//--> //--> //-->
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
~person:"Giacometti, Rosella"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Shock"
~type_genre:"Book section"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Shock
Capital income
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Sharpe ratio
1
Stochastic dominance
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Book section
Aufsatz im Buch
1
Language
All
English
1
Author
All
Giacometti, Rosella
Ahsan, Nazmul
1
Aloui, Donia
1
Balcilar, Mehmet
1
BenMabrouk, Houda
1
Bonomelli, Marco
1
Dufour, Jean-Marie
1
Ghabri, Yosra
1
Ortobelli Lozza, Sergio
1
Roubaud, David
1
Usman, Ojonugwa
1
more ...
less ...
Published in...
All
Stochastic optimization: theory and applications
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint tails impact in
stochastic
volatility
portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->