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~subject:"Schätzung"
~subject:"Stochastic process"
~type:"article"
~type:"journal"
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Schätzung
Stochastic process
CAPM
52
Theorie
24
Theory
24
Portfolio selection
22
Portfolio-Management
22
Capital income
15
Kapitaleinkommen
15
Stochastischer Prozess
15
Option pricing theory
14
Optionspreistheorie
14
Asset pricing
10
Börsenkurs
10
Estimation
10
Share price
10
Risiko
9
Risk
9
Volatility
9
Volatilität
9
Forecasting model
8
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8
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6
Risikoprämie
6
Risk measure
6
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6
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6
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6
Credit risk
5
Kreditrisiko
5
Portfolio optimization
5
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5
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Aktienmarkt
4
Beta risk
4
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4
Discounting
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23
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González-Urteaga, Ana
2
Rubio, Gonzalo
2
Bianchi, Michele Leonardo
1
Capriotti, Luca
1
Chow, K. Victor
1
Chung, Munki
1
Dentcheva, Darinka
1
Distaso, Walter
1
Dong, Juan
1
Dupret, Jean-Loup
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Law, Keith K. F.
1
Lee, Yongjae
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Ni, Yinan
1
Nieto Domenech, Belen
1
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1
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1
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Quantitative finance
Journal of financial economics
81
Journal of empirical finance
53
Journal of banking & finance
51
Finance research letters
48
International review of financial analysis
41
The journal of finance : the journal of the American Finance Association
37
International review of economics & finance : IREF
32
Applied economics
31
Journal of economic dynamics & control
31
Pacific-Basin finance journal
30
Journal of international financial markets, institutions & money
28
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Economic modelling
27
Journal of international money and finance
27
The review of financial studies
27
The North American journal of economics and finance : a journal of financial economics studies
26
The European journal of finance
25
Journal of financial and quantitative analysis : JFQA
23
Applied financial economics
22
Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
International journal of theoretical and applied finance
20
Review of quantitative finance and accounting
20
Journal of risk and financial management : JRFM
17
Research in international business and finance
17
Economics letters
14
Review of finance : journal of the European Finance Association
14
Annals of finance
13
Asia-Pacific financial markets
13
International journal of finance & economics : IJFE
13
The journal of asset management
13
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied economics letters
12
European journal of operational research : EJOR
12
Finance and stochastics
12
Journal of financial markets
12
Quantitative economics : QE ; journal of the Econometric Society
12
The journal of real estate finance and economics
12
European financial management : the journal of the European Financial Management Association
11
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ECONIS (ZBW)
23
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
3
An adaptive model for security prices driven by latent values : parameter estimation and option pricing effects
Hilliard, Jimmy E.
;
Hilliard, Jitka
;
Ni, Yinan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10013367896
Saved in:
4
Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
5
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
6
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
7
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
8
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
9
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
10
Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
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