//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"CAPM"
~subject:"Forecasting model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
CAPM
Forecasting model
Theorie
283
Theory
283
Portfolio selection
118
Portfolio-Management
118
Stochastic process
51
Stochastischer Prozess
51
Prognoseverfahren
48
Volatility
46
Volatilität
46
Börsenkurs
41
Share price
41
Capital income
35
Kapitaleinkommen
35
Risikomaß
35
Risk measure
35
Risiko
34
Risk
34
Estimation
31
Schätzung
31
Mathematical programming
25
Mathematische Optimierung
25
Market microstructure
23
Marktmikrostruktur
23
Risikomanagement
23
Risk management
23
Securities trading
22
Wertpapierhandel
22
Portfolio optimization
20
Statistical distribution
20
Statistische Verteilung
20
Time series analysis
20
Zeitreihenanalyse
20
Markov chain
19
Markov-Kette
19
ARCH model
17
ARCH-Modell
17
Anlageverhalten
14
Behavioural finance
14
more ...
less ...
Online availability
All
Undetermined
61
Free
7
Type of publication
All
Article
67
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
69
Aufsatzsammlung
1
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
69
Author
All
Creamer Guillén, Germán
2
Ding, Rui
2
Li, Wai Keung
2
Liu, Li
2
Sornette, Didier
2
Taleb, Nassim Nicholas
2
Alexander, Carol
1
Antonov, Anton
1
Aste, Tomaso
1
Bae, Kwangil
1
Bekiros, Stelios
1
Bianchi, Michele Leonardo
1
Boen, Lynn
1
Bormetti, Giacomo
1
Bottazzi, Giulio
1
Bouchard, Bruno
1
Bouchaud, Jean-Philippe
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Burke, Matt
1
Butler, Andrew
1
Cao, Yi
1
Cattivelli, Luca
1
Chen, Qian
1
Chen, Yi-Chi
1
Chen, Ying
1
Chu, Chih-Kang
1
Chua, Wee Song
1
Clark, Brian
1
Clayton, Aubrey
1
Curran, Michael
1
Dakos, Michael
1
Demirer, Rıza
1
Demos, Guilherme
1
Deng, Kaihua
1
Dentcheva, Darinka
1
Ebrahimi, Tahera
1
Edirisinghe, Chanaka
1
Fiévet, Lucas
1
Fry, John
1
more ...
less ...
Institution
All
Forecasting Financial Markets Conference <23.>
1
International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
Published in...
All
Quantitative finance
International journal of forecasting
680
Journal of forecasting
438
Journal of financial economics
180
Journal of banking & finance
178
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Journal of econometrics
172
The journal of finance : the journal of the American Finance Association
170
Journal of economic dynamics & control
169
The review of financial studies
165
Economics letters
157
Journal of empirical finance
146
European journal of operational research : EJOR
142
Finance research letters
131
Applied economics
126
Economic modelling
125
Management science : journal of the Institute for Operations Research and the Management Sciences
121
Journal of international money and finance
101
Computational economics
100
Applied economics letters
90
Energy economics
88
International review of economics & finance : IREF
88
International review of financial analysis
88
The European journal of finance
84
Journal of applied econometrics
83
The North American journal of economics and finance : a journal of financial economics studies
82
Journal of monetary economics
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Technological forecasting & social change : an international journal
78
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
76
Journal of financial and quantitative analysis : JFQA
75
Risks : open access journal
74
Insurance / Mathematics & economics
64
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
61
Journal of business economics : JBE
61
Journal of economic theory
59
Jahrbücher für Nationalökonomie und Statistik
58
International journal of production economics
57
Review of quantitative finance and accounting
57
The journal of futures markets
57
more ...
less ...
Source
All
ECONIS (ZBW)
69
Showing
1
-
10
of
69
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
f-Betas and portfolio optimization with f-divergence induced risk measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
Saved in:
2
Can volatility solve the naive portfolio puzzle?
Curran, Michael
;
O'Sullivan, Patrick
;
Zalla, Ryan
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014419177
Saved in:
3
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
4
Deep-learning models for forecasting financial risk premia and their interpretations
Lo, Andrew W.
;
Singh, Manish
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 917-929
Persistent link: https://www.econbiz.de/10014304395
Saved in:
5
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
6
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
7
Estimation risk and the implicit value of index-tracking
Clark, Brian
;
Edirisinghe, Chanaka
;
Simaan, Majeed
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 303-319
Persistent link: https://www.econbiz.de/10013167745
Saved in:
8
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
Saved in:
9
Optimal trading with transaction costs and short-term predictability
Murthy, Shashidhar
;
Wald, John K.
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1115-1127
Persistent link: https://www.econbiz.de/10014321667
Saved in:
10
Coupled GARCH(1,1) model
Nie, Huasheng
;
Waelbroeck, Henri
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10014304344
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->