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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Finance and stochastics"
~subject:"Mathematical programming"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Mathematical programming
Portfolio-Management
Volatility
Theorie
1,067
Theory
1,067
Stochastic process
187
Stochastischer Prozess
187
Portfolio selection
160
Time series analysis
138
Estimation theory
134
Schätztheorie
134
Option pricing theory
108
Optionspreistheorie
108
Volatilität
93
Estimation
75
Schätzung
75
Statistical test
73
Statistischer Test
73
Martingal
64
Martingale
64
Risiko
57
Risk
57
CAPM
56
Transaction costs
55
Transaktionskosten
55
Hedging
52
Monte Carlo simulation
50
Monte-Carlo-Simulation
50
Panel
50
Panel study
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Statistical theory
48
Statistische Methodenlehre
48
Bayes-Statistik
46
Bayesian inference
46
Markov chain
45
Markov-Kette
45
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
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42
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42
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384
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379
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379
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McAleer, Michael
8
Taylor, Robert
7
Kabanov, Jurij M.
6
Spanos, Aris
6
Franses, Philip Hans
5
Jeanblanc, Monique
5
Maasoumi, Esfandiar
5
Phillips, Peter C. B.
5
Andreou, Elena
4
Asai, Manabu
4
Benth, Fred Espen
4
Choulli, Tahir
4
Karatzas, Ioannis
4
Kilian, Lutz
4
Pham, Huyên
4
Psaradakis, Zacharias G.
4
Rüschendorf, Ludger
4
Schachermayer, Walter
4
Schied, Alexander
4
Bartl, Daniel
3
Becherer, Dirk
3
Bordignon, Silvano
3
Carmona, René
3
Cavaliere, Giuseppe
3
Dagum, Estela Bee
3
Deng, Jun
3
Elie, Romuald
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
Glasserman, Paul
3
Gouriéroux, Christian
3
Guasoni, Paolo
3
Hafner, Christian M.
3
Harvey, David I.
3
Jiao, Ying
3
Kardaras, Constantinos
3
Klüppelberg, Claudia
3
Larsen, Kasper
3
Leybourne, Stephen James
3
Lépinette, Emmanuel
3
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Econometric reviews
Finance and stochastics
European journal of operational research : EJOR
2,038
Computers & operations research : and their applications to problems of world concern ; an international journal
1,082
NBER working paper series
579
Operations research letters
567
Working paper / National Bureau of Economic Research, Inc.
521
International journal of production research
507
NBER Working Paper
491
Economics letters
485
Journal of econometrics
470
Journal of banking & finance
411
Journal of economic dynamics & control
388
International journal of forecasting
378
Discussion paper / Tinbergen Institute
362
Operations research
350
Mathematics of operations research
331
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
325
Insurance / Mathematics & economics
322
INFORMS journal on computing : JOC
321
Management science : journal of the Institute for Operations Research and the Management Sciences
309
Finance research letters
305
Journal of forecasting
290
Economic modelling
261
Mathematical methods of operations research
255
Journal of financial economics
241
Discussion paper / Centre for Economic Policy Research
240
Applied economics
234
International journal of theoretical and applied finance
234
Journal of empirical finance
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
222
The journal of finance : the journal of the American Finance Association
221
Working paper
216
Computational economics
210
International journal of production economics
210
The review of financial studies
204
Discussion paper / Center for Economic Research, Tilburg University
199
Econometric theory
199
Omega : the international journal of management science
189
Quantitative finance
186
Research paper series / Swiss Finance Institute
185
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ECONIS (ZBW)
385
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1
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10
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385
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1
A càdlàg rough path foundation for robust finance
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David Johannes
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 215-257
Persistent link: https://www.econbiz.de/10014447739
Saved in:
2
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Arduca, Maria
;
Munari, Cosimo-Andrea
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 831-862
Persistent link: https://www.econbiz.de/10014328991
Saved in:
3
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
4
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
5
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
6
From Bachelier to Dupire via optimal transport
Beiglböck, Mathias
;
Pammer, Gudmund
;
Schachermayer, Walter
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 59-84
Persistent link: https://www.econbiz.de/10012796471
Saved in:
7
A new Bayesian model for contagion and interdependence
Poon, Aubrey
;
Zhu, Dan
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 806-826
Persistent link: https://www.econbiz.de/10013364908
Saved in:
8
A concept of copula robustness and its applications in quantitative risk management
Zähle, Henryk
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 825-875
Persistent link: https://www.econbiz.de/10013440253
Saved in:
9
Semimartingale price systems in models with transaction costs beyond efficient friction
Kühn, Christoph
;
Molitor, Alexander
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 927-982
Persistent link: https://www.econbiz.de/10013440257
Saved in:
10
Market-to-book ratio in stochastic portfolio theory
Kim, Donghan
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 401-434
Persistent link: https://www.econbiz.de/10014253650
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