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~person:"Chiarella, Carl"
~person:"Liu, Ming"
~person:"Sen, Suvrajeet"
~person:"Timmermann, Allan"
~person:"Tzeng, Larry Y."
~subject:"Share price"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stochastic process
Theorie
204
Theory
204
Stochastischer Prozess
41
Forecasting model
31
Prognoseverfahren
31
Scheduling problem
27
Scheduling-Verfahren
27
Mathematical programming
24
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Aufsatz in Zeitschrift
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60
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37
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59
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Chiarella, Carl
Liu, Ming
Sen, Suvrajeet
Timmermann, Allan
Tzeng, Larry Y.
Escudero, Laureano F.
35
Gendreau, Michel
23
Phillips, Peter C. B.
23
Wong, Wing Keung
20
Gupta, Rangan
18
McAleer, Michael
18
Jarrow, Robert A.
17
Yu, Jun
17
Escobar, Marcos
16
Shapiro, Alexander
15
Siu, Tak Kuen
15
Asai, Manabu
14
Subrahmanyam, Avanidhar
14
Wallace, Stein W.
14
Garcia, René
13
Maggioni, Francesca
13
Taylor, Robert
13
Carr, Peter
12
Chan, Joshua
12
He, Xue-zhong
12
Rossi, Roberto
12
Tarim, S. Armagan
12
Bertsimas, Dimitris
11
Caporale, Guglielmo Maria
11
Chu, Feng
11
Fabozzi, Frank J.
11
Garín, María Araceli
11
Huber, Jürgen
11
O'Hara, Maureen
11
Post, Thierry
11
Rei, Walter
11
Ryu, Doojin
11
Ulmer, Marlin Wolf
11
Westerhoff, Frank H.
11
Wong, Hoi Ying
11
Xiong, Xiong
11
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International journal of production research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of econometrics
3
Journal of economic dynamics & control
3
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Mathematics of operations research
2
The economic journal : the journal of the Royal Economic Society
2
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1
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Computational Management Science : CMS
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Computational optimization and applications : an international journal
1
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1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics letters
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC
1
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
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Nationaløkonomisk tidsskrift
1
Omega : the international journal of management science
1
Operations research
1
Social choice and welfare
1
The Scandinavian journal of economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
The review of financial studies
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
Transportation research / E : an international journal
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ECONIS (ZBW)
60
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1
Mitigating uncertainty via compromise decisions in two-stage stochastic linear programming : variance reduction
Sen, Suvrajeet
;
Liu, Yifan
- In:
Operations research
64
(
2016
)
6
,
pp. 1422-1437
Persistent link: https://www.econbiz.de/10011620693
Saved in:
2
On synchronous, asynchronous, and randomized best-response schemes for stochastic nash games
Lei, Jinlong
;
Shanbhag, Uday V.
;
Pang, Jong-shi
;
Sen, …
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 157-190
Persistent link: https://www.econbiz.de/10012183026
Saved in:
3
Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.
;
Reynolds, Stanley S.
;
Sen, Suvrajeet
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
Saved in:
4
Learning, structural instability, and present value calculations
Pesaran, M. Hashem
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10003509128
Saved in:
5
Stochastic scenario decomposition for multistage stochastic programs
Higle, Julia L.
;
Rayco, Brenda
;
Sen, Suvrajeet
- In:
IMA journal of management mathematics
21
(
2010
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10003984204
Saved in:
6
Exchange options under jump-diffusion dynamics
Cheang, Gerald H. L.
;
Chiarella, Carl
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10009381930
Saved in:
7
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
8
Almost expectation and excess dependence notions
Denuit, Michel
;
Huang, Rachel J.
;
Tzeng, Larry Y.
- In:
Theory and decision : an international journal for …
79
(
2015
)
3
,
pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
Saved in:
9
Revisiting almost second-degree stochastic dominance
Tzeng, Larry Y.
;
Huang, Rachel J.
;
Shih, Pai-ta
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1250-1254
Persistent link: https://www.econbiz.de/10009751102
Saved in:
10
Optimal convergence trade strategies
Liu, Jun
;
Timmermann, Allan
- In:
The review of financial studies
26
(
2013
)
4
,
pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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