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~subject:"Robustes Verfahren"
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Robustes Verfahren
Optionsgeschäft
4,942
Option trading
4,940
Robust statistics
3,648
Theorie
3,476
Theory
3,444
Optionspreistheorie
3,254
Option pricing theory
3,242
Volatilität
2,310
Volatility
2,271
Stochastischer Prozess
1,548
Stochastic process
1,524
Mathematische Optimierung
1,107
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1,106
Derivat
1,054
Derivative
1,053
Stochastic volatility
1,004
stochastic volatility
962
Schätztheorie
950
Estimation theory
947
Schätzung
840
Estimation
832
Portfolio selection
829
Portfolio-Management
825
Risk
631
Risiko
627
Hedging
609
USA
606
Robust optimization
592
United States
582
Börsenkurs
542
Decision under uncertainty
539
Entscheidung unter Unsicherheit
539
Share price
537
Prognoseverfahren
525
Forecasting model
519
Kapitaleinkommen
469
Capital income
467
Zeitreihenanalyse
466
Time series analysis
456
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2,002
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2,002
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683
Non-commercial literature
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142
Book section
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Hochschulschrift
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Thesis
37
Collection of articles of several authors
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Sammelwerk
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Conference paper
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Konferenzbeitrag
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Collection of articles written by one author
8
Sammlung
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Aufsatzsammlung
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2
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English
3,624
German
23
French
3
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2
Author
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Croux, Christophe
65
Hertog, Dirk den
47
Ben-Tal, Aharon
27
Goerigk, Marc
27
Victoria-Feser, Maria-Pia
27
Čížek, Pavel
27
Sun, Yixiao
26
Bertsimas, Dimitris
24
Delage, Erick
24
Kuhn, Daniel
24
Morris, Stephen
23
Sargent, Thomas J.
23
Hansen, Lars Peter
20
Ronchetti, Elvezio
20
Bergemann, Dirk
18
Sim, Melvyn
18
Wiesemann, Wolfram
18
Baltagi, Badi H.
17
Bresson, Georges
17
Gather, Ursula
17
Fried, Roland
16
den Hertog, Dick
16
Kleijnen, Jack P. C.
15
Boudt, Kris
14
Chaturvedi, Anoop
14
Gelper, Sarah
14
Lacroix, Guy
14
Phillips, Peter C. B.
14
Cizek, Pavel
13
Dette, Holger
13
Hill, Jonathan B.
13
Jin, Sainan
13
McAleer, Michael
13
Pesaran, M. Hashem
13
Poss, Michael
13
Schöbel, Anita
13
Trojani, Fabio
13
Melenberg, Bertrand
12
Berenguer-Rico, Vanessa
11
Long, Daniel Zhuoyu
11
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National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Center for Economic Research <Tilburg>
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
University of California, San Diego / Department of Economics
2
World Bank
2
Bank of Canada
1
Centre for Analytical Finance <Århus>
1
Computer Research Center for Economics and Management Science, National Bureau of Economic Research, inc.
1
Danmarks Nationalbank
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Economics
1
Europäische Kommission / Gemeinsame Forschungsstelle
1
Gottfried Wilhelm Leibniz Universität Hannover
1
National Bureau of Economic Research inc.
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Social Systems Research Institute
1
Springer International Publishing
1
Technische Universität Clausthal
1
Technische Universität Dresden
1
University of Canterbury / Dept. of Economics and Finance
1
University of Exeter / Department of Economics
1
University of Hong Kong / School of Economics and Finance
1
Universität Bremen
1
Weltbank
1
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European journal of operational research : EJOR
251
Operations research
85
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Management science : journal of the Institute for Operations Research and the Management Sciences
55
Operations research letters
55
International journal of production research
53
Journal of econometrics
49
Discussion paper / Center for Economic Research, Tilburg University
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Omega : the international journal of management science
37
Transportation research / E : an international journal
36
Mathematics of operations research
33
INFORMS journal on computing : JOC
32
International journal of production economics
31
KBI
31
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
30
Economics letters
28
Insurance / Mathematics & economics
27
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
27
Journal of economic theory
26
CentER Discussion Paper Series
20
Computers & operations research : an international journal
20
Econometric theory
20
OR spectrum : quantitative approaches in management
20
CEMMAP working papers / Centre for Microdata Methods and Practice
19
Computational Management Science : CMS
19
Journal of the American Statistical Association : JASA
19
NBER working paper series
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
NBER Working Paper
18
Economic modelling
16
Energy economics
16
Quantitative finance
16
Working paper
16
Cahiers du Département d'Econométrie
15
Cowles Foundation discussion paper
15
Discussion paper / Tinbergen Institute
15
Discussion paper series / IZA
14
Discussion papers of interdisciplinary research project 373
14
Journal of economic dynamics & control
14
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ECONIS (ZBW)
3,648
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1
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
3
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
4
Doubts and variability : a robust perspective on exotic consumption series
Bidder, R. M.
;
Smith, M. E.
- In:
Journal of economic theory
175
(
2018
),
pp. 689-712
Persistent link: https://www.econbiz.de/10011980773
Saved in:
5
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
6
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
Saved in:
7
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
8
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
9
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
10
Robust consumption and portfolio choice with derivatives trading
Wei, Pengyu
;
Yang, Charles
;
Zhuang, Yi
- In:
European journal of operational research : EJOR
304
(
2023
)
2
,
pp. 832-850
Persistent link: https://www.econbiz.de/10013534570
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