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subject:"Kapitaleinkommen"
subject:"Risk"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"Stochastischer Prozess"
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Kapitaleinkommen
Risk
Börsenkurs
Stochastischer Prozess
Theorie
297
Theory
297
Portfolio selection
123
Portfolio-Management
123
Stochastic process
54
Forecasting model
50
Prognoseverfahren
50
Volatility
48
Volatilität
48
Share price
43
Risikomaß
37
Risk measure
37
Risiko
36
Capital income
35
Estimation
32
Schätzung
32
Mathematical programming
27
Mathematische Optimierung
27
Risikomanagement
27
Risk management
27
CAPM
23
Market microstructure
23
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23
Securities trading
22
Time series analysis
22
Wertpapierhandel
22
Zeitreihenanalyse
22
Portfolio optimization
21
Statistical distribution
21
Statistische Verteilung
21
Markov chain
20
Markov-Kette
20
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18
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18
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17
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Article
133
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134
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134
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Lillo, Fabrizio
5
Escobar, Marcos
4
Chen, Jing
3
Sornette, Didier
3
Abergel, Frédéric
2
Birge, John R.
2
Bormetti, Giacomo
2
Bouchaud, Jean-Philippe
2
Cheng, Yuyang
2
Cont, Rama
2
Doldi, A.
2
Endres, Sylvia
2
Hawkes, Alan
2
Li, Wai Keung
2
Liu, Li
2
Livieri, Giulia
2
Pan, Zhiyuan
2
Paterlini, Sandra
2
Satchell, Stephen
2
Stübinger, Johannes
2
Taranto, Damian Eduardo
2
Tóth, Bence
2
Wang, Yudong
2
Wu, Lan
2
Zumbach, Gilles O.
2
Ahn, Kwangwon
1
Antonov, Anton
1
Bacry, Emmanuel
1
Bae, Kwangil
1
Bai, Yang
1
Ballotta, Laura
1
Bauder, David
1
Ben-Horin, Moshe
1
Benth, Fred Espen
1
Bergen, V.
1
Bergk, Kerstin
1
Bhuyan, Rafiqul
1
Bianchi, Michele Leonardo
1
Blomvall, Jörgen
1
Bodnar, Taras
1
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
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Quantitative finance
European journal of operational research : EJOR
663
NBER working paper series
567
Working paper / National Bureau of Economic Research, Inc.
542
NBER Working Paper
466
Insurance / Mathematics & economics
396
Economics letters
306
Journal of banking & finance
295
Journal of economic dynamics & control
280
Discussion paper / Centre for Economic Policy Research
259
The review of financial studies
249
Journal of financial economics
242
Finance research letters
234
The journal of finance : the journal of the American Finance Association
233
Journal of economic theory
228
CESifo working papers
206
International journal of theoretical and applied finance
191
Finance and stochastics
190
Management science : journal of the Institute for Operations Research and the Management Sciences
190
Journal of econometrics
187
Journal of empirical finance
186
Economic modelling
183
Computers & operations research : and their applications to problems of world concern ; an international journal
175
Discussion paper / Tinbergen Institute
173
International journal of production research
166
Working paper
164
Risks : open access journal
160
International review of financial analysis
158
International review of economics & finance : IREF
152
Operations research
151
Mathematical finance : an international journal of mathematics, statistics and financial theory
141
Applied economics
139
Journal of risk and uncertainty : JRU
130
Applied economics letters
129
Operations research letters
129
Research paper series / Swiss Finance Institute
129
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
Journal of economic behavior & organization : JEBO
120
The European journal of finance
118
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
116
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ECONIS (ZBW)
134
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Multivariate systemic risk measures and computation by deep learning algorithms
Doldi, A.
;
Feng, Y.
;
Fouque, Jean-Pierre
;
Frittelli, Marco
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1431-1444
Persistent link: https://www.econbiz.de/10014419169
Saved in:
3
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
4
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
5
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
6
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
7
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
8
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
Saved in:
9
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
10
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
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