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~isPartOf:"European journal of operational research : EJOR"
~subject:"Statistical test"
~subject:"Theory"
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Martingal
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European journal of operational research : EJOR
Finance and stochastics
59
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Journal of econometrics
21
International journal of theoretical and applied finance
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Asia-Pacific financial markets
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
2
Dynamic safety first expected utility model
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
Saved in:
3
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
4
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
5
A cyclical square-root model for the term structure of interest rates
Moreno, Manuel
;
Platania, Federico
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10010486893
Saved in:
6
Efficiency analysis, shortage functions, arbitrage, and martingales
Chambers, Robert G.
;
Färe, Rolf
- In:
European journal of operational research : EJOR
213
(
2011
)
1
,
pp. 349-358
Persistent link: https://www.econbiz.de/10009159255
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