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
institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~institution:"Judge Institute of Management Studies"
~subject:"Monte Carlo simulation"
~subject:"Portfolio selection"
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
Strategic delegation in oligop...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Monte Carlo simulation
Portfolio selection
Theorie
85
Theory
85
Asymmetric information
8
Asymmetrische Information
8
France
7
Frankreich
7
Portfolio-Management
7
Monte-Carlo-Simulation
5
Stochastic process
5
Stochastischer Prozess
5
Capital income
4
Incomplete information
4
Kapitaleinkommen
4
Risikomodell
4
Risk model
4
Unvollkommene Information
4
Adverse Selektion
3
Adverse selection
3
Automobile insurance
3
Börsenkurs
3
Disaster
3
Dismissal
3
Estimation theory
3
Großbritannien
3
Insurance market
3
Insurance premium
3
Katastrophe
3
Kfz-Versicherung
3
Kündigung
3
Learning process
3
Lernprozess
3
Moral Hazard
3
Moral hazard
3
Nutzentheorie
3
Pension fund
3
Pensionskasse
3
Resource economics
3
Ressourcenökonomik
3
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Language
All
English
10
French
1
Author
All
Dempster, Michael A. H.
3
Lardic, Sandrine
3
Mignon, Valérie
3
Evstigneev, Igor V.
2
Scaillet, Olivier
2
Schenk-Hoppé, K. R.
2
Andersen, J. V.
1
Arbeleche, S.
1
Battocchio, Paolo
1
Boyle, Phelim P.
1
Dachraoui, Kaïs
1
Dionne, Georges
1
Dubois, Emmanuel
1
Hong, Han
1
Imai, Junichi
1
Malevergne, Y.
1
Medova, E. A.
1
Menoncin, Francesco
1
Murtin, Fabrice
1
Sornette, D.
1
Tamer, Elie T.
1
Thompson, G. W. P.
1
Villaverde, M.
1
more ...
less ...
Institution
All
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
Judge Institute of Management Studies
National Bureau of Economic Research
251
Institute of Finance and Accounting <London>
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Ekonomiska forskningsinstitutet <Stockholm>
11
Center for Economic Research <Tilburg>
9
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Centre for Analytical Finance <Århus>
7
Springer Fachmedien Wiesbaden
7
Universität Zürich / Institut für Schweizerisches Bankwesen
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Rodney L. White Center for Financial Research
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Københavns Universitet / Økonomisk Institut
5
Nationalekonomiska Institutionen <Lund>
5
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Canterbury / Dept. of Economics and Finance
4
Universität Mannheim
4
World Bank
4
Association for Investment Management and Research
3
Bonn Graduate School of Economics
3
Erasmus Research Institute of Management
3
Federal Reserve System / Division of Research and Statistics
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
National Institute of Economic and Social Research
3
Springer-Verlag GmbH
3
The Wharton Financial Institutions Center
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of British Columbia / Finance Division
3
University of Exeter / Department of Economics
3
Victoria University of Wellington / School of Economics and Finance
3
more ...
less ...
Published in...
All
Documents de travail / THEMA
7
Working paper series
4
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
2
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760407
Saved in:
3
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
4
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
Saved in:
5
Comprendre et gérer les risques grands et extrêmes
Andersen, J. V.
(
contributor
);
Malevergne, Y.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906912
Saved in:
6
Asset allocation using quasi Monte Carlo methods
Boyle, Phelim P.
(
contributor
);
Imai, Junichi
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736202
Saved in:
7
Exponential growth of fixed-mix strategies in stationary asset markets
Dempster, Michael A. H.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001736256
Saved in:
8
Portfolio management for pension funds
Arbeleche, S.
;
Dempster, Michael A. H.
;
Medova, E. A.
; …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776995
Saved in:
9
Stochastic dominance and optimal portfolio
Dachraoui, Kaïs
(
contributor
);
Dionne, Georges
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661207
Saved in:
10
A fast subsampling method for nonlinear dynamic models
Hong, Han
(
contributor
);
Scaillet, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661507
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
