//--> //--> //--> //-->
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:"Quantitative finance"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Mathematische Optimierung"
~subject:"Stochastic process"
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
Impact of aleatoric, stochasti...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Mathematische Optimierung
Stochastic process
Theorie
297
Theory
297
Stochastischer Prozess
165
Portfolio selection
150
Portfolio-Management
150
Volatility
128
Volatilität
128
Option pricing theory
126
Optionspreistheorie
126
Forecasting model
56
Prognoseverfahren
56
Risiko
54
Risk
54
Risikomanagement
50
Risk management
50
Risikomaß
49
Risk measure
49
Share price
47
Capital income
43
Estimation
43
Kapitaleinkommen
43
Schätzung
43
Monte Carlo simulation
41
Monte-Carlo-Simulation
41
Derivat
38
Derivative
38
CAPM
34
Statistical distribution
33
Statistische Verteilung
33
Mathematical programming
32
Hedging
30
Markov chain
30
Markov-Kette
30
Option trading
30
Optionsgeschäft
30
Stochastic volatility
29
Time series analysis
29
more ...
less ...
Online availability
All
Undetermined
198
Free
23
Type of publication
All
Article
220
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
221
Aufsatz in Zeitschrift
221
Conference paper
6
Konferenzbeitrag
6
Konferenzschrift
1
Language
All
English
221
Author
All
Escobar, Marcos
5
Lillo, Fabrizio
5
Bayer, Christian
4
Gatheral, Jim
4
Bormetti, Giacomo
3
Chen, Jing
3
Felpel, Mike
3
Kienitz, Jörg
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
Sornette, Didier
3
Abergel, Frédéric
2
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Bouchaud, Jean-Philippe
2
Chan, Tat Lung
2
Cheang, Gerald H. L.
2
Cheng, Yuyang
2
Consigli, Giorgio
2
Cont, Rama
2
Eberlein, Ernst
2
Endres, Sylvia
2
Feng, Y.
2
Forde, Martin
2
Fouque, Jean-Pierre
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
González-Urteaga, Ana
2
Gudkov, Nikolay
2
Guyon, Julien
2
Guéant, Olivier
2
Hainaut, Donatien
2
Hawkes, Alan
2
Horvath, Blanka Nora
2
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Livieri, Giulia
2
Lorig, Matthew
2
more ...
less ...
Institution
All
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Published in...
All
Quantitative finance
European journal of operational research : EJOR
2,245
Computers & operations research : and their applications to problems of world concern ; an international journal
1,160
Operations research letters
644
International journal of production research
620
Mathematics of operations research
429
Operations research
427
International journal of theoretical and applied finance
376
INFORMS journal on computing : JOC
347
NBER working paper series
307
Insurance / Mathematics & economics
302
International journal of production economics
293
Journal of economic dynamics & control
286
Working paper / National Bureau of Economic Research, Inc.
286
Management science : journal of the Institute for Operations Research and the Management Sciences
268
Journal of econometrics
267
Mathematical methods of operations research
258
Finance research letters
249
NBER Working Paper
249
Discussion paper / Tinbergen Institute
244
Finance and stochastics
241
Omega : the international journal of management science
231
Journal of banking & finance
221
Transportation research / E : an international journal
215
Computational economics
205
Economics letters
201
Journal of the Operational Research Society : OR
176
The journal of finance : the journal of the American Finance Association
174
Economic modelling
171
The review of financial studies
171
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
171
Annals of operations research
169
Journal of financial economics
163
Journal of the Operational Research Society
161
Top : an official journal of the Spanish Society of Statistics and Operations Research
161
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
159
SpringerLink / Bücher
155
Risks : open access journal
151
OR spectrum : quantitative approaches in management
150
Operational research : an international journal
150
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
221
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian mean-variance analysis : optimal portfolio selection under parameter
uncertainty
Bauder, David
;
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, …
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10012424557
Saved in:
2
Multivariate continuous-time modeling of wind indexes and hedging of wind
risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
3
On the price of
risk
in a mean-
risk
optimization model
Dentcheva, Darinka
;
Stock, Gregory J.
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1699-1713
Persistent link: https://www.econbiz.de/10012261905
Saved in:
4
Variable annuities in a Lévy-based hybrid model with surrender
risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
5
An alternative nonparametric tail
risk
measure
Law, Keith K. F.
;
Li, Wai Keung
;
Yu, Philip L. H.
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 685-696
Persistent link: https://www.econbiz.de/10012483847
Saved in:
6
Optimal solution of the liquidation problem under execution and price impact risks
Mariani, Francesca
;
Fatone, Lorella
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1037-1049
Persistent link: https://www.econbiz.de/10013367883
Saved in:
7
f-Betas and portfolio optimization with f-divergence induced
risk
measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
8
Risk
discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
9
The stochastic collocation Monte Carlo sampler : highly efficient sampling from "expensive" distributions
Grzelak, Lech A.
;
Witteveen, J. A. S.
;
Suárez-Taboada, M.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 339-356
Persistent link: https://www.econbiz.de/10012194657
Saved in:
10
Refinement by reducing and reusing random numbers of the Hybrid scheme for Brownian semistationary processes
Fukasawa, Masaaki
;
Hirano, Asuto
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1127-1146
Persistent link: https://www.econbiz.de/10012588025
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...
//-->