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~institution:"International Center for Financial Asset Management and Engineering"
~subject:"Capital income"
~subject:"Derivat"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Zinsstruktur"
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Capital income
Derivat
Mathematische Optimierung
Portfolio-Management
Prognoseverfahren
Zinsstruktur
Theorie
21
Theory
21
Portfolio selection
6
CAPM
3
Estimation
3
Public bond
3
Schätzung
3
Öffentliche Anleihe
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Aktienmarkt
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Asymmetric information
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Asymmetrische Information
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Derivative
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International financial market
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Internationaler Finanzmarkt
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Kapitaleinkommen
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Mortality
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Pensionskasse
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Sterblichkeit
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Stochastic game
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Stochastisches Spiel
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Stock market
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Welt
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World
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Yield curve
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ARCH model
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ARCH-Modell
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Aktienindex
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Auction theory
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Auktionstheorie
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Capital mobility
1
Capital structure
1
Corporate Governance
1
Corporate bond
1
Corporate governance
1
Correlation
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Arbeitspapier
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Graue Literatur
8
Non-commercial literature
8
Working Paper
8
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English
12
Author
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Scaillet, Olivier
3
Herrera, Helios
2
Menoncin, Francesco
2
Schroth, Enrique
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
Jondeau, Eric
1
Ramos, Sofia B.
1
Rockinger, Michael
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
882
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
OECD
29
Erasmus Research Institute of Management
26
Federal Reserve Bank of St. Louis
26
European University Institute / Department of Law
23
Institute of Finance and Accounting <London>
23
Springer Fachmedien Wiesbaden
22
Center for Economic Research <Tilburg>
21
Ekonomiska forskningsinstitutet <Stockholm>
21
Rodney L. White Center for Financial Research
21
IGI Global
20
Deutsche Forschungsgemeinschaft
19
Econometrisch Instituut <Rotterdam>
19
Centre for Analytical Finance <Århus>
17
Frank J. Fabozzi Associates <New Hope, Pa.>
17
Federal Reserve System / Division of Research and Statistics
15
Gottfried Wilhelm Leibniz Universität Hannover
13
The Wharton Financial Institutions Center
13
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
13
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Birkbeck College / Department of Economics
11
Christian-Albrechts-Universität zu Kiel
11
European University Institute / 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 Exeter / Department of Economics
11
Verlag Dr. Kovač
11
Chambre de commerce et d'industrie de Paris
10
Rutgers University / Department of Economics
10
University of Canterbury / Dept. of Economics and Finance
10
University of Strathclyde / Department of Economics
10
World Bank
10
Österreichisches Institut für Wirtschaftsforschung
10
Svenska Handelshögskolan <Helsinki>
9
Universität Mannheim
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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
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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
The allocation of assets under higher moments
Jondeau, Eric
(
contributor
);
Rockinger, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791441
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7
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
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8
The welfare implications of non-patentable financial innovations
Herrera, Helios
(
contributor
);
Schroth, Enrique
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791451
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9
Profitable innovation without patent protection : the case of derivatives
Herrera, Helios
(
contributor
);
Schroth, Enrique
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791452
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10
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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