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Fabozzi, Frank J.
130
Maurer, Raimond
77
Platen, Eckhard
60
Gollier, Christian
55
Uppal, Raman
49
Korn, Ralf
48
Guidolin, Massimo
44
Mitchell, Olivia S.
42
Ang, Andrew
41
Satchell, Stephen
41
Post, Thierry
40
Markowitz, Harry
39
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38
Li, Duan
38
McAleer, Michael
38
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36
Wong, Wing Keung
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Lo, Andrew W.
35
Schenk-Hoppé, Klaus Reiner
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Kraft, Holger
34
Prigent, Jean-Luc
34
Viceira, Luis M.
34
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33
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33
Lucas, André
32
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32
Bodie, Zvi
28
Račev, Svetlozar T.
28
Başak, Suleyman
27
Branger, Nicole
27
Kane, Alex
27
Lioui, Abraham
27
Muhle-Karbe, Johannes
27
Pedersen, Lasse Heje
27
Sass, Jörn
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Wang, Ruodu
27
Albrecht, Peter
26
Evstigneev, Igor V.
26
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Judge Institute of Management Studies
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Universität Mannheim
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Friedrich-Schiller-Universität Jena
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Goethe-Universität Frankfurt am Main
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Nationalekonomiska Institutionen <Lund>
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Pensions Institute
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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World Bank
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Association for Investment Management and Research
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Bonn Graduate School of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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International Association for the Study of Insurance Economics
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Johannes Gutenberg-Universität Mainz
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Københavns Universitet / Økonomisk Institut
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Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
University of Canterbury / Dept. of Economics and Finance
3
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Birkbeck College / Department of Economics
2
Books on Demand GmbH <Norderstedt>
2
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Insurance / Mathematics & economics
317
European journal of operational research : EJOR
301
Journal of banking & finance
269
NBER working paper series
249
Finance research letters
220
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
199
Journal of economic dynamics & control
189
International journal of theoretical and applied finance
171
Finance and stochastics
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
161
Quantitative finance
142
Research paper series / Swiss Finance Institute
133
Risks : open access journal
118
Journal of financial economics
113
Journal of empirical finance
110
Management science : journal of the Institute for Operations Research and the Management Sciences
110
The journal of portfolio management : a publication of Institutional Investor
105
The review of financial studies
102
The journal of finance : the journal of the American Finance Association
99
Economic modelling
96
International review of financial analysis
96
Swiss Finance Institute Research Paper
95
The journal of asset management
94
International review of economics & finance : IREF
92
The North American journal of economics and finance : a journal of financial economics studies
89
Discussion paper / Centre for Economic Policy Research
88
Journal of risk and financial management : JRFM
88
Economics letters
87
The European journal of finance
87
Mathematics and financial economics
83
Computational economics
78
Applied economics
76
Mathematical methods of operations research
76
Journal of mathematical finance
71
The journal of portfolio management : JPM
71
Discussion paper / Tinbergen Institute
69
Annals of finance
68
SpringerLink / Bücher
67
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65
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ECONIS (ZBW)
20,398
EconStor
189
USB Cologne (EcoSocSci)
13
OLC EcoSci
10
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20,610
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date (oldest first)
1
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
2
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2021
Persistent link: https://www.econbiz.de/10013339035
Saved in:
3
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
-
2020
Persistent link: https://www.econbiz.de/10013335000
Saved in:
4
Dynamic factor, leverage and realized covariances in multivariate stochastic
volatility
Yamauchi, Yuta
;
Omori, Yasuhiro
- In:
Econometric reviews
42
(
2023
)
6
,
pp. 513-539
Persistent link: https://www.econbiz.de/10014305574
Saved in:
5
Stochastic
volatility
modelling in portfolio selection via sequential Monte Carlo simulation
Nascimento, Igor Ferreira do
;
Albuquerque, Pedro H.
; …
- In:
International journal of portfolio analysis and …
2
(
2021
)
3
,
pp. 249-267
Persistent link: https://www.econbiz.de/10012595961
Saved in:
6
Joint tails impact in stochastic
volatility
portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
7
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
8
A
theory
of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella
;
Cerqueti, Roy
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
Saved in:
9
A bayesian approach to measurement of backtest overfitting
Witzany, Jiří
- In:
Risks : open access journal
9
(
2021
)
1/18
,
pp. 1-22
approach that yields the desired robust estimates on the basis of a Markov chain Monte Carlo (
MCMC
) simulation. The approach is …
Persistent link: https://www.econbiz.de/10012423034
Saved in:
10
Portfolio optimization in discrete time with proportional transaction costs under stochastic
volatility
Kim, Ha Young
;
Viens, Frederi G.
- In:
Annals of finance
8
(
2012
)
2/3
,
pp. 405-425
Persistent link: https://www.econbiz.de/10009548076
Saved in:
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