//--> //--> //-->
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
~accessRights:"restricted"
~person:"Escobar, Marcos"
~subject:"Innovation"
~subject:"Management"
~subject:"Post-Keynesian economics"
~subject:"Stochastischer Prozess"
~subject:"Ökonomische Ideengeschichte"
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
Employment protection legislat...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Innovation
Management
Post-Keynesian economics
Stochastischer Prozess
Ökonomische Ideengeschichte
Theorie
24
Theory
24
Portfolio selection
22
Portfolio-Management
22
Stochastic process
9
Erwartungsnutzen
7
Expected utility
7
Volatility
7
Volatilität
7
Decision under uncertainty
6
Entscheidung unter Unsicherheit
6
Risikoaversion
6
Risk aversion
6
Risikomaß
4
Risk measure
4
Welfare loss
4
4/2 stochastic volatility model
3
Ambiguity
3
Anlageverhalten
3
Behavioural finance
3
Dynamic portfolio optimization
3
Expected utility theory
3
Experiment
3
Interest rate
3
Multivariate portfolio choice
3
Portfolio choice
3
Portfolio optimization
3
Robust statistics
3
Robustes Verfahren
3
Stochastic interest rates
3
Stochastic volatility
3
Zins
3
ARCH model
2
ARCH-Modell
2
Ambiguity aversion
2
Charges
2
Commodity derivative
2
Commodity market
2
Commodity markets
2
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Escobar, Marcos
Gendreau, Michel
19
Akcigit, Ufuk
14
Chan, Joshua
13
Escudero, Laureano F.
13
Maggioni, Francesca
13
Chu, Angus C.
12
Aghion, Philippe
11
Liu, Ming
11
Wallace, Stein W.
11
Whalen, Charles Joseph
11
Boettke, Peter J.
10
Chu, Feng
10
Pichler, Alois
10
Antonelli, Cristiano
9
Chu, Chengbin
9
Kurz, Heinz D.
9
Li, Shoude
9
O'Donnell, Rod M.
9
Rei, Walter
9
Rochon, Louis-Philippe
9
Shapiro, Alexander
9
Wong, Wing Keung
9
Zheng, Feifeng
9
Acemoglu, Daron
8
Consigli, Giorgio
8
Dolgui, Alexandre
8
Kopa, Miloš
8
Lejeune, Miguel A.
8
Moriggia, Vittorio
8
Norbäck, Pehr-Johan
8
Rossi, Roberto
8
Tsionas, Efthymios G.
8
Ulmer, Marlin Wolf
8
Woodruff, David L.
8
Ahmed, Shabbir
7
Bertazzi, Luca
7
Bodur, Merve
7
Bylund, Per L.
7
Davidson, Paul
7
more ...
less ...
Published in...
All
Quantitative finance
4
Computational economics
1
IMA journal of management mathematics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
2
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
Saved in:
3
Portfolio choice with stochastic interest rates and learning about stock return predictability
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
International review of economics & finance : IREF
41
(
2016
),
pp. 347-370
Persistent link: https://www.econbiz.de/10011624748
Saved in:
4
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
5
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
Saved in:
6
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
7
International portfolio choice under multi-factor stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Gschnaidtner, …
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1193-1216
Persistent link: https://www.econbiz.de/10013367893
Saved in:
8
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
Saved in:
9
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->