//--> //--> //--> //-->
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"
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
Investment style volatility an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
195
Portfolio-Management
195
Theorie
192
Theory
192
Volatility
191
Volatilität
191
Option pricing theory
123
Optionspreistheorie
123
Stochastic process
121
Stochastischer Prozess
121
Börsenkurs
89
Share price
89
Capital income
75
Kapitaleinkommen
75
Estimation
67
Forecasting model
67
Prognoseverfahren
67
Schätzung
66
Risikomaß
42
Risk measure
42
Risiko
41
Risk
41
Time series analysis
37
Zeitreihenanalyse
37
CAPM
36
Risikomanagement
33
Risk management
33
Market microstructure
32
Marktmikrostruktur
32
ARCH model
31
ARCH-Modell
31
Securities trading
31
Wertpapierhandel
31
Derivat
30
Derivative
30
Estimation theory
30
Schätztheorie
30
Anlageverhalten
29
Behavioural finance
29
Stochastic volatility
29
more ...
less ...
Online availability
All
Undetermined
385
Free
54
Type of publication
All
Article
439
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
440
Aufsatz in Zeitschrift
440
Conference paper
12
Konferenzbeitrag
12
Aufsatzsammlung
1
Language
All
English
440
Author
All
Escobar, Marcos
6
Lillo, Fabrizio
6
Sornette, Didier
6
Abergel, Frédéric
4
Bormetti, Giacomo
4
Bouchaud, Jean-Philippe
4
Gatheral, Jim
4
Kim, Woo Chang
4
Lee, Yongjae
4
Radoičić, Radoš
4
Wong, Hoi Ying
4
Bayer, Christian
3
Boudt, Kris
3
Cont, Rama
3
Cucuringu, Mihai
3
Felpel, Mike
3
Glasserman, Paul
3
Grobys, Klaus
3
Hilliard, Jimmy E.
3
Horvath, Blanka Nora
3
Härdle, Wolfgang
3
Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jang Ho
3
Li, Lingfei
3
Madan, Dilip B.
3
McWalter, Thomas A.
3
Olmo, Jose
3
Paterlini, Sandra
3
Pirjol, Dan
3
Rosenbaum, Mathieu
3
Schoutens, Wim
3
Stübinger, Johannes
3
Vanduffel, Steven
3
Wehrli, Alexander
3
Yu, Philip L. H.
3
Zhu, Song-Ping
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alexander, Carol
2
more ...
less ...
Published in...
All
Quantitative finance
NBER working paper series
1,942
Working paper / National Bureau of Economic Research, Inc.
1,794
Finance research letters
1,694
Journal of banking & finance
1,635
NBER Working Paper
1,479
International review of financial analysis
1,239
The journal of finance : the journal of the American Finance Association
1,157
Journal of financial economics
1,105
Applied economics
939
International review of economics & finance : IREF
911
Applied financial economics
835
The review of financial studies
819
Pacific-Basin finance journal
816
Energy economics
807
Journal of financial and quantitative analysis : JFQA
789
Discussion paper / Centre for Economic Policy Research
776
Applied economics letters
765
Journal of empirical finance
747
Economic modelling
702
The North American journal of economics and finance : a journal of financial economics studies
679
Economics letters
647
Journal of international financial markets, institutions & money
647
Research in international business and finance
625
The journal of futures markets
624
The European journal of finance
589
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
549
Review of quantitative finance and accounting
544
Working paper
539
International journal of theoretical and applied finance
518
Journal of international money and finance
512
Journal of economic dynamics & control
501
European journal of operational research : EJOR
487
Journal of risk and financial management : JRFM
483
Research paper series / Swiss Finance Institute
481
Management science : journal of the Institute for Operations Research and the Management Sciences
470
Journal of econometrics
444
Insurance / Mathematics & economics
440
CESifo working papers
409
International journal of economics and finance
407
more ...
less ...
Source
All
ECONIS (ZBW)
440
Showing
1
-
10
of
440
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Continuous-time stochastic mutual fund management game between active and passive funds
Han, Kai
;
Rong, Ximin
;
Shen, Yang
;
Zhao, Hui
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1647-1667
Persistent link: https://www.econbiz.de/10012653705
Saved in:
2
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang
;
Stasinakis, Charalampos
;
Sermpinis, Georgios
; …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Saved in:
3
Portfolio choices : comparative statics under both expected return and
volatility
uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
4
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
Saved in:
5
Macroeconomic fundamentals, jump dynamics and expected
volatility
Pan, Zhiyuan
;
Bu, Ruijun
;
Liu, Li
;
Wang, Yudong
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1345-1371
Persistent link: https://www.econbiz.de/10012262666
Saved in:
6
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
7
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
8
Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk
Grobys, Klaus
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1233-1247
Persistent link: https://www.econbiz.de/10011911534
Saved in:
9
Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
Saved in:
10
Risk-managed industry momentum and momentum crashes
Grobys, Klaus
;
Ruotsalainen, Joni
;
Äijö, Janne
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1715-1733
Persistent link: https://www.econbiz.de/10012261906
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...
//-->