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~subject:"Stochastischer Prozess"
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Intertemporal asset allocation...
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Stochastischer Prozess
Portfolio-Management
43,683
Portfolio selection
43,335
Theorie
22,170
Theory
21,875
Kapitaleinkommen
6,853
Capital income
6,840
Anlageverhalten
5,387
Behavioural finance
5,291
Risiko
4,684
Risk
4,658
Schätzung
3,951
CAPM
3,896
Estimation
3,859
Dynamic programming
3,787
Investmentfonds
3,777
Zustandsraummodell
3,756
Investment Fund
3,716
State space model
3,715
USA
3,657
Risikomanagement
3,593
Kapitalanlage
3,587
United States
3,530
Dynamische Optimierung
3,518
Financial investment
3,374
Risk management
3,364
Welt
2,984
World
2,938
Mathematische Optimierung
2,795
Mathematical programming
2,787
Börsenkurs
2,755
Risikomaß
2,753
Aktienmarkt
2,735
Risk measure
2,731
Share price
2,731
Stock market
2,689
Volatilität
2,619
Volatility
2,592
Hedging
2,358
Stochastic process
2,239
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Undetermined
888
Free
633
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Article
1,525
Book / Working Paper
745
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Article in journal
1,434
Aufsatz in Zeitschrift
1,434
Graue Literatur
334
Non-commercial literature
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Working Paper
303
Arbeitspapier
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Hochschulschrift
91
Aufsatz im Buch
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Book section
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Thesis
69
Lehrbuch
30
Textbook
26
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17
Konferenzbeitrag
17
Collection of articles of several authors
14
Sammelwerk
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Collection of articles written by one author
12
Sammlung
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Aufsatzsammlung
7
Bibliografie enthalten
6
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6
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3
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2
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2
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1
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English
2,222
German
49
Undetermined
1
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Koopman, Siem Jan
38
Post, Thierry
20
Chan, Joshua
16
Escobar, Marcos
16
Kraft, Holger
16
Leung, Tim
14
Platen, Eckhard
14
Topaloglou, Nikolas
14
Bos, Charles S.
12
Föllmer, Hans
12
Stein, Jerome L.
11
Wong, Wing Keung
11
Arvanitis, Stelios
10
Bayraktar, Erhan
10
Martin, Gael M.
10
Runggaldier, Wolfgang J.
10
Barro, Diana
9
Consigli, Giorgio
9
Evstigneev, Igor V.
9
Liang, Zongxia
9
Seifried, Frank Thomas
9
Shapiro, Alexander
9
Ulmer, Marlin Wolf
9
Wong, Hoi Ying
9
Canestrelli, Elio
8
Elliott, Robert J.
8
Levy, Haim
8
Lucas, André
8
Rubtsov, Alexey
8
Scharth, Marcel
8
Sennewald, Ken
8
Shephard, Neil G.
8
Takahashi, Akihiko
8
Wälde, Klaus
8
Björk, Tomas
7
Chan, Joshua C. C.
7
Chiarella, Carl
7
Dempster, Michael A. H.
7
Ferrando, Sebastian
7
Forbes, Catherine Scipione
7
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Judge Institute of Management Studies
2
National Bureau of Economic Research
2
Springer International Publishing
2
Bachelier Finance Society
1
Centre for Actuarial Studies
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
IFIP/IIASA/GAMM-Workshop on Dynamic Stochastic Optimization <2002, Laxenburg>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Nuffield College
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer Fachmedien Wiesbaden
1
Springer-Verlag GmbH
1
Stanford University.
1
Stochastic Optimization Workshop <2001>
1
Swiss Finance Institute
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universität Augsburg
1
Universität Ulm
1
Verlag Dr. Kovač
1
Walter de Gruyter GmbH & Co. KG
1
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Published in...
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European journal of operational research : EJOR
119
Insurance / Mathematics & economics
94
International journal of theoretical and applied finance
58
Finance and stochastics
45
Journal of economic dynamics & control
39
Quantitative finance
39
Discussion paper / Tinbergen Institute
33
Operations research
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Mathematical methods of operations research
28
Risks : open access journal
25
Journal of mathematical finance
22
Computational economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Annals of finance
20
Applied mathematical finance
20
Mathematics of operations research
20
Computers & operations research : and their applications to problems of world concern ; an international journal
19
Finance research letters
19
Journal of banking & finance
19
International journal of production research
18
Operations research letters
18
Computational Management Science : CMS
17
International journal of financial engineering
17
International journal of production economics
17
Journal of econometrics
17
Mathematics and financial economics
17
Scandinavian actuarial journal
17
Journal of risk and financial management : JRFM
16
Research paper series / Swiss Finance Institute
13
IMA journal of management mathematics
12
INFORMS journal on computing : JOC
12
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
12
CAMA working paper series
11
Econometric reviews
10
Economic modelling
10
OR spectrum : quantitative approaches in management
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
SpringerLink / Bücher
10
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Source
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ECONIS (ZBW)
2,244
EconStor
21
USB Cologne (EcoSocSci)
4
BASE
1
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1
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Saved in:
2
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
3
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
4
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
5
Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.
;
Santiago, Leonardo P.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
Saved in:
6
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
7
Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru
-
2004
Persistent link: https://www.econbiz.de/10002013030
Saved in:
8
Asset Liability Methoden für Pensionskassen und private Investoren
Pfiffner, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003389532
Saved in:
9
Debiased expert forecasts in continuous-time asset allocation
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226106
Saved in:
10
Pairs trading of two assets with uncertainty in co-integration's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
Saved in:
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