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Search: subject:"Stochastisches Modell "
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Stochastic process
47
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IMA journal of management mathematics
European journal of operational research : EJOR
636
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
218
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
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169
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164
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140
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119
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115
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110
The journal of computational finance
106
Economics letters
96
Journal of mathematical finance
89
Econometric reviews
86
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
Economic modelling
81
Energy economics
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
Annals of operations research
79
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Finance research letters
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Mathematical methods of operations research
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Omega : the international journal of management science
76
Computational Management Science : CMS
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72
Journal of banking & finance
71
Journal of economic theory
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
47
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1
Portfolio rebalancing based on time series momentum and downside risk
Guo, Xiaoshi
;
Ryan, Sarah M.
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 355-381
Persistent link: https://www.econbiz.de/10014313747
Saved in:
2
An advanced acceptance reliability sampling plan for heterogeneous items subject to external shocks
Cha, Ji Hwan
;
Finkelstein, Maxim
- In:
IMA journal of management mathematics
35
(
2024
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10014526116
Saved in:
3
Portfolio optimization and intergenerational risk sharing for a collective defined contribution pension plan
Wang, Suxin
;
Wang, Peiqi
;
Zhang, Shuhua
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 383-414
Persistent link: https://www.econbiz.de/10014313755
Saved in:
4
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
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5
Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching
He, Xin-Jiang
;
Chen, Wenting
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10012798778
Saved in:
6
Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice
;
Hachem, Saeb
- In:
IMA journal of management mathematics
33
(
2022
)
2
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
Saved in:
7
A stochastic dominance approach to pension-fund selection
Kopa, Miloš
;
Kabašinskas, Audrius
;
Šutienė, Kristina
- In:
IMA journal of management mathematics
33
(
2022
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
Saved in:
8
Performance analysis in a stochastic supply chain with reverse flows : a DEA-based approach
Amirteimoori, Alireza
;
Khoshandam, Leila
;
Kordrostami, …
- In:
IMA journal of management mathematics
33
(
2022
)
3
,
pp. 433-456
Persistent link: https://www.econbiz.de/10013253390
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9
Multivariate stochastic dominance applied to sector-based portfolio selection
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012434397
Saved in:
10
How correlation risk in basket credit derivatives might be priced and managed?
Zhu, Dong-Mei
;
Gu, Jia-wen
;
Yu, Feng-Hui
;
Ching, Wai Ki
; …
- In:
IMA journal of management mathematics
32
(
2021
)
2
,
pp. 195-219
Persistent link: https://www.econbiz.de/10012434401
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