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Optimal consumption and invest...
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Volatility
Theorie
621,365
Theory
606,280
USA
43,614
Portfolio-Management
43,575
Portfolio selection
43,228
United States
42,472
Schätzung
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12,942
Capital income
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Börsenkurs
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Economic growth
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Share price
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Volatilität
11,793
Experiment
11,765
CAPM
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Asymmetrische Information
10,836
Stochastischer Prozess
10,801
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10,779
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McAleer, Michael
82
Bollerslev, Tim
78
Diebold, Francis X.
63
Andersen, Torben
45
Gupta, Rangan
41
Koopman, Siem Jan
41
Lux, Thomas
40
Chiarella, Carl
39
Härdle, Wolfgang
39
Caporin, Massimiliano
35
Aizenman, Joshua
33
Bekaert, Geert
30
Asai, Manabu
29
Herwartz, Helmut
28
Hammoudeh, Shawkat
26
Pierdzioch, Christian
25
Aït-Sahalia, Yacine
24
Christoffersen, Peter F.
24
Hafner, Christian M.
24
Todorov, Viktor
24
Andersen, Torben G.
23
Bauwens, Luc
23
Clements, Adam
23
Fernández-Villaverde, Jesús
23
Hautsch, Nikolaus
23
Lucas, André
23
Yu, Jun
23
Chan, Joshua
22
Chang, Chia-Lin
22
Clark, Todd E.
22
Ghysels, Eric
22
Meddahi, Nour
22
Platen, Eckhard
22
Uppal, Raman
22
Caballero, Ricardo J.
21
Caporale, Guglielmo Maria
21
Engle, Robert F.
21
Gallo, Giampiero M.
21
Maheu, John M.
21
Mele, Antonio
21
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
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Centre for Analytical Finance <Århus>
7
Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Instituto Valenciano de Investigaciones Económicas
4
The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Cowles Foundation for Research in Economics, Yale University
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
3
Institut für Weltwirtschaft
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
World Bank
3
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Economic Policy Research
2
Centre for Growth and Business Cycle Research <Manchester>
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
Deutsche Börse AG
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Forschungsinstitut zur Zukunft der Arbeit
2
Goethe-Universität Frankfurt am Main
2
Gottfried Wilhelm Leibniz Universität Hannover
2
International Monetary Fund
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Judge Institute of Management Studies
2
Kansantaloustieteen Laitos <Tampere>
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
169
NBER Working Paper
165
Journal of econometrics
144
Journal of banking & finance
132
Finance research letters
122
Energy economics
112
Journal of empirical finance
103
Economic modelling
98
Economics letters
93
International review of financial analysis
92
International journal of forecasting
88
International review of economics & finance : IREF
87
Journal of economic dynamics & control
86
Journal of financial economics
86
Discussion paper / Tinbergen Institute
85
International journal of theoretical and applied finance
85
Applied economics
82
Discussion paper / Centre for Economic Policy Research
81
Working paper
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
The North American journal of economics and finance : a journal of financial economics studies
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
73
Journal of international money and finance
69
The European journal of finance
64
Quantitative finance
63
Applied economics letters
59
Journal of forecasting
59
The review of financial studies
59
Research paper series / Swiss Finance Institute
56
Econometric reviews
55
Journal of risk and financial management : JRFM
53
Computational economics
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
52
Applied mathematical finance
51
Journal of international financial markets, institutions & money
51
The journal of finance : the journal of the American Finance Association
47
Finance and stochastics
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The journal of futures markets
46
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ECONIS (ZBW)
11,508
EconStor
9
RePEc
5
ArchiDok
1
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1
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
2
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
3
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001417317
Saved in:
4
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
5
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002648034
Saved in:
6
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
7
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
8
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
9
Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003838292
Saved in:
10
Essays on information, hedging, volatility in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
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