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Theorie
207
Theory
207
Portfolio selection
88
Portfolio-Management
88
Stochastic process
59
Stochastischer Prozess
59
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55
Option pricing theory
50
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293
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Madan, Dilip B.
12
Elliott, Robert J.
7
Viens, Frederi G.
7
Evstigneev, Igor V.
5
Tsomocos, Dimitrios P.
5
Escobar, Marcos
4
Fernholz, Robert
4
Goodhart, Charles A. E.
4
Leung, Tim
4
Schoutens, Wim
4
Siu, Tak Kuen
4
Chan, Leunglung
3
D'Amico, Guglielmo
3
Jarrow, Robert A.
3
Karatzas, Ioannis
3
Rásonyi, Miklós
3
SenGupta, Indranil
3
Aase Nielsen, Jørgen
2
Amir, Rabah
2
Angoshtari, Bahman
2
Arya, Anil
2
Barucci, Emilio
2
Bayraktar, Erhan
2
Bottazzi, Giulio
2
Carassus, Laurence
2
Castro, Luciano I. de
2
Chronopoulou, Alexandra
2
Cvitanić, Jakša
2
D'Addona, Stefano
2
Flor, Christian Riis
2
Fouque, Jean-Pierre
2
Gersbach, Hans
2
Hainaut, Donatien
2
Haley, M. Ryan
2
Heunis, Andrew J.
2
Ibragimov, Rustam Ju.
2
Instefjord, Norvald
2
Jensen, Bjarne Astrup
2
Junike, Gero
2
Kojima, Naoki
2
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Symposium on Financial Stability: Theory and Applications <2006>
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Annals of finance
NBER working paper series
9,723
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8,515
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8,507
Economics letters
6,346
European journal of operational research : EJOR
6,162
Discussion paper / Centre for Economic Policy Research
5,708
CESifo working papers
4,795
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3,582
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3,541
Journal of economic behavior & organization : JEBO
3,312
SpringerLink / Bücher
3,270
Discussion paper series / IZA
3,265
Discussion paper / Tinbergen Institute
2,971
Games and economic behavior
2,882
Journal of economic dynamics & control
2,873
The American economic review
2,844
Europäische Hochschulschriften / 5
2,673
Computers & operations research : and their applications to problems of world concern ; an international journal
2,499
International journal of production research
2,457
Discussion paper
2,375
Management science : journal of the Institute for Operations Research and the Management Sciences
2,307
European economic review : EER
2,300
The economic journal : the journal of the Royal Economic Society
2,229
Economic theory : official journal of the Society for the Advancement of Economic Theory
2,143
Applied economics
2,141
Economic modelling
2,123
IZA Discussion Paper
2,116
Journal of public economics
2,110
CESifo Working Paper Series
2,065
CESifo Working Paper
2,063
Journal of banking & finance
2,035
Discussion paper / Center for Economic Research, Tilburg University
1,979
Public choice
1,965
International journal of production economics
1,915
Discussion papers / CEPR
1,840
Journal of business research : JBR
1,819
Journal of econometrics
1,804
Social choice and welfare
1,696
Journal of mathematical economics
1,689
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,654
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ECONIS (ZBW)
293
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91
A computable general equilibrium model for banking sector risk assessment in South Africa
Beyers, Conrad F. J.
;
De Freitas, Allan
;
Essel-Mensah, …
- In:
Annals of finance
16
(
2020
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10012495988
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92
Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
93
Development banking under weak institutions and imperfect credit markets
Senra Hodelin, Reynaldo
- In:
Annals of finance
16
(
2020
)
3
,
pp. 353-380
Persistent link: https://www.econbiz.de/10012496340
Saved in:
94
The price leadership share : a new measure of price discovery in financial markets
De Blasis, Riccardo
- In:
Annals of finance
16
(
2020
)
3
,
pp. 381-405
Persistent link: https://www.econbiz.de/10012496349
Saved in:
95
A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
Castro, Luciano I. de
;
Pesce, Marialaura
;
Yannelis, …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 1-61
Persistent link: https://www.econbiz.de/10012495961
Saved in:
96
Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo
;
Sgarra, Carlo
- In:
Annals of finance
16
(
2020
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
Saved in:
97
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael
;
SenGupta, Indranil
- In:
Annals of finance
16
(
2020
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
Saved in:
98
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules
Russo, Vincenzo
;
Lagasio, Valentina
;
Brogi, Marina
; …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012495982
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99
A second-order stock market model
Fernholz, Robert
;
Ichiba, Tomoyuki
;
Karatzas, Ioannis
- In:
Annals of finance
9
(
2013
)
3
,
pp. 439-454
Persistent link: https://www.econbiz.de/10009776425
Saved in:
100
Optimal portfolio choice for a behavioural investor in continuous-time markets
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10009741193
Saved in:
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