//--> //--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Non-commercial literature"
~isPartOf:"Finance research letters"
~subject:"Mathematical programming"
~subject:"Volatilität"
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
Mathematical programming
Volatilität
Theorie
623
Theory
623
Portfolio selection
156
Portfolio-Management
156
Capital income
100
Kapitaleinkommen
100
Börsenkurs
83
Share price
83
Volatility
77
CAPM
75
Risk
75
Risiko
72
Estimation
69
Schätzung
69
Forecasting model
62
Prognoseverfahren
62
Aktienmarkt
41
Stock market
41
Risikoprämie
34
Risk premium
34
Time series analysis
34
Zeitreihenanalyse
34
ARCH model
33
ARCH-Modell
33
Anlageverhalten
33
Behavioural finance
33
Asymmetric information
32
Asymmetrische Information
32
Risikomaß
31
Risk measure
31
Credit risk
30
Kreditrisiko
30
Risikomanagement
30
Risk aversion
30
Risk management
30
Risikoaversion
29
Financial market
28
Finanzmarkt
28
Hedging
28
more ...
less ...
Online availability
All
Undetermined
83
Type of publication
All
Article
93
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
93
Language
All
English
93
Author
All
Gupta, Rangan
3
Wu, Xinyu
3
Al-Yahyaee, Khamis Hamed
2
Mensi, Walid
2
Sensoy, Ahmet
2
Smith, Geoffrey Peter
2
Yoon, Seong-min
2
Alcock, Jamie
1
Alshammari, Saad
1
An, Haizhong
1
Andrews, Antony
1
Aw, Grace
1
Aydin, Nezir
1
Aye, Goodness C.
1
Baek, Seungjun
1
Bartram, Söhnke M.
1
Basu, Anup K.
1
Baur, Dirk G.
1
Bekiros, Stelios
1
Berger, Theo
1
Bouri, Elie
1
Caldeira, João F.
1
Cao, Wei
1
Caporale, Guglielmo Maria
1
Carr, Peter
1
Cesarone, Francesco
1
Chang, Chia-Lin
1
Changchien, Chang-Cheng
1
Chen, Cathy W. S.
1
Chen, Haiwei
1
Chen, Jingnan
1
Chen, Rui
1
Chen, Weijia
1
Chen, Yongfei
1
Chen, Zhanbo
1
Chen, Zhenlong
1
Chen, Zhi
1
Cheng, Tengfei
1
Chiang, Thomas C.
1
Ching, Wai Ki
1
more ...
less ...
Published in...
All
Finance research letters
European journal of operational research : EJOR
1,759
Computers & operations research : and their applications to problems of world concern ; an international journal
1,055
Operations research letters
533
International journal of production research
470
INFORMS journal on computing : JOC
314
Mathematics of operations research
301
Operations research
293
Mathematical methods of operations research
187
International journal of production economics
181
Omega : the international journal of management science
166
Management science : journal of the Institute for Operations Research and the Management Sciences
162
Journal of economic dynamics & control
157
Transportation research / E : an international journal
153
Discussion paper / Tinbergen Institute
149
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
Working paper / National Bureau of Economic Research, Inc.
146
Journal of the Operational Research Society : OR
142
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
141
Journal of econometrics
137
Operational research : an international journal
126
Opsearch : journal of the Operational Research Society of India
126
RAIRO / Operations research
123
Journal of banking & finance
122
Journal of the Operational Research Society
118
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
117
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
113
Economics letters
111
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Computational economics
108
Annals of operations research
103
International journal of theoretical and applied finance
102
Discussion paper / Center for Economic Research, Tilburg University
101
Economic modelling
96
EURO journal on computational optimization
90
International transactions in operational research : a journal of the International Federation of Operational Research Societies
88
4OR : a quarterly journal of operations research
87
Computational Management Science : CMS
86
Energy economics
85
more ...
less ...
Source
All
ECONIS (ZBW)
93
Showing
1
-
10
of
93
Sort
Relevance
Date (newest first)
Date (oldest first)
1
State-dependent volatility feedback effect in the ICAPM
Kilic, Osman
;
Nam, Kiseok
;
O'Connor, Matthew L.
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445185
Saved in:
2
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
3
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
Saved in:
4
The impact of position limits on options trading
Switzer, Lorne N.
;
Tu, Qiao
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490632
Saved in:
5
The ambiguous December
Shust, Efrat
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490698
Saved in:
6
Dynamic volatility regulation of financial institutions
Hilscher, Jens
;
Raviv, Alon
;
Wiener, Zvi
- In:
Finance research letters
61
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490771
Saved in:
7
Viscosity solution for optimal liquidation problems with randomly-terminated horizon
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jia-wen
;
Wong, Tak Kwong
- In:
Finance research letters
61
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491014
Saved in:
8
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
9
Decoding financial performance of US-listed entities : a sectoral exploration of input efficiency amid stochastic volatility
Andrews, Antony
;
Kumar, Nikeel Nishkar
- In:
Finance research letters
64
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014531748
Saved in:
10
Decomposing risk spillover effect in international stock market : a novel intertemporal network topology approach
Zhang, Xu
;
Lv, Zhiyu
;
Naeem, Muhammad Abubakr
;
Rauf, Abdul
- In:
Finance research letters
63
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014531573
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->