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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
376
Theory
371
Portfolio selection
305
Portfolio-Management
303
USA
176
United States
155
Stochastic process
86
Börsenkurs
85
Share price
84
Capital income
82
Kapitaleinkommen
82
Aktienmarkt
81
Stock market
80
CAPM
79
Anleihe
76
Welt
76
Bond
75
Volatilität
75
World
74
Risiko
73
Volatility
73
Option pricing theory
72
Optionspreistheorie
72
Derivat
70
Derivative
70
Risk
69
Finanzanalyse
68
Schätzung
68
Estimation
66
Financial analysis
61
Risikomanagement
61
Risk management
58
Risk aversion
50
Risikoaversion
49
Anlageverhalten
48
Behavioural finance
48
Statistische Verteilung
48
Asset-Backed Securities
47
Asset-backed securities
47
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Free
35
Undetermined
21
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Article
51
Book / Working Paper
35
Type of publication (narrower categories)
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Article in journal
49
Aufsatz in Zeitschrift
49
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Aufsatz im Buch
2
Book section
2
Handbook
2
Handbuch
2
Lehrbuch
1
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1
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Language
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English
86
Author
All
Fabozzi, Frank J.
38
Wong, Wing Keung
27
Račev, Svetlozar T.
22
Wong, Wing-Keung
19
Guo, Xu
14
Stoyanov, Stoyan V.
11
Bianchi, Michele Leonardo
9
Kim, Young Shin
9
McAleer, Michael
9
Hooi Hooi Lean
8
Zhu, Lixing
6
Chan, Raymond Honfu
4
Abid, Fathi
3
Chow, Sheung-Chi
3
Ma, Chenghu
3
Mroua, Mourad
3
Tassinari, Gian Luca
3
Akyildirim, Erdinc
2
Chan, Chia-Ying
2
Chow, Nikolai Sheung-Chi
2
Focardi, Sergio M.
2
Goncu, Ahmet
2
Kanamura, Takashi
2
Lam, Kin
2
Li, Wai Keung
2
Niu, Cuizhen
2
Post, Thierry
2
Qiao, Zhuo
2
Rachev, Svetlozar
2
Russo, Vincenzo
2
Sensoy, Ahmet
2
Shirvani, Abootaleb
2
So, Mike Ka-pui
2
de Peretti, Christian
2
Alghalith, Moawia
1
Arshanapalli, Bala
1
Bai, Zhidong
1
Bouri, Elie
1
Caner, Mehmet
1
Chan, Chia-ying
1
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Published in...
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International journal of theoretical and applied finance
5
Economics letters
4
Computational economics
3
Econometric Institute research papers
3
Risk management : a journal of risk, crisis and disaster
3
European journal of operational research : EJOR
2
Finance research letters
2
Journal of risk and financial management : JRFM
2
The Frank J. Fabozzi series
2
Working paper
2
Working paper series in economics
2
American journal of business : applying research to practice ; AJB
1
Annals of financial economics
1
Annals of operations research
1
Applied economics
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Econometric theory
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economies : open access journal
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business and finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of mathematical finance
1
Journal of risk
1
Pacific-Basin finance journal
1
RAIRO / Operations research
1
Review of derivatives research
1
Risk management decisions and value under uncertainty
1
Risks : open access journal
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
86
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1
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
2
A threshold stochastic volatility model
So, Mike Ka-pui
;
Li, Wai Keung
;
Lam, Kin
- In:
Journal of forecasting
21
(
2002
)
7
,
pp. 473-500
Persistent link: https://www.econbiz.de/10001775843
Saved in:
3
Stochastic dominance analysis of iShares
Gasbarro, Dominic
;
Wong, Wing Keung
;
Zumwalt, J. Kenton
- In:
The European journal of finance
13
(
2007
)
1/2
,
pp. 89-101
Persistent link: https://www.econbiz.de/10003438050
Saved in:
4
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008670002
Saved in:
5
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
6
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
Saved in:
7
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987669
Saved in:
8
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
9
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
10
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
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