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Stochastischer Prozess
Portfolio-Management
44,091
Portfolio selection
43,747
Volatility
40,917
Volatilität
40,649
Theorie
37,296
Theory
36,735
Risikomanagement
35,143
Risk management
34,079
Zinsstruktur
14,731
Yield curve
14,513
Kapitaleinkommen
14,190
Capital income
14,144
Schätzung
13,532
Estimation
13,255
Börsenkurs
11,993
Risk
11,988
Risiko
11,906
Share price
11,826
USA
10,608
United States
10,264
Welt
9,719
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9,573
Aktienmarkt
8,225
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8,129
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6,968
ARCH model
6,892
Anlageverhalten
6,584
Behavioural finance
6,472
Prognoseverfahren
6,194
Forecasting model
6,105
CAPM
5,879
Optionspreistheorie
5,685
Kreditrisiko
5,598
Option pricing theory
5,572
Deutschland
5,551
Stochastic process
5,528
Credit risk
5,427
Wechselkurs
5,381
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5,243
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2,031
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McAleer, Michael
72
Asai, Manabu
40
Koopman, Siem Jan
40
Chiarella, Carl
39
Chan, Joshua
34
Cui, Zhenyu
34
Todorov, Viktor
34
Platen, Eckhard
31
Escobar, Marcos
27
Clark, Todd E.
25
Mumtaz, Haroon
25
Tauchen, George Eugene
24
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Fouque, Jean-Pierre
22
Takahashi, Akihiko
22
Bos, Charles S.
21
Wong, Hoi Ying
21
Andersen, Torben
20
Grasselli, Martino
20
Post, Thierry
20
Yu, Jun
20
Carriero, Andrea
19
Nguyen, Duy
19
Alòs, Elisa
18
Fabozzi, Frank J.
18
Kang, Boda
18
Marcellino, Massimiliano
18
Benth, Fred Espen
17
Elliott, Robert J.
17
Hafner, Christian M.
17
Hainaut, Donatien
17
Martin, Gael M.
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Branger, Nicole
16
Chan, Joshua C. C.
15
Jacquier, Antoine (Jack)
15
Leung, Tim
15
Lucas, André
15
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Queen Mary College / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Canterbury / Dept. of Economics and Finance
2
Universität Ulm
2
Bachelier Finance Society
1
Centre for Actuarial Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Aktuarvereinigung / Arbeitsgruppe Interne Risikomodelle
1
Deutsche Aktuarvereinigung / Arbeitsgruppe Tarifierungsmethodik
1
Deutsche Gesellschaft für Versicherungs- und Finanzmathematik
1
Econometrisch Instituut <Rotterdam>
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
International Conference on Mathematical Methods in Reliability <7, 2011, Peking>
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Rodney L. White Center for Financial Research
1
Society of Actuaries
1
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Springer Fachmedien Wiesbaden
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Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
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Symposium on Operations Research <24, 1999, Magdeburg>
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
1
University of Exeter / Department of Economics
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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International journal of theoretical and applied finance
201
Insurance / Mathematics & economics
128
Quantitative finance
121
European journal of operational research : EJOR
111
Journal of econometrics
108
Finance and stochastics
104
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
Applied mathematical finance
81
Journal of economic dynamics & control
70
Discussion paper / Tinbergen Institute
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Finance research letters
59
Computational economics
58
Risks : open access journal
58
The journal of computational finance
57
International journal of financial engineering
53
Journal of banking & finance
53
Journal of mathematical finance
53
Annals of finance
49
Econometric reviews
44
Research paper series / Swiss Finance Institute
39
Working paper
39
Journal of risk and financial management : JRFM
37
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
35
Journal of empirical finance
34
The journal of futures markets
34
Energy economics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
The North American journal of economics and finance : a journal of financial economics studies
32
Economic modelling
31
Review of derivatives research
31
Economics letters
30
Mathematics and financial economics
29
Mathematical methods of operations research
26
Applied economics
25
CREATES research paper
25
Mathematical finance : an international journal of mathematics, statistics and financial economics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
The European journal of finance
25
CAMA working paper series
24
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ECONIS (ZBW)
5,535
EconStor
74
USB Cologne (EcoSocSci)
5
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1
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1
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
2
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
3
Risk management of interest rate derivative portfolios : a stochastic control approach
Kiriakopoulos, Konstantinos
;
Koulis, Alexandros
- In:
Journal of risk and financial management : JRFM
7
(
2014
)
4
,
pp. 130-149
In this paper we formulate the Risk Management Control problem in the interest rate area as a constrained stochastic portfolio optimization problem. The utility that we use can be any continuous function and based on the viscosity theory, the unique solution of the problem is guaranteed. The...
Persistent link: https://www.econbiz.de/10011552973
Saved in:
4
Market practice in financial modelling
Tan, Chia Chiang
-
2012
Persistent link: https://www.econbiz.de/10009621339
Saved in:
5
Affine realizations for Lévy driven interest rate models with real-world forward rate dynamics
Platen, Eckhard
;
Tappe, Stefan
-
2011
Persistent link: https://www.econbiz.de/10009564622
Saved in:
6
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
-
2006
Persistent link: https://www.econbiz.de/10003401861
Saved in:
7
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
8
Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice
;
Portait, Roland
;
Toder, Igor
-
2022
Persistent link: https://www.econbiz.de/10012628654
Saved in:
9
Asymptotics of bond yields and volatilities for extended Vasicek models under the real-world measure
Fergusson, K.
- In:
Annals of financial economics
12
(
2017
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011716067
Saved in:
10
Quadratic variance swap models
Filipović, Damir
;
Gourier, Elise
;
Mancini, Loriano
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 44-68
Persistent link: https://www.econbiz.de/10011589703
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