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Volatility
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35
Cui, Zhenyu
33
Chang, Chia-Lin
30
Chiarella, Carl
30
Andersen, Torben
28
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26
Fernández-Villaverde, Jesús
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Mumtaz, Haroon
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Bekaert, Geert
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Bloom, Nicholas
25
Bollerslev, Tim
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24
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23
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21
Fouque, Jean-Pierre
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19
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International Center for Financial Asset Management and Engineering
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International Monetary Fund
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Springer Fachmedien Wiesbaden
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Svenska Handelshögskolan <Helsinki>
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Finance research letters
165
International journal of theoretical and applied finance
143
Energy economics
130
Journal of econometrics
119
Quantitative finance
103
The North American journal of economics and finance : a journal of financial economics studies
100
Journal of banking & finance
76
International review of financial analysis
74
Applied mathematical finance
69
Discussion paper / Tinbergen Institute
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Economic modelling
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Journal of empirical finance
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International review of economics & finance : IREF
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
61
Computational economics
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Journal of economic dynamics & control
60
NBER working paper series
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Economics letters
53
Journal of risk and financial management : JRFM
53
The journal of computational finance
52
Finance and stochastics
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
51
Journal of financial economics
49
Working paper / National Bureau of Economic Research, Inc.
48
Econometric reviews
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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Applied economics letters
43
European journal of operational research : EJOR
43
NBER Working Paper
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Risks : open access journal
41
The journal of futures markets
41
Research in international business and finance
40
International journal of financial engineering
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Insurance / Mathematics & economics
37
The European journal of finance
36
Annals of finance
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
4
EconStor
3
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1
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
Saved in:
2
Variance stochastic orders
Gollier, Christian
- In:
Journal of mathematical economics
80
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012105651
Saved in:
3
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
4
Risk
Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
5
Export
decision
under
risk
Sousa, José de
;
Disdier, Anne-Célia
;
Gaigné, Carl
-
2016
regularities by developing a new firmbased trade model wherein managers are
risk
averse. Higher volatility induces the reallocation …
Persistent link: https://www.econbiz.de/10011547934
Saved in:
6
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:
7
The robust Merton problem of an ambiguity averse investor
Biagini, Sara
;
Pınar, Mustafa Ç.
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011900505
Saved in:
8
Variance stochastic orders
Gollier, Christian
-
2017
Persistent link: https://www.econbiz.de/10012266355
Saved in:
9
Doubts and variability : a robust perspective on exotic consumption series
Bidder, R. M.
;
Smith, M. E.
- In:
Journal of economic theory
175
(
2018
),
pp. 689-712
Persistent link: https://www.econbiz.de/10011980773
Saved in:
10
Robust control and CAPMs under a quadratic model with inflation-deflation
risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
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