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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Estimation theory"
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Portfolio-Management
Stochastischer Prozess
Estimation theory
Theorie
3,110
Theory
3,110
Schätztheorie
320
Monetary policy
274
Geldpolitik
273
Time series analysis
256
Zeitreihenanalyse
256
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166
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152
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152
Estimation
143
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Phillips, Peter C. B.
10
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7
Lee, Lung-fei
7
Linton, Oliver
7
Saikkonen, Pentti
7
Davidson, James E. H.
6
Jong, Robert M. de
6
Li, Kai
6
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5
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5
Lieberman, Offer
5
Lioui, Abraham
5
Munk, Claus
5
Pötscher, Benedikt M.
5
White, Halbert
5
Wooldridge, Jeffrey M.
5
Branger, Nicole
4
Chen, Xiaohong
4
Fan, Yanqin
4
He, Xue-zhong
4
Horváth, Lajos
4
Lütkepohl, Helmut
4
Newey, Whitney K.
4
Park, Joon Y.
4
Robinson, Peter M.
4
Satchell, Stephen
4
Tanaka, Katsuto
4
Zinde-Walsh, Victoria
4
Caner, Mehmet
3
Chen, Songnian
3
Choi, In
3
Donald, Stephen G.
3
Han, Chirok
3
Hidalgo, Javier
3
Huang, Chi-fu
3
Kokoszka, Piotr
3
Kraft, Holger
3
Kuan, Chung-ming
3
Lee, Myoung-jae
3
Li, Duan
3
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Econometric theory
Journal of economic dynamics & control
European journal of operational research : EJOR
666
Economics letters
510
Journal of econometrics
497
Insurance / Mathematics & economics
378
Working paper / National Bureau of Economic Research, Inc.
310
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
285
NBER working paper series
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Journal of banking & finance
268
Finance and stochastics
257
International journal of theoretical and applied finance
238
NBER Working Paper
222
Mathematical finance : an international journal of mathematics, statistics and financial theory
220
Discussion paper / Tinbergen Institute
202
Série des documents de travail / Centre de Recherche en Économie et Statistique
197
Econometric reviews
192
Computers & operations research : and their applications to problems of world concern ; an international journal
179
Finance research letters
175
Journal of applied econometrics
155
Operations research
152
Quantitative finance
147
Risks : open access journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Operations research letters
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Research paper series / Swiss Finance Institute
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The review of financial studies
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135
The review of economics and statistics
135
Economic modelling
130
International journal of production research
129
The journal of finance : the journal of the American Finance Association
128
Journal of empirical finance
124
Applied economics
120
Journal of economic theory
118
Journal of financial economics
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ECONIS (ZBW)
588
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
4
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
5
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
6
Symbolic stationarization of dynamic equilibrium models
Canova, Fabio
;
Paulsen, Kenneth Sæterhagen
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014480314
Saved in:
7
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
8
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
9
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
Saved in:
10
Spectral financial econometrics
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1175-1220
Persistent link: https://www.econbiz.de/10013539327
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