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~subject:"Game theory"
~subject:"Mathematische Optimierung"
~subject:"Monetary policy"
~subject:"Spieltheorie"
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Game theory
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101
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90
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87
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78
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63
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62
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57
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57
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56
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56
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56
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Computers & operations research : and their applications to problems of world concern ; an international journal
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667
NBER working paper series
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Operations research letters
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Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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European economic review : EER
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of production economics
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Macroeconomic dynamics
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IMF working papers
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International journal of game theory : official journal of the Game Theory Society
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ECONIS (ZBW)
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1
Infinite-variance, alpha-stable shocks in monetary SVAR
Hannsgen, Greg
- In:
International review of applied economics
26
(
2012
)
6
,
pp. 755-786
Persistent link: https://www.econbiz.de/10009719299
Saved in:
2
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
3
Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira
;
Ortobelli, Sergio
;
Račev, Svetlozar T.
; …
- In:
Optimizing optimization : the next generation of …
,
(pp. 117-141)
.
2010
Persistent link: https://www.econbiz.de/10003939075
Saved in:
4
Portfolio selection and optimization with higher moments : evidence from the Indian stock market
Saranya, K.
;
Prasanna, P. Krishna
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 133-149
Persistent link: https://www.econbiz.de/10010358431
Saved in:
5
Distribution assumption and risk constraints in portfolio optimization
Maringer, Dietmar G.
-
2003
Persistent link: https://www.econbiz.de/10001786452
Saved in:
6
Genetic algorithm-based portfolio optimization with higher moments in global stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
Journal of risk
20
(
2017/2018
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011848918
Saved in:
7
A theoretical generalization of the Markowitz model incorporating skewness and kurtosis
Uberti, Pierpaolo
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 877-886
Persistent link: https://www.econbiz.de/10014304382
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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