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~subject:"Stochastic process"
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Stochastic process
Theorie
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Theory
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Phillips, Peter C. B.
59
Sethi, Suresh
43
Escudero, Laureano F.
42
Koopman, Siem Jan
42
Post, Thierry
34
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Yu, Jun
30
Platen, Eckhard
29
Chiarella, Carl
27
Gendreau, Michel
27
Zhang, Qing
23
Batabyal, Amitrajeet A.
22
Chan, Joshua
22
Linton, Oliver
22
Gao, Jiti
21
Inderfurth, Karl
21
Kohlmann, Michael
21
Kleijnen, Jack P. C.
20
Asai, Manabu
19
Benth, Fred Espen
19
Ferrari, Giorgio
19
Maggioni, Francesca
19
Topaloglou, Nikolas
19
Whang, Yoon-jae
19
Clark, Todd E.
18
Küchler, Uwe
18
Shapiro, Alexander
18
Taylor, Robert
18
Ulmer, Marlin Wolf
18
Wallace, Stein W.
18
Garín, María Araceli
17
Kraft, Holger
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Escobar, Marcos
16
Föllmer, Hans
16
Mumtaz, Haroon
16
Rei, Walter
16
Rossi, Roberto
16
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
7
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institutionen för Skogsekonomi <Ume°a>
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Judge Institute of Management Studies
3
Springer-Verlag GmbH
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
2
University of Essex / Department of Economics
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Universität Mannheim
2
Université de Montréal / Département de sciences économiques
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APMOD <8, 2006, Madrid>
1
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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European journal of operational research : EJOR
508
Insurance / Mathematics & economics
166
Computers & operations research : and their applications to problems of world concern ; an international journal
165
Operations research
141
Finance and stochastics
137
International journal of production research
135
International journal of theoretical and applied finance
124
Operations research letters
115
Journal of econometrics
104
Mathematics of operations research
102
International journal of production economics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Journal of economic dynamics & control
82
Discussion paper / Tinbergen Institute
75
Risks : open access journal
69
INFORMS journal on computing : JOC
67
Transportation research / E : an international journal
66
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
62
Computational Management Science : CMS
59
Quantitative finance
59
Journal of economic theory
58
Econometric reviews
57
Mathematical methods of operations research
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Omega : the international journal of management science
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
51
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Annals of operations research
49
Computational economics
49
Economics letters
49
Discussion papers of interdisciplinary research project 373
44
Econometric theory
42
Economic modelling
42
SpringerLink / Bücher
42
IMA journal of management mathematics
41
SFB 649 discussion paper
40
OR spectrum : quantitative approaches in management
39
Scandinavian actuarial journal
37
Applied mathematical finance
36
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
36
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ECONIS (ZBW)
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1
Robust decision making using a general
utility
set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
2
Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry
;
Fang, Yi
;
Kopa, Miloš
- In:
Management science : journal of the Institute for …
61
(
2015
)
7
,
pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
Saved in:
3
Monotone comparative statics under uncertainty
Athey, Susan
- In:
The quarterly journal of economics
117
(
2002
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10001643154
Saved in:
4
Characterizing properties of stochastic objective functions
Athey, Susan
-
1998
Persistent link: https://www.econbiz.de/10000995528
Saved in:
5
Consumption optimization for recursive
utility
in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
Saved in:
6
Optimal portfolio in the presence of transaction costs and convex risk measure
Doctor, O.
;
Offen, E. R.
;
Lungu, E. M.
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011807095
Saved in:
7
Portfolio selection in stochastic markets with HARA
utility
functions
Çanakoğlu, Ethem
;
Özekici, Süleyman
- In:
European journal of operational research : EJOR
201
(
2010
)
2
,
pp. 520-536
Persistent link: https://www.econbiz.de/10003924825
Saved in:
8
On boundedness of Q-learning iterates for stochastic shortest path problems
Yu, Huizhen
;
Bertsekas, Dimitri P.
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10009751534
Saved in:
9
A multi-phase algorithm for a joint lot-sizing and pricing problem with stochastic demands
Li, Hongyan
;
Thorstenson, Anders
- In:
International journal of production research
52
(
2014
)
8
,
pp. 2345-2362
Persistent link: https://www.econbiz.de/10010349363
Saved in:
10
On the convergence of decomposition methods for multistage stochastic convex programs
Girardeau, P.
;
Leclere, V.
;
Philpott, A. B.
- In:
Mathematics of operations research
40
(
2015
)
1
,
pp. 130-145
Persistent link: https://www.econbiz.de/10010497627
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