent risk measures and normal mixture distributions with applications in portfolio optimization
Shi, Xiang
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012652709
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Multiplier optimization for constant proportion portfolio insurance (cppi) strategy
Biedova, Olga
;
Steblovskaya, Victoria
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012270906
Saved in:
7
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
8
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:
9
Measuring default risk for a portfolio of equities
Rodrigues, Matheus Pimentel
;
Maialy, Andre Cury
- In:
International journal of theoretical and applied finance
22
(
2019
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012012883
Saved in:
10
Set-valued law invariant coherent and convex risk measures
Chen, Yanhong
;
Hu, Yijun
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012019780
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