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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
43
Escudero, Laureano F.
40
Post, Thierry
34
McAleer, Michael
32
Barndorff-Nielsen, Ole E.
30
Chiarella, Carl
30
Kohlmann, Michael
30
Platen, Eckhard
30
Yu, Jun
30
Gendreau, Michel
27
Linton, Oliver
24
Batabyal, Amitrajeet A.
23
Zhang, Qing
23
Chan, Joshua
22
Asai, Manabu
21
Gao, Jiti
21
Inderfurth, Karl
21
Küchler, Uwe
21
Ferrari, Giorgio
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Wälde, Klaus
20
Benth, Fred Espen
19
Maggioni, Francesca
19
Topaloglou, Nikolas
19
Whang, Yoon-jae
19
Clark, Todd E.
18
Kraft, Holger
18
Shapiro, Alexander
18
Taylor, Robert
18
Wallace, Stein W.
18
Bos, Charles S.
17
Föllmer, Hans
17
Garín, María Araceli
17
Kilian, Lutz
17
Liesenfeld, Roman
17
Shephard, Neil G.
17
Ulmer, Marlin Wolf
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
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
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Springer-Verlag GmbH
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
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Centre for Economic Policy Research
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Federal Reserve System / Division of Research and Statistics
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Kansantaloustieteen Laitos <Helsinki>
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Kassel University Press GmbH
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London School of Economics and Political Science
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School of Economics and Finance <Brisbane>
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Social Systems Research Institute
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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University of British Columbia / Finance Division
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University of Essex / Department of Economics
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Universität Mannheim
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Université de Montréal / Département de sciences économiques
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APMOD <8, 2006, Madrid>
1
Aarhus Universitet / Centre for Non-Linear Economic Modelling
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Agricultural Land Markets - Efficiency and Regulation
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
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Bachelier Finance Society
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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
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European journal of operational research : EJOR
502
Computers & operations research : and their applications to problems of world concern ; an international journal
163
Insurance / Mathematics & economics
162
Finance and stochastics
135
International journal of production research
133
Operations research
130
International journal of theoretical and applied finance
124
Operations research letters
115
Journal of econometrics
104
Mathematics of operations research
101
International journal of production economics
91
Mathematical finance : an international journal of mathematics, statistics and financial theory
86
Discussion paper / Tinbergen Institute
75
Journal of economic dynamics & control
75
INFORMS journal on computing : JOC
66
Risks : open access journal
66
Transportation research / E : an international journal
65
Journal of economic theory
59
Quantitative finance
59
Econometric reviews
57
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
57
Computational Management Science : CMS
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Mathematical methods of operations research
54
Economics letters
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Omega : the international journal of management science
50
Computational economics
49
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Annals of operations research
47
Discussion papers of interdisciplinary research project 373
44
SpringerLink / Bücher
44
Econometric theory
42
Economic modelling
42
SFB 649 discussion paper
40
IMA journal of management mathematics
39
OR spectrum : quantitative approaches in management
39
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
Scandinavian actuarial journal
36
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
13
OLC EcoSci
1
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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
On capital accumulation paths in a neoclassical stochastic growth model
Mitra, Kaushik
- In:
Economic theory : official journal of the Society for …
11
(
1998
)
2
,
pp. 457-464
Persistent link: https://www.econbiz.de/10001236022
Saved in:
3
Characterizing properties of stochastic objective functions
Athey, Susan
-
1998
Persistent link: https://www.econbiz.de/10000995528
Saved in:
4
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:
5
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:
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
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:
8
Utility
maximization with current
utility
on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
9
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
10
Optimality of Ramsey-Euler policy in the stochastic growth model
Mitra, Tapan
;
Roy, Santanu
- In:
Journal of economic theory
172
(
2017
),
pp. 1-25
Persistent link: https://www.econbiz.de/10011777033
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