Narrow search
Showing 1 - 10 of 9,821
Cover Image
Production and inventory behavior of capital
Wen, Yi - In: Annals of economics and finance 8 (2007) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10003714376
Cover Image
Two problems in financial engineering
Chen, Nan - 2006
Persistent link: https://www.econbiz.de/10003965291
Cover Image
Production and inventory behavior of capital
Wen, Yi (contributor) - 2005
"This paper provides a dynamic optimization model of durable good inventories to study the interactions between investment demand and production of capital goods. There are three major findings: First, capital suppliers' inventory behavior makes investment demand more volatile in equilibrium;...
Persistent link: https://www.econbiz.de/10002977386
Cover Image
Conditional volatility forecasting in a dynamic hedging model
Haigh, Michael S. - In: Journal of forecasting 24 (2005) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10002749011
Cover Image
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen; Hvistendahl Karlsen, Kenneth; … - In: Mathematical finance : an international journal of … 13 (2003) 2, pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Cover Image
Partial hedging in a stochastic volatility environment
Jonsson, Mattias - In: Mathematical finance : an international journal of … 12 (2002) 4, pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Cover Image
Dynamische Portfolio-Selektion in stetiger Zeit unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard - In: Operations research proceedings 1998 : selected papers …, (pp. 331-340). 1999
Persistent link: https://www.econbiz.de/10001437672
Cover Image
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata; Renò, Roberto - In: Journal of economic dynamics & control 94 (2018), pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Cover Image
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana; Colin, Fabrice; Moutari, Salissou - In: Journal of mathematical finance 7 (2017) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Cover Image
Dynamische Portfolio-Selektion : eine Analyse unter Einbeziehung von Kurssprüngen und Transaktionskosten
Nietert, Bernhard - 1996
Persistent link: https://www.econbiz.de/10013420731