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~type_genre:"Aufsatz im Buch"
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Search: subject:"Vasicek model"
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Mean Reversion
19
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19
Theorie
7
Theory
7
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5
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5
Börsenkurs
4
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4
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3
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2
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1871-2013
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Aufsatz im Buch
Article in journal
299
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299
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87
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83
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82
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19
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13
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4
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Abaoub, Ezzeddine
1
Abellán Madrid, María Jesús
1
Amédée-Manesme, Charles-Olivier
1
Anderson, Jock R.
1
Barthélémy, Fabrice
1
Bertrand, Philippe
1
Bikker, Jacob A.
1
Bobenrieth H., Eugenio S.
1
Bobenrieth H., Juan R. A.
1
Böhm, Volker
1
Chiarella, Carl
1
Chiu, Chun-Hung
1
Choi, Tsan-Ming
1
Falbo, Paolo
1
Fang, Xu
1
Frittelli, Marco
1
García Tabuenca, Antonio
1
Geman, Hélyette
1
Hagenaars, Jacques A.
1
Hakim, Sam R.
1
Hammami, Fatma
1
He, Xue-zhong
1
Herwartz, Helmut
1
Hüls, Thorsten
1
Jawadi, Fredj
1
Lioui, Abraham
1
Mikova, Evgenya
1
Neaime, Simon
1
Nielsen, Steen
1
Ohana, Steve
1
Overgaard Olesen, Jan
1
Peretti, Christian de
1
Prigent, Jean-Luc
1
Rengel, Malte
1
Smith, Gary
1
Spierdijk, Laura
1
Stefani, Silvana
1
Suárez Gálvez, Cristina
1
Teplova, Tamara V.
1
Weron, Rafał
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Risk management and value : valuation and asset price
2
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Decision making and risk/return optimization in financial economics
1
Emerging production optimization issues in supply chain systems
1
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
1
Empirical studies of price behaviour in the Danish stock market
1
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
1
Information efficiency and anomalies in Asian equity markets : theories and evidence
1
Innovation and entrepreneurship in the global economy : knowledge, technology and internationalization
1
Lebensbedingungen in Deutschland in der Längsschnittperspektive
1
Long memory in economics : with 50 tables
1
Modelling techniques for financial markets and bank management
1
Models and methods in economics and management science : essays in honor of Charles S. Tapiero
1
Pension fund economics and finance : efficiency, investments and risk-taking
1
Risk management in commodity markets : from shipping to agricuturals and energy
1
Stock market volatility
1
The economics of food price volatility
1
Toward a just society : Joseph Stiglitz and twenty-first century economics
1
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ECONIS (ZBW)
19
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10
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19
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date (oldest first)
1
Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 65-98)
.
2019
Persistent link: https://www.econbiz.de/10012127933
Saved in:
2
Confounding true and random changes in categorical panel data : regression to the mean and regression to the mode
Hagenaars, Jacques A.
- In:
Lebensbedingungen in Deutschland in der …
,
(pp. 245-266)
.
2018
Persistent link: https://www.econbiz.de/10011754457
Saved in:
3
Mean reversion in stock prices : implications for long-term investors
Spierdijk, Laura
;
Bikker, Jacob A.
- In:
Pension fund economics and finance : efficiency, …
,
(pp. 119-139)
.
2018
Persistent link: https://www.econbiz.de/10011818669
Saved in:
4
Companies are seldom as good or as bad as they seem at the time
Smith, Gary
- In:
Toward a just society : Joseph Stiglitz and …
,
(pp. 95-110)
.
2018
Persistent link: https://www.econbiz.de/10011906050
Saved in:
5
Mean reversion effect and contrarian strategy
Teplova, Tamara V.
;
Mikova, Evgenya
- In:
Information efficiency and anomalies in Asian equity …
,
(pp. 89-112)
.
2017
Persistent link: https://www.econbiz.de/10011928435
Saved in:
6
Supply chain risk analysis with mean-variance models : a technical review
Chiu, Chun-Hung
;
Choi, Tsan-Ming
- In:
Emerging production optimization issues in supply chain …
,
(pp. 489-507)
.
2016
Persistent link: https://www.econbiz.de/10011497695
Saved in:
7
R&D investments and firm survival across regions
Abellán Madrid, María Jesús
;
García Tabuenca, Antonio
; …
- In:
Innovation and entrepreneurship in the global economy : …
,
(pp. 21-43)
.
2015
Persistent link: https://www.econbiz.de/10011338118
Saved in:
8
A paradox of the mean variance setting for the long term investor
Lioui, Abraham
- In:
Models and methods in economics and management science …
,
(pp. 75-93)
.
2014
Persistent link: https://www.econbiz.de/10011551843
Saved in:
9
A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut
;
Rengel, Malte
;
Fang, Xu
- In:
An analysis of long-term influences on financial …
,
(pp. 7-41)
.
2014
Persistent link: https://www.econbiz.de/10010480408
Saved in:
10
Bubble troubles? : rational storage, mean reversion, and runs in commodity prices
Bobenrieth H., Eugenio S.
;
Bobenrieth H., Juan R. A.
; …
- In:
The economics of food price volatility
,
(pp. 193-208)
.
2014
Persistent link: https://www.econbiz.de/10010434181
Saved in:
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