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
~institution:"Judge Institute of Management Studies"
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
An adaptive test of stochastic...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Allocative efficiency
1
Allokationseffizienz
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
CAPM
1
Dynamic programming
1
Dynamische Optimierung
1
Hedging
1
Markov chain
1
Markov-Kette
1
Share price
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Dempster, Michael A. H.
2
Thompson, G. W. P.
2
Boyle, Phelim P.
1
Evstigneev, Igor V.
1
Foster, Michael E.
1
Goodworth, T. R. J.
1
Imai, Junichi
1
Jones, C. M.
1
MacLean, Leonard C.
1
Schenk-Hoppé, K. R.
1
Scott, J. E.
1
Ziemba, William T.
1
more ...
less ...
Institution
All
Judge Institute of Management Studies
National Bureau of Economic Research
104
International Monetary Fund (IMF)
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
66
Centre for Analytical Finance <Århus>
29
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
27
Ekonomiska forskningsinstitutet <Stockholm>
13
Nationalekonomiska Institutionen, Ekonomihögskolan
13
Queen Mary College / Department of Economics
12
Springer Fachmedien Wiesbaden
10
Econometrisch Instituut <Rotterdam>
9
Tinbergen Instituut
9
University of Exeter / Department of Economics
9
Agricultural and Applied Economics Association - AAEA
8
Department of Economics, University of Victoria
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
8
Finance Discipline Group, Business School
8
European Association of Agricultural Economists - EAAE
7
HAL
7
Institut für Schweizerisches Bankwesen <Zürich>
7
Nationalekonomiska Institutionen <Lund>
7
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
7
Aarhus Universitet / Afdeling for Nationaløkonomi
6
EconWPA
6
Erasmus Research Institute of Management
6
International Monetary Fund
6
Tinbergen Institute
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
University of Canterbury / Dept. of Economics and Finance
6
Cowles Foundation for Research in Economics, Yale University
5
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
5
Arbeitskreis Quantitative Steuerlehre
4
Chambre de commerce et d'industrie de Paris
4
Deutsche Bundesbank
4
Economics Department, Queen's University
4
European University Institute / Department of Economics
4
European University Institute / Department of Law
4
Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues - GEWISOLA
4
Institute for the Study of Labor (IZA)
4
National Institute of Economic and Social Research
4
more ...
less ...
Published in...
All
Working paper series
6
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Building a risk measurement framework for hedge funds and funds of funds
Goodworth, T. R. J.
(
contributor
);
Jones, C. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179183
Saved in:
2
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
3
Empirical bayes estimation with dynamic portfolio models
MacLean, Leonard C.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002179116
Saved in:
4
Stochastic modelling and optimization using stochastics TM
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777019
Saved in:
5
Markov properties of stationary Gaussian term structure models
Thompson, G. W. P.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736186
Saved in:
6
Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736256
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
