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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
628,154
Theory
613,252
Portfolio-Management
44,304
Portfolio selection
43,959
USA
43,152
United States
41,960
Schätzung
32,154
Estimation
31,368
Welt
27,652
World
27,006
Deutschland
23,474
Geldpolitik
22,866
Monetary policy
22,119
Germany
21,998
Risiko
20,364
Risk
20,156
Mathematische Optimierung
18,055
Mathematical programming
17,944
Stochastic process
16,840
Prognoseverfahren
15,179
Forecasting model
14,899
Volatilität
14,115
Volatility
13,830
Zeitreihenanalyse
13,705
Kapitaleinkommen
13,436
Capital income
13,391
Wirtschaftswachstum
13,381
Time series analysis
13,296
Börsenkurs
13,153
Spieltheorie
13,003
Share price
12,933
Economic growth
12,777
Game theory
12,273
Experiment
11,760
CAPM
11,602
Schätztheorie
11,326
Estimation theory
10,926
Asymmetrische Information
10,713
Finanzmarkt
10,669
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Free
5,573
Undetermined
5,011
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Article
10,131
Book / Working Paper
7,147
Journal
8
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Article in journal
9,378
Aufsatz in Zeitschrift
9,378
Working Paper
3,048
Graue Literatur
2,836
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2,836
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2,745
Aufsatz im Buch
672
Book section
672
Hochschulschrift
455
Thesis
340
Lehrbuch
128
Textbook
114
Collection of articles of several authors
94
Sammelwerk
94
Conference paper
81
Konferenzbeitrag
81
Collection of articles written by one author
61
Sammlung
61
Aufsatzsammlung
58
Konferenzschrift
53
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40
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40
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37
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26
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26
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22
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22
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16
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16
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14
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11
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9
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9
Mehrbändiges Werk
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English
16,826
German
382
Undetermined
35
French
22
Polish
10
Russian
5
Spanish
5
Italian
3
Swedish
2
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1
Ancient Greek (to 1453)
1
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1
Romanian
1
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Author
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McAleer, Michael
97
Phillips, Peter C. B.
76
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Ferrari, Giorgio
49
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Kohlmann, Michael
30
Račev, Svetlozar T.
30
Clark, Todd E.
29
Gil-Alaña, Luis A.
29
Siu, Tak Kuen
29
Wong, Hoi Ying
29
Carr, Peter
27
Riedel, Frank
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
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Institution
All
National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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Published in...
All
European journal of operational research : EJOR
646
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
226
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
163
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
122
Computational economics
115
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
The journal of computational finance
106
Economics letters
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
93
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
70
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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Source
All
ECONIS (ZBW)
16,853
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
2
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
3
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Bi, Junna
;
Cai, Jun
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011990589
Saved in:
4
Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Saved in:
5
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
6
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
7
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
8
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003665730
Saved in:
9
A generalized Neyman-Pearson lemma for g-probabilities
Ji, Shaolin
;
Zhou, Xun Yu
- In:
Probability theory and related fields
148
(
2010
)
3/4
,
pp. 645-669
Persistent link: https://www.econbiz.de/10008649933
Saved in:
10
A general maximum principle for anticipative stochastic control and applications to insider trading
Di Nunno, Giulia
;
Pamen, Olivier Menoukeu
;
Øksendal, …
- In:
Advanced mathematical methods for finance
,
(pp. 181-221)
.
2011
Persistent link: https://www.econbiz.de/10008991293
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