//--> //--> //--> //-->
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
~isPartOf:"Finance and stochastics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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:"Bernoulli-Prozess"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Time series analysis
Stochastic process
237
Stochastischer Prozess
237
Theorie
152
Theory
152
Option pricing theory
85
Optionspreistheorie
85
Volatility
64
Volatilität
64
Portfolio-Management
42
Zeitreihenanalyse
23
Markov-Kette
21
Martingal
21
Martingale
21
Markov chain
20
Yield curve
19
Zinsstruktur
19
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
CAPM
14
Control theory
13
Hedging
13
Kontrolltheorie
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risiko
12
Risk
12
Stochastic volatility
12
Bayes-Statistik
11
Bayesian inference
11
Black-Scholes model
11
Black-Scholes-Modell
11
Börsenkurs
11
Share price
11
Derivat
10
Derivative
10
Option trading
10
Optionsgeschäft
10
State space model
10
more ...
less ...
Online availability
All
Free
25
Undetermined
22
Type of publication
All
Article
44
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Arbeitspapier
20
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Forschungsbericht
2
more ...
less ...
Language
All
English
64
Author
All
Gao, Jiti
13
Martin, Gael M.
5
Dong, Chaohua
4
Choulli, Tahir
3
Maneesoonthorn, Worapree
3
Pan, Guangming
3
Aksamit, Anna
2
Björk, Tomas
2
Deng, Jun
2
Frazier, David T.
2
Jeanblanc, Monique
2
Karatzas, Ioannis
2
Kim, Donghan
2
McCabe, Brendan Peter Martin
2
Murgoci, Agatha
2
Yang, Yanrong
2
Zhang, Bo
2
Ackermann, Julia
1
Anderson, Heather M.
1
Athanasopoulos, George
1
Avanesyan, Levon
1
Barndorff-Nielsen, Ole E.
1
Becherer, Dirk
1
Belak, Christoph
1
Benth, Fred Espen
1
Bilarev, Todor
1
Chen, Xiangjin B.
1
Christensen, Sören
1
Czichowsky, Christoph
1
Dammann, Felix
1
De Silva, Ashton
1
Delbaen, Freddy
1
Dempster, Michal A. H.
1
Egami, Masahiko
1
Egorov, Sergei
1
Ehlers, Philippe
1
Elie, Romuald
1
Emmer, Susanne
1
Evstigneev, Igor V.
1
Federico, Salvatore
1
more ...
less ...
Published in...
All
Finance and stochastics
Working paper / Department of Econometrics and Business Statistics, Monash University
Insurance / Mathematics & economics
90
Journal of econometrics
75
European journal of operational research : EJOR
72
International journal of theoretical and applied finance
59
Discussion paper / Tinbergen Institute
50
Quantitative finance
46
Journal of economic dynamics & control
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Econometric reviews
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Risks : open access journal
28
Computational economics
26
Journal of banking & finance
25
Econometric theory
24
Mathematical methods of operations research
24
Applied mathematical finance
23
Journal of mathematical finance
23
Economic modelling
22
Finance research letters
22
Journal of risk and financial management : JRFM
22
Annals of finance
21
Economics letters
20
International journal of financial engineering
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Mathematics and financial economics
18
Scandinavian actuarial journal
18
Working paper
17
International journal of forecasting
16
Research paper series / Swiss Finance Institute
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Journal of empirical finance
15
Applied economics letters
14
CAMA working paper series
14
The econometrics journal
14
Mathematical finance : an international journal of mathematics, statistics and financial economics
13
Cowles Foundation discussion paper
12
Econometrics : open access journal
12
IMA journal of management mathematics
12
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal execution with multiplicative price impact and incomplete information on the return
Dammann, Felix
;
Ferrari, Giorgio
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 713-768
Persistent link: https://www.econbiz.de/10014328989
Saved in:
2
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
3
A stochastic control perspective on term structure models with roll-over risk
Fontana, Claudio
;
Pavarana, Simone
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 903-932
Persistent link: https://www.econbiz.de/10014426396
Saved in:
4
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
5
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
6
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:
7
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
8
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
Saved in:
9
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->