//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
~subject:"Business cycle"
~subject:"Portfolio selection"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Markov chain"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Business cycle
Portfolio selection
Theory
Markov chain
2,300
Markov-Kette
2,132
Theorie
1,023
Estimation
458
Schätzung
456
Stochastic process
375
Stochastischer Prozess
375
Volatility
364
Volatilität
363
Bayesian inference
245
Bayes-Statistik
244
Monte Carlo simulation
239
Monte-Carlo-Simulation
235
Forecasting model
215
Prognoseverfahren
215
Time series analysis
205
Zeitreihenanalyse
205
ARCH model
174
ARCH-Modell
174
Capital income
168
Kapitaleinkommen
168
Mathematical programming
164
Mathematische Optimierung
164
Börsenkurs
162
Share price
162
Markov decision process
131
Decision
125
Entscheidung
125
Option pricing theory
120
Optionspreistheorie
120
Dynamic programming
118
Game theory
118
Spieltheorie
118
Estimation theory
117
Schätztheorie
117
Stock market
117
Aktienmarkt
115
Portfolio-Management
115
more ...
less ...
Online availability
All
Undetermined
Free
1,209
Type of publication
All
Article
1,059
Book / Working Paper
67
Type of publication (narrower categories)
All
Article in journal
1,027
Aufsatz in Zeitschrift
1,027
Graue Literatur
36
Non-commercial literature
36
Arbeitspapier
33
Working Paper
33
Aufsatz im Buch
25
Book section
25
Conference paper
11
Konferenzbeitrag
11
Hochschulschrift
9
Aufsatzsammlung
6
Collection of articles of several authors
3
Sammelwerk
3
Thesis
3
Amtsdruckschrift
2
Government document
2
Collection of articles written by one author
1
Lehrbuch
1
Sammlung
1
Textbook
1
more ...
less ...
Language
All
English
1,120
German
4
Undetermined
2
Author
All
Tsionas, Efthymios G.
12
Serletis, Apostolos
8
Cavicchioli, Maddalena
7
Elliott, Robert J.
7
Feinberg, Eugene A.
7
Xu, Libo
7
Guérin, Pierre
6
Marcellino, Massimiliano
6
Casarin, Roberto
5
Goyal, Vineet
5
Houtum, Geert-Jan van
5
Lee, Hsiang-Tai
5
Leiva-Leon, Danilo
5
Li, Yong
5
Lunday, Brian J.
5
Robbins, Matthew J.
5
Siu, Tak Kuen
5
Arts, Joachim
4
Billio, Monica
4
Chang, Kuang-Liang
4
Creemers, Stefan
4
Cui, Lirong
4
D'Amico, Guglielmo
4
Dimitrakopoulos, Stefanos
4
Dufays, Arnaud
4
Foerster, Andrew
4
Gerlach, Richard
4
Kang, Kyu Ho
4
Lesage, James P.
4
Maheu, John M.
4
Ohnishi, Masamitsu
4
Wang, Chao
4
Yang, Hailiang
4
Yang, Qiao
4
Zhang, Hao
4
Assaf, A. Georges
3
Badescu, Andrei L.
3
Bauwens, Luc
3
Bekiros, Stelios
3
Bianchi, Francesco
3
more ...
less ...
Institution
All
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
1
The University of Chicago. / Economics.
1
Published in...
All
European journal of operational research : EJOR
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of production research
29
Mathematics of operations research
26
Operations research
26
Operations research letters
26
Economics letters
24
Journal of economic dynamics & control
23
Insurance / Mathematics & economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Quantitative finance
19
Computers & operations research : and their applications to problems of world concern ; an international journal
18
International journal of forecasting
18
Computational economics
17
Discussion paper / Centre for Economic Policy Research
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Economic modelling
14
Operational research : an international journal
14
Applied economics
12
Journal of empirical finance
12
Energy economics
11
International review of financial analysis
11
Scandinavian actuarial journal
11
IMA journal of management mathematics
10
Journal of the Operational Research Society
10
Macroeconomic dynamics
10
SpringerLink / Bücher
10
Econometric reviews
9
International journal of production economics
9
Journal of banking & finance
9
Journal of forecasting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of economics & finance : IREF
8
Opsearch : journal of the Operational Research Society of India
8
Journal of mathematical finance
7
Manufacturing & service operations management : M & SOM
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics letters
6
Finance and stochastics
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,124
RePEc
2
Showing
1
-
10
of
1,126
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Can portfolio construction considering ESG still gain high profits?
Davoodi, Shayan
;
Fereydooni, Ali
;
Rastegar, Mohammad Ali
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451514
Saved in:
2
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Inventory cooperation strategies between one supplier and two recycling centers
Gao, Niu
;
Qu, Lin-Chi
;
Jiang, Yuan-Tao
- In:
Managerial and decision economics : MDE ; the …
45
(
2024
)
1
,
pp. 130-147
Persistent link: https://www.econbiz.de/10014443496
Saved in:
5
Dual sourcing under non-stationary demand and partial observability
Yee, Hannah
;
Van Staden, Heletjé E.
;
Boute, Robert N.
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10014456832
Saved in:
6
Balancing mixed-model assembly lines for random sequences
Sikora, Celso
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 597-611
Persistent link: https://www.econbiz.de/10014456885
Saved in:
7
On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef
;
Hatemi-J, Abdulnasser
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
Saved in:
8
Strategic asset allocation with distorted beliefs
Chung, San-Lin
;
Hung, Mao-Wei
;
Wei, Tzu-Wen
;
Yeh, Chung-Ying
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 804-831
Persistent link: https://www.econbiz.de/10014446818
Saved in:
9
Index measurement and analysis on spatial-temporal evolution of China's new economy based on the DPSIR model
Wen, Ting
;
Qi, Sinan
;
Qian, Yue
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 252-264
Persistent link: https://www.econbiz.de/10014446900
Saved in:
10
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->