//--> //--> //--> //-->
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
~isPartOf:"Annals of finance"
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
Generalized stochastic gradien...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
210
Theory
210
Portfolio selection
63
Portfolio-Management
63
CAPM
39
Stochastic process
36
Stochastischer Prozess
36
Volatility
29
Volatilität
29
Financial market
24
Finanzmarkt
24
Risiko
20
Risk
20
Börsenkurs
18
Share price
18
Anlageverhalten
16
Behavioural finance
16
Incomplete market
16
Unvollkommener Markt
16
Asymmetric information
15
Asymmetrische Information
15
Allgemeines Gleichgewicht
13
General equilibrium
13
Capital income
12
Kapitaleinkommen
12
Forecasting model
11
Martingal
11
Martingale
11
Prognoseverfahren
11
Arbitrage
10
Hedging
10
Risikoprämie
10
Risk premium
10
Arbitrage Pricing
9
Arbitrage pricing
9
Decision under uncertainty
9
Entscheidung unter Unsicherheit
9
Risikoaversion
9
Risikomaß
9
Risk aversion
9
more ...
less ...
Online availability
All
Undetermined
79
Free
10
Type of publication
All
Article
217
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
220
Aufsatz in Zeitschrift
220
Collection of articles of several authors
4
Sammelwerk
4
Aufsatzsammlung
1
Konferenzschrift
1
Language
All
English
221
Author
All
Madan, Dilip B.
10
Tsomocos, Dimitrios P.
5
Elliott, Robert J.
4
Goodhart, Charles A. E.
4
Viens, Frederi G.
4
D'Amico, Guglielmo
3
Escobar, Marcos
3
Evstigneev, Igor V.
3
Fernholz, Robert
3
Karatzas, Ioannis
3
Leung, Tim
3
Lucchetta, Marcella
3
Rásonyi, Miklós
3
Siu, Tak Kuen
3
Aase Nielsen, Jørgen
2
Angoshtari, Bahman
2
Arya, Anil
2
Bayraktar, Erhan
2
Bernhardt, Dan
2
Bottazzi, Giulio
2
Chan, Leunglung
2
Christodoulakis, George A.
2
De Blasis, Riccardo
2
Flor, Christian Riis
2
Gersbach, Hans
2
Hainaut, Donatien
2
Instefjord, Norvald
2
Jarrow, Robert A.
2
Jensen, Bjarne Astrup
2
Kojima, Naoki
2
Petroni, Filippo
2
Pinheiro, Marcelo
2
Protter, Philip E.
2
Rossetto, Silvia
2
Sarantsev, Andrey
2
Sasaki, Kouji
2
Sayit, Hasanjan
2
Schoutens, Wim
2
Shubik, Martin
2
Takayama, Shino
2
more ...
less ...
Institution
All
Symposium on Financial Stability: Theory and Applications <2006>
1
Published in...
All
Annals of finance
NBER working paper series
7,327
Working paper / National Bureau of Economic Research, Inc.
6,781
NBER Working Paper
6,572
Economics letters
5,528
European journal of operational research : EJOR
5,226
Discussion paper / Centre for Economic Policy Research
4,695
CESifo working papers
3,961
Working paper
3,100
Journal of economic theory
2,988
Discussion paper / Tinbergen Institute
2,579
Journal of economic dynamics & control
2,570
Discussion paper series / IZA
2,520
The American economic review
2,435
Computers & operations research : and their applications to problems of world concern ; an international journal
2,376
CESifo Working Paper
2,343
Journal of economic behavior & organization : JEBO
2,333
Europäische Hochschulschriften / 5
2,179
International journal of production research
2,086
European economic review : EER
1,986
Discussion paper
1,965
Games and economic behavior
1,938
Economic modelling
1,860
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,852
Journal of econometrics
1,852
The economic journal : the journal of the Royal Economic Society
1,824
SpringerLink / Bücher
1,796
Applied economics
1,791
Journal of public economics
1,787
CESifo Working Paper Series
1,778
International journal of forecasting
1,745
IZA Discussion Paper
1,709
Discussion paper / Center for Economic Research, Tilburg University
1,697
Management science : journal of the Institute for Operations Research and the Management Sciences
1,656
Journal of banking & finance
1,543
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,542
IMF working papers
1,496
Journal of monetary economics
1,495
IZA Discussion Papers
1,448
Discussion papers / CEPR
1,435
Public choice
1,407
more ...
less ...
Source
All
ECONIS (ZBW)
221
Showing
1
-
10
of
221
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Learning from prices : information aggregation and accumulation in an asset market
Berardi, Michele
- In:
Annals of finance
17
(
2021
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10012489937
Saved in:
2
Determinants of stock market volatility and risk premia
Kurz, Mordecai
;
Jin, Hehui
;
Motolese, Maurizio
- In:
Annals of finance
1
(
2005
)
2
,
pp. 109-147
Persistent link: https://www.econbiz.de/10002713109
Saved in:
3
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
4
The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Annals of finance
8
(
2012
)
4
,
pp. 507-531
Persistent link: https://www.econbiz.de/10009670962
Saved in:
5
Robust portfolio optimization with a generalized expected utility model under ambiguity
Ma, Xiaoxian
;
Zhao, Qingzhen
;
Qu, Jilin
- In:
Annals of finance
4
(
2008
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10003737193
Saved in:
6
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
7
Information provision in financial markets
Bennouri, Moez
;
Clark, C. Robert
;
Robert, Jacques
- In:
Annals of finance
6
(
2010
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10003941219
Saved in:
8
Informational asymmetrics and a multiplier effect on price correlation and trading
Pinheiro, Marcelo
- In:
Annals of finance
1
(
2005
)
4
,
pp. 395-421
Persistent link: https://www.econbiz.de/10003090569
Saved in:
9
A new approach to the rational expectations equilibrium : existence, optimality and incentive compatibility
Castro, Luciano I. de
;
Pesce, Marialaura
;
Yannelis, …
- In:
Annals of finance
16
(
2020
)
1
,
pp. 1-61
Persistent link: https://www.econbiz.de/10012495961
Saved in:
10
Heterogeneous beliefs, the term structure and time-varying risk premia
Fan, Min
- In:
Annals of finance
2
(
2006
)
3
,
pp. 259-285
Persistent link: https://www.econbiz.de/10003337997
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->