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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
625,126
Theory
610,223
USA
45,184
Portfolio-Management
44,043
United States
43,999
Portfolio selection
43,699
Schätzung
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Mathematische Optimierung
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Capital income
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Börsenkurs
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Forecasting model
14,995
Share price
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Spieltheorie
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Derivat
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Derivative
13,917
Volatilität
13,709
Zeitreihenanalyse
13,509
Volatility
13,432
Wirtschaftswachstum
13,355
Game theory
13,332
Time series analysis
13,115
Economic growth
12,768
Experiment
11,746
Finanzmarkt
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
McAleer, Michael
41
Chiarella, Carl
40
Escudero, Laureano F.
39
Platen, Eckhard
39
Post, Thierry
36
Barndorff-Nielsen, Ole E.
32
Yu, Jun
31
Kohlmann, Michael
30
Escobar, Marcos
28
Gendreau, Michel
27
Benth, Fred Espen
26
Chan, Joshua
26
Elliott, Robert J.
25
Fabozzi, Frank J.
24
Linton, Oliver
24
Siu, Tak Kuen
24
Zhang, Qing
23
Asai, Manabu
21
Gao, Jiti
21
Küchler, Uwe
21
Račev, Svetlozar T.
21
Cui, Zhenyu
20
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Shephard, Neil G.
20
Whang, Yoon-jae
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Branger, Nicole
19
Föllmer, Hans
19
Kraft, Holger
19
Madan, Dilip B.
19
Topaloglou, Nikolas
19
Wong, Wing Keung
19
Clark, Todd E.
18
Takahashi, Akihiko
18
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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
6
Econometrisch Instituut <Rotterdam>
4
Judge Institute of Management Studies
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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Ekonomiska forskningsinstitutet <Stockholm>
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Actuarial Studies
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Centre for Economic Policy Research
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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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Universität Ulm
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Université de Montréal / Département de sciences économiques
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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
Centro Internazionale Matematico Estivo
1
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European journal of operational research : EJOR
499
Insurance / Mathematics & economics
199
International journal of theoretical and applied finance
197
Finance and stochastics
156
Computers & operations research : and their applications to problems of world concern ; an international journal
148
International journal of production research
133
Operations research
131
Journal of econometrics
123
Operations research letters
117
Journal of economic dynamics & control
99
Mathematical finance : an international journal of mathematics, statistics and financial theory
98
Mathematics of operations research
97
Quantitative finance
97
Risks : open access journal
79
International journal of production economics
78
Discussion paper / Tinbergen Institute
74
Applied mathematical finance
69
INFORMS journal on computing : JOC
64
Econometric reviews
62
Mathematical methods of operations research
59
Finance research letters
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Journal of economic theory
57
Computational Management Science : CMS
56
Computational economics
56
Journal of mathematical finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Economics letters
54
Transportation research / E : an international journal
52
Management science : journal of the Institute for Operations Research and the Management Sciences
50
Economic modelling
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Annals of finance
48
Annals of operations research
47
Scandinavian actuarial journal
47
Discussion papers of interdisciplinary research project 373
45
International journal of financial engineering
45
Energy economics
44
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
44
Omega : the international journal of management science
43
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ECONIS (ZBW)
10,836
EconStor
226
USB Cologne (EcoSocSci)
9
BASE
1
OLC EcoSci
1
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A benchmark approach to risk-minimization under partial information
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 129-146
Persistent link: https://www.econbiz.de/10010366196
Saved in:
2
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
3
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
4
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
5
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
6
Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012314525
Saved in:
7
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
8
The post-disaster debris clearance problem under incomplete information
Çelik, Melih
;
Ergun, Özlem
;
Keskinocak, Pınar
- In:
Operations research
63
(
2015
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10010519512
Saved in:
9
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
10
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
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