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~institution:"International Center for Financial Asset Management and Engineering"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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ARCH-Modell
Capital income
Mathematische Optimierung
Portfolio-Management
Prognoseverfahren
Zinsstruktur
Theorie
21
Theory
21
Portfolio selection
6
CAPM
3
Estimation
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Public bond
3
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Aktienmarkt
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Asymmetric information
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Derivat
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International financial market
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Internationaler Finanzmarkt
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Kapitaleinkommen
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Stochastisches Spiel
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Welt
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World
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ARCH model
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Auktionstheorie
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Capital mobility
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Capital structure
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Corporate Governance
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Non-commercial literature
6
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6
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English
11
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Scaillet, Olivier
3
Jondeau, Eric
2
Menoncin, Francesco
2
Rockinger, Michael
2
Bacchetta, Philippe
1
Bacmann, Jean-François
1
Battocchio, Paolo
1
Berk, Jonathan B.
1
Bolliger, Guido
1
Cheng, Peng
1
Demchuk, Andriy
1
Ehling, Paul
1
Green, Richard C.
1
Isakov, Dušan
1
Ramos, Sofia B.
1
Sonney, Frédéric
1
Van Wincoop, Eric
1
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
861
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
40
OECD
29
Ekonomiska forskningsinstitutet <Stockholm>
28
Erasmus Research Institute of Management
26
Federal Reserve Bank of St. Louis
26
Centre for Analytical Finance <Århus>
23
Econometrisch Instituut <Rotterdam>
23
European University Institute / Department of Law
23
Springer Fachmedien Wiesbaden
22
Center for Economic Research <Tilburg>
21
Institute of Finance and Accounting <London>
21
Rodney L. White Center for Financial Research
21
IGI Global
20
Deutsche Forschungsgemeinschaft
18
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Federal Reserve System / Division of Research and Statistics
13
Gottfried Wilhelm Leibniz Universität Hannover
13
European University Institute / Department of Economics
12
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
The Wharton Financial Institutions Center
12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Birkbeck College / Department of Economics
11
Federal Reserve Bank of San Francisco
11
Innocenzo Gasparini Institute for Economic Research <Mailand>
11
Institut für Betriebswirtschaftslehre <Darmstadt> / Fachgebiet Operations-Research
11
University of Canterbury / Dept. of Economics and Finance
11
University of Exeter / Department of Economics
11
Christian-Albrechts-Universität zu Kiel
10
Rutgers University / Department of Economics
10
University of Strathclyde / Department of Economics
10
Verlag Dr. Kovač
10
World Bank
10
Österreichisches Institut für Wirtschaftsforschung
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Universität Mannheim
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Institut für Höhere Studien
8
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ECONIS (ZBW)
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Who are the best? : Local versus foreign analysts on the Latin American stock markets
Bacmann, Jean-François
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791447
Saved in:
2
Mutual fund flows and performance in rational markets
Berk, Jonathan B.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865022
Saved in:
3
Mortality risk and real optimal asset allocation for pension funds
Menoncin, Francesco
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865031
Saved in:
4
Portfolio optimization with concave transaction costs
Demchuk, Andriy
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865036
Saved in:
5
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
6
Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437
Saved in:
7
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
Saved in:
8
Are practitioners right? : On the relative importance of industrial factors in international stock returns
Isakov, Dušan
(
contributor
);
Sonney, Frédéric
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791445
Saved in:
9
Geographical versus industrial diversification : a mean variance spanning approach
Ehling, Paul
(
contributor
);
Ramos, Sofia B.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791454
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10
Optimal Asset Allocation for Pension Funds Under Mortality Risk During the Accumulation and Decumulation Phases
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001795066
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