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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Annals of finance"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Deutschland
Stochastic process
Theorie
206
Theory
206
Portfolio selection
59
Portfolio-Management
59
CAPM
38
Stochastischer Prozess
33
Volatility
26
Volatilität
26
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Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
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English
34
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Leung, Tim
3
Viens, Frederi G.
3
Angoshtari, Bahman
2
Chan, Leunglung
2
Elliott, Robert J.
2
Fernholz, Robert
2
Karatzas, Ioannis
2
Sarantsev, Andrey
2
Siu, Tak Kuen
2
Agosto, Arianna
1
Aimé, Fono Louis
1
Anthropelos, Michail
1
Bayraktar, Erhan
1
Chen, Xiaodong
1
Chen, Yu
1
Chronopoulou, Alexandra
1
Clément, Nyassoke Titi Gaston
1
Cosimano, Thomas F.
1
Flores, Brandon
1
Flåm, Sjur D.
1
Hainaut, Donatien
1
Heunis, Andrew J.
1
Himonas, Alex A.
1
Ichiba, Tomoyuki
1
Jules, Sadefo Kamdem
1
Kim, Ha Young
1
Lang, Sebastian
1
Larsen, Kasper
1
Li, Xun
1
MacLean, Leonard C.
1
Matas, Jan
1
Moraux, Franck
1
Moretto, Enrico
1
Munk, Claus
1
Mykland, Per A.
1
Ofori-Atta, Blessing
1
Picková, Radka
1
Pospíšil, Jan
1
Roberts, Michael
1
Rubtsov, Alexey
1
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Annals of finance
European journal of operational research : EJOR
437
Insurance / Mathematics & economics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
125
International journal of theoretical and applied finance
116
Operations research
114
Journal of econometrics
111
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Journal of economic dynamics & control
80
Mathematics of operations research
79
International journal of production economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
64
INFORMS journal on computing : JOC
62
Risks : open access journal
62
Econometric reviews
59
Economic modelling
56
Journal of economic theory
55
Quantitative finance
52
Transportation research / E : an international journal
52
Computational Management Science : CMS
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Mathematical methods of operations research
48
Jahrbücher für Nationalökonomie und Statistik
46
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
45
Computational economics
44
Econometric theory
44
Energy economics
44
Applied economics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of business economics : JBE
39
Annals of operations research
37
IMA journal of management mathematics
37
Omega : the international journal of management science
37
Journal of international money and finance
36
Scandinavian actuarial journal
36
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
35
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ECONIS (ZBW)
34
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1
Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
Saved in:
2
The value of expected return persistence
Schadner, Wolfgang
;
Lang, Sebastian
- In:
Annals of finance
19
(
2023
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014448279
Saved in:
3
Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
4
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
5
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
6
Dynamic optimal hedge ratio design when price and production are stochastic with jump
Clément, Nyassoke Titi Gaston
;
Jules, Sadefo Kamdem
; …
- In:
Annals of finance
18
(
2022
)
3
,
pp. 419-428
Persistent link: https://www.econbiz.de/10013440645
Saved in:
7
A stock market model based on CAPM and market size
Flores, Brandon
;
Ofori-Atta, Blessing
;
Sarantsev, Andrey
- In:
Annals of finance
17
(
2021
)
3
,
pp. 405-424
Persistent link: https://www.econbiz.de/10012622329
Saved in:
8
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
9
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael
;
SenGupta, Indranil
- In:
Annals of finance
16
(
2020
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
Saved in:
10
Optimal dynamic basis trading
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
15
(
2019
)
3
,
pp. 307-335
Persistent link: https://www.econbiz.de/10012240079
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