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~subject:"Volatilität"
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Volatilität
Portfolio-Management
43,586
Portfolio selection
43,568
Theorie
21,564
Theory
21,520
Kapitaleinkommen
6,788
Capital income
6,787
Incomplete information
5,514
Unvollkommene Information
5,483
Anlageverhalten
5,373
Behavioural finance
5,360
Risk
4,687
Risiko
4,659
CAPM
3,860
Investmentfonds
3,742
Investment Fund
3,730
Kapitalanlage
3,528
Risikomanagement
3,497
Financial investment
3,413
Risk management
3,374
USA
3,292
United States
3,258
Schätzung
3,038
Estimation
3,035
Welt
2,819
World
2,819
Risikomaß
2,716
Risk measure
2,711
Börsenkurs
2,632
Share price
2,623
Aktienmarkt
2,519
Stock market
2,499
Hedging
2,328
Volatility
2,232
Financial market
1,773
Finanzmarkt
1,773
Mathematical programming
1,773
Mathematische Optimierung
1,773
Kreditrisiko
1,749
Credit risk
1,739
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Online availability
All
Undetermined
851
Free
744
Type of publication
All
Article
1,413
Book / Working Paper
818
Type of publication (narrower categories)
All
Article in journal
1,351
Aufsatz in Zeitschrift
1,351
Graue Literatur
345
Non-commercial literature
345
Working Paper
306
Arbeitspapier
304
Hochschulschrift
69
Aufsatz im Buch
56
Book section
56
Thesis
51
Collection of articles written by one author
21
Sammlung
21
Aufsatzsammlung
11
Collection of articles of several authors
11
Sammelwerk
11
Konferenzschrift
5
Lehrbuch
5
Bibliografie enthalten
4
Bibliography included
4
Textbook
4
Conference paper
2
Handbook
2
Handbuch
2
Konferenzbeitrag
2
Ratgeber
2
Systematic review
2
Übersichtsarbeit
2
Bibliografie
1
Case study
1
Conference proceedings
1
Fallstudie
1
Glossar enthalten
1
Glossary included
1
Guidebook
1
Nachschlagewerk
1
Reference book
1
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Language
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English
2,185
German
40
Italian
3
French
2
Croatian
1
Spanish
1
Serbian
1
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Author
All
McAleer, Michael
28
Hammoudeh, Shawkat
19
Chang, Chia-Lin
16
Mensi, Walid
16
Kang, Sang Hoon
14
Uppal, Raman
14
Escobar, Marcos
13
Fabozzi, Frank J.
12
Kurshev, Alexander
12
Dumas, Bernard
11
Caporin, Massimiliano
10
Clements, Adam
10
Platen, Eckhard
10
Diebold, Francis X.
9
Kelly, Bryan T.
9
Koutsokostas, Drosos
9
Moskowitz, Tobias J.
9
Papathanasiou, Spyros
9
Pérez Amaral, Teodosio
9
Sircar, Ronnie
9
Tiwari, Aviral Kumar
9
Branger, Nicole
8
Christoffersen, Peter F.
8
Grobys, Klaus
8
Mele, Antonio
8
Obayashi, Yoshiki
8
Bacchetta, Philippe
7
Giglio, Stefano
7
Kočenda, Evžen
7
Malamud, Semyon
7
Novy-Marx, Robert
7
Wang, Yudong
7
Xuan Vinh Vo
7
Aït-Sahalia, Yacine
6
Bouri, Elie
6
Chacko, George
6
Chevallier, Julien
6
Cole, Harold L.
6
Dew-Becker, Ian
6
Fouque, Jean-Pierre
6
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All
National Bureau of Economic Research
26
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Berliner Wissenschafts-Verlag
1
Centro Studi Luca d'Agliano <Turin>
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Georgetown University / Economics Department
1
Institut für Weltwirtschaft
1
Judge Institute of Management Studies
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
1
SUERF - The European Money and Finance Forum
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Technische Universität Braunschweig
1
University of Canterbury / Dept. of Economics and Finance
1
Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Universität Ulm
1
Verlag Dr. Kovač
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Published in...
All
Finance research letters
47
Journal of banking & finance
40
Energy economics
34
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of empirical finance
30
International review of economics & finance : IREF
26
Journal of financial economics
26
NBER working paper series
25
The journal of asset management
25
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
22
Research paper series / Swiss Finance Institute
22
Journal of economic dynamics & control
21
Research in international business and finance
20
Swiss Finance Institute Research Paper
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Quantitative finance
18
Applied economics
17
Economic modelling
16
European journal of operational research : EJOR
15
Journal of econometrics
15
Working paper
15
Insurance / Mathematics & economics
14
International journal of theoretical and applied finance
14
Risks : open access journal
14
The journal of portfolio management : JPM
14
Investment management and financial innovations
13
The European journal of finance
13
Discussion paper / Centre for Economic Policy Research
12
International journal of finance & economics : IJFE
12
Pacific-Basin finance journal
12
Discussion papers / CEPR
11
Journal of mathematical finance
11
Journal of risk
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
Computational economics
10
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Source
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ECONIS (ZBW)
2,229
EconStor
2
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1
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
2
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
3
Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003838292
Saved in:
4
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
Saved in:
5
Essays on information, hedging, volatility in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
6
Ambiguous information, risk aversion, and asset pricing
Illeditsch, Philipp Karl
-
2010
Persistent link: https://www.econbiz.de/10003991683
Saved in:
7
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
Saved in:
8
Essays on the impact of incomplete information
Leon, Chuen Hwa
-
2004
Persistent link: https://www.econbiz.de/10003555715
Saved in:
9
Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
Saved in:
10
Asset pricing under ambiguous information : an empirical game-theoretic analysis
Cassell, Ben-Alexander
;
Wellman, Michael P.
- In:
Computational and mathematical organization theory
18
(
2012
)
4
,
pp. 445-462
Persistent link: https://www.econbiz.de/10009682592
Saved in:
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