Narrow search
Showing 1 - 10 of 20,888
Cover Image
The effects of stochastic inflation on asset prices
Labadie, Pamela - 1988
Persistent link: https://www.econbiz.de/10000765366
Cover Image
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Cover Image
Discrete-time Asset Pricing Models in Applied Stochastic Finance
Vassiliou, Panos C. G. - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003895184
Cover Image
The numéraire portfolio and arbitrage in semimartingale models of financial markets
Kardaras, Konstantinos - 2005
Persistent link: https://www.econbiz.de/10003904226
Cover Image
Stochastic programming approximations using limited moment information, with application to asset allocation
Edirisinghe, N. Chanaka P. - In: Stochastic programming : the state of the art ; in …, (pp. 97-138). 2011
Persistent link: https://www.econbiz.de/10008798665
Cover Image
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Cover Image
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Cover Image
How does beta explain stochastic dominance efficiency?
Shalit, Haim; Yitzhaki, Shlomo - In: Review of quantitative finance and accounting 35 (2010) 4, pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
Cover Image
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F. - In: Finance and stochastics 15 (2011) 3, pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
Cover Image
Stochastic spanning
Arvanitis, Stelios; Hallam, Mark; Post, Thierry - 2015
This study develops and implements a theory and method for analyzing whether introducing new securities or relaxing …
Persistent link: https://www.econbiz.de/10010512497