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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
625,127
Theory
610,224
Portfolio-Management
44,043
Portfolio selection
43,699
USA
43,578
United States
42,428
Schätzung
32,216
Estimation
31,440
Welt
27,396
World
26,755
Deutschland
23,450
Geldpolitik
22,717
Monetary policy
21,979
Germany
21,975
Risiko
20,118
Risk
19,923
CAPM
19,009
Mathematische Optimierung
17,308
Mathematical programming
17,202
Kapitaleinkommen
15,174
Capital income
15,128
Prognoseverfahren
14,763
Forecasting model
14,492
Börsenkurs
14,351
Share price
14,133
Wirtschaftswachstum
13,263
Zeitreihenanalyse
13,119
Spieltheorie
12,753
Time series analysis
12,729
Economic growth
12,658
Volatilität
12,094
Game theory
12,035
Volatility
11,827
Experiment
11,492
Finanzmarkt
10,841
Asymmetrische Information
10,712
Financial market
10,621
Schätztheorie
10,463
Asymmetric information
10,423
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Free
3,191
Undetermined
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Article
5,997
Book / Working Paper
4,330
Journal
4
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Article in journal
5,507
Aufsatz in Zeitschrift
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1,975
Graue Literatur
1,840
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1,840
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1,752
Aufsatz im Buch
444
Book section
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Hochschulschrift
338
Thesis
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Collection of articles of several authors
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Sammelwerk
57
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50
Conference paper
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Konferenzbeitrag
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Sammlung
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Bibliografie enthalten
39
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Amtsdruckschrift
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English
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German
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French
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Italian
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Author
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
36
Platen, Eckhard
36
Post, Thierry
36
Chiarella, Carl
34
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Yu, Jun
30
Gendreau, Michel
27
Linton, Oliver
24
Chan, Joshua
23
Escobar, Marcos
23
Zhang, Qing
23
Asai, Manabu
21
Gao, Jiti
21
Küchler, Uwe
21
Fabozzi, Frank J.
20
Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Whang, Yoon-jae
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Branger, Nicole
19
Föllmer, Hans
19
Kraft, Holger
19
Topaloglou, Nikolas
19
Benth, Fred Espen
18
Clark, Todd E.
18
Elliott, Robert J.
18
Račev, Svetlozar T.
18
Taylor, Robert
18
Wong, Wing Keung
18
Bayraktar, Erhan
17
Bos, Charles S.
17
Evstigneev, Igor V.
17
Garín, María Araceli
17
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
National Bureau of Economic Research
40
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
6
Econometrisch Instituut <Rotterdam>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
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
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
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
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Universität Ulm
2
Université de Montréal / Département de sciences économiques
2
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
481
Insurance / Mathematics & economics
189
International journal of theoretical and applied finance
152
Finance and stochastics
150
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
127
Operations research
124
Journal of econometrics
111
Operations research letters
108
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
Journal of economic dynamics & control
91
Mathematics of operations research
87
International journal of production economics
78
Risks : open access journal
75
Quantitative finance
74
Discussion paper / Tinbergen Institute
72
INFORMS journal on computing : JOC
63
Econometric reviews
60
Mathematical methods of operations research
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of economic theory
56
Computational Management Science : CMS
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Economics letters
53
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Applied mathematical finance
48
Computational economics
48
Management science : journal of the Institute for Operations Research and the Management Sciences
47
Discussion papers of interdisciplinary research project 373
45
Economic modelling
45
Finance research letters
45
Scandinavian actuarial journal
45
Annals of finance
43
Journal of mathematical finance
43
SFB 649 discussion paper
43
Econometric theory
42
Omega : the international journal of management science
42
SpringerLink / Bücher
40
Annals of operations research
38
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Source
All
ECONIS (ZBW)
10,096
EconStor
226
USB Cologne (EcoSocSci)
7
BASE
1
OLC EcoSci
1
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1
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
2
The effects of stochastic inflation on asset prices
Labadie, Pamela
-
1988
Persistent link: https://www.econbiz.de/10000765366
Saved in:
3
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
4
Discrete-time Asset Pricing Models in Applied Stochastic Finance
Vassiliou, Panos C. G.
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003895184
Saved in:
5
The numéraire portfolio and arbitrage in semimartingale models of financial markets
Kardaras, Konstantinos
-
2005
Persistent link: https://www.econbiz.de/10003904226
Saved in:
6
Stochastic programming approximations using limited moment information, with application to asset allocation
Edirisinghe, N. Chanaka P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 97-138)
.
2011
Persistent link: https://www.econbiz.de/10008798665
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
36
(
2012
)
7
,
pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Saved in:
9
How does beta explain stochastic dominance efficiency?
Shalit, Haim
;
Yitzhaki, Shlomo
- In:
Review of quantitative finance and accounting
35
(
2010
)
4
,
pp. 431-444
Persistent link: https://www.econbiz.de/10009260269
Saved in:
10
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
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