//--> //--> //--> //-->
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
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Risk"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Multi-volume publication"
~type_genre:"Reprint"
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:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risk
Volatility
Volatilität
Theorie
304
Theory
304
Portfolio selection
129
Portfolio-Management
129
Stochastic process
53
Stochastischer Prozess
53
Forecasting model
52
Prognoseverfahren
52
Börsenkurs
44
Share price
44
Risikomaß
39
Risk measure
39
Capital income
36
Kapitaleinkommen
36
Risiko
36
Estimation
33
Schätzung
33
Risikomanagement
27
Risk management
27
Mathematical programming
26
Mathematische Optimierung
26
CAPM
25
Market microstructure
23
Marktmikrostruktur
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
ARCH model
18
ARCH-Modell
18
Neural networks
18
Neuronale Netze
18
more ...
less ...
Online availability
All
Undetermined
73
Free
10
Type of publication
All
Article
83
Type of publication (narrower categories)
All
Article in journal
Multi-volume publication
Reprint
Aufsatz in Zeitschrift
83
Language
All
English
83
Author
All
Escobar, Marcos
3
Cheng, Yuyang
2
Doldi, A.
2
Khashanah, Khaldoun
2
Li, Wai Keung
2
Lillo, Fabrizio
2
Liu, Li
2
Pan, Zhiyuan
2
Satchell, Stephen
2
Wang, Yudong
2
Ahn, Kwangwon
1
Alexander, Carol
1
Bacry, Emmanuel
1
Badescu, Alexandru
1
Ballotta, Laura
1
Bauder, David
1
Ben-Horin, Moshe
1
Benth, Fred Espen
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Bodnar, Taras
1
Braga, M. D.
1
Brandtner, Mario
1
Bu, Ruijun
1
Buccioli, Alice
1
Buonocore, R. J.
1
Burzoni, M.
1
Cao, Yi
1
Cattivelli, Luca
1
Chen, Jing
1
Chen, Nan
1
Chen, Yuyu
1
Chen, Zirong
1
Chorniy, Vladimir
1
Christensen, Troels Sønderby
1
Ciacci, Alberto
1
Clark, Brian
1
Costa, Giorgio
1
Couch, Matthew
1
Cui, Zhenyu
1
more ...
less ...
Published in...
All
Quantitative finance
Insurance / Mathematics & economics
271
European journal of operational research : EJOR
254
Economics letters
238
Journal of banking & finance
196
Journal of economic dynamics & control
179
Finance research letters
160
Journal of economic theory
159
Journal of econometrics
143
Economic modelling
135
Journal of risk and uncertainty : JRU
128
Risks : open access journal
118
Journal of financial economics
116
Journal of empirical finance
113
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
International journal of theoretical and applied finance
107
Energy economics
105
Applied economics
100
The review of financial studies
100
Journal of economic behavior & organization : JEBO
99
Journal of monetary economics
99
International review of economics & finance : IREF
98
International review of financial analysis
97
Finance and stochastics
92
International journal of forecasting
90
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of international money and finance
89
Applied economics letters
87
American journal of agricultural economics
82
The European journal of finance
76
The journal of finance : the journal of the American Finance Association
72
European economic review : EER
71
Theory and decision : an international journal for multidisciplinary advances in decision science
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
69
The North American journal of economics and finance : a journal of financial economics studies
69
Macroeconomic dynamics
68
The American economic review
64
Computational economics
63
Journal of mathematical economics
63
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
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:
5
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:
6
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:
7
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
8
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:
9
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
10
Risk sharing with deep neural networks
Burzoni, M.
;
Doldi, A.
;
Monzio Compagnoni, E.
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 233-252
Persistent link: https://www.econbiz.de/10014551970
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->