//--> //--> //--> //-->
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
~isPartOf:"Computational Management Science : CMS"
~type_genre:"Konferenzbeitrag"
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:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
10
Stochastischer Prozess
10
Theorie
9
Theory
9
Option pricing theory
7
Optionspreistheorie
7
Mathematical programming
5
Mathematische Optimierung
5
Portfolio selection
5
Portfolio-Management
5
Stochastic programming
4
Volatility
4
Volatilität
4
Energiewirtschaft
3
Energy sector
3
Cumulative prospect theory
2
Decision under uncertainty
2
Electric power industry
2
Elektrizitätswirtschaft
2
Entscheidung unter Unsicherheit
2
Experiment
2
Interest rate
2
Prospect Theory
2
Prospect theory
2
Risikomanagement
2
Risk management
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Statistical distribution
2
Statistische Verteilung
2
Yield curve
2
Zins
2
Zinsstruktur
2
2-levels recourse model
1
Applied probability
1
Barrier option pricing
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian networks
1
Big Data
1
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
220
Aufsatz in Zeitschrift
220
Conference paper
19
Collection of articles of several authors
7
Sammelwerk
7
Konferenzschrift
3
more ...
less ...
Language
All
English
19
Author
All
Hitaj, Asmerilda
2
Angelelli, Enrico
1
Bertani, Alessandro
1
Blomvall, Jörgen
1
Cano, Emilio L.
1
Chin, Dorea
1
Consigli, Giorgio
1
Djamal, Chaabane
1
Ermol'eva, Tatiana Y.
1
Ermolʹev, Jurij M.
1
Fatma, Mebrek
1
Flåm, Sjur D.
1
Gobbi, Marco
1
Goudenege, Ludovic
1
Hagenbjörk, Johan
1
Hellemo, Lars
1
Herzel, Stefano
1
Kaut, Michal
1
Kiesel, Rüdiger
1
Kim, Young Shin
1
Lozza, Sergio Ortobelli
1
Marshall, Adele H.
1
Mastrogiacomo, Elisa
1
Mercuri, Lorenzo
1
Micheli, Giovanni
1
Midthun, Kjetil T.
1
Moguerza, Javier M.
1
Molent, Andrea
1
Nardon, Martina
1
Ndoci, Alda
1
Nicolosi, Marco
1
Paraschiv, Florentina
1
Petrová, Barbora
1
Pianca, Paolo
1
Rovira Kaltwasser, Pablo
1
Rroji, Edit
1
Russo, Vincenzo
1
Shaw, Barry
1
Siddiqui, Afzal S.
1
Soda, Emiliano
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
The American economic review
69
Games and economic behavior
47
Journal of monetary economics
47
International journal of production economics
45
Energy reports
40
Journal of econometrics
31
The European journal of the history of economic thought
30
Journal of business ethics : JOBE
28
International journal of economics and financial issues : IJEFI
26
Recent advances in optimization theory and applications
25
Labour economics : official journal of the European Association of Labour Economists
24
Research in transportation economics
24
Revue d'économie politique
24
Journal of institutional and theoretical economics : JITE
23
Journal of international economics
21
ORP 3 - OR for young researchers and practitioners
21
Open economies review
21
Empirica : journal of european economics
20
International journal of innovation management
20
International tax and public finance
20
The European journal of finance
20
Industrial marketing management : the international journal for industrial and high-tech firms
19
International journal of theoretical and applied finance
19
Journal of economic interaction and coordination
19
Modellbasiertes Management : Konferenz für Wirtschafts- und Sozialkybernetik KyWi 2013 vom 4. bis 5. Juli 2013 in Bern
19
Recent advances in game theory, optimization theory and applications
19
The journal of real estate finance and economics
19
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
18
Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
18
Trends in mathematical economics : dialogues between Southern Europe and Latin America
18
Journal of economic dynamics & control
17
Proceedings of the 5th International Conference on Economic Management and Green Development
17
Embracing diversity in organisations : 7th International OFEL Conference on Governance, Management and Entrepreneurship : 5th - 6th April 2019, Dubrovnik, Croatia
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
16
Journal of economic methodology
16
Journal of scheduling
16
Public choice
16
Austrian Economics 150 Years after Carl Menger : 10th International Conference The Austrian School in the 21st Century : papers presented on November 4th and 5th, 2021
15
Corporate Practices: Policies, Methodologies, and Insights in Organizational Management : International Conference on Entrepreneurship and the Economy in an Era of Uncertainty 2023
15
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
European option pricing under cumulative prospect
theory
with constant relative sensitivity probability weighting functions
Nardon, Martina
;
Pianca, Paolo
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10011993474
Saved in:
2
Portfolio choice under cumulative prospect
theory
: sensitivity analysis and an empirical study
Consigli, Giorgio
;
Hitaj, Asmerilda
;
Mastrogiacomo, Elisa
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
Saved in:
3
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
4
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
5
Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
Saved in:
6
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
Saved in:
7
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
Saved in:
8
Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
Saved in:
9
Blocks of coordinates, stochastic programming, and markets
Flåm, Sjur D.
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10011993406
Saved in:
10
Identifying systemically important financial institutions : a network approach
Rovira Kaltwasser, Pablo
;
Spelta, Alessandro
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 155-185
Persistent link: https://www.econbiz.de/10011993457
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->