//--> //--> //-->
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
~person:"Kandel, Shmuel"
~person:"Wong, Hoi Ying"
~subject:"Path dependence"
~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
Search: subject_exact:"Mean Reversion"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Path dependence
Portfolio selection
Mean reversion
9
Mean Reversion
7
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
4
Stochastischer Prozess
4
Jump diffusion
3
Volatility
3
Volatilität
3
Anlageverhalten
2
Asian options
2
Behavioural finance
2
Black-Scholes model
2
Black-Scholes-Modell
2
Consumption
2
Fourier transform
2
Konsum
2
Portfolio-Management
2
Swap
2
Theorie
2
Theory
2
mean reversion
2
Anleihe
1
Bond
1
CAPM
1
Currency option
1
Devisenoption
1
Interest rate
1
Longevity bonds
1
Longevity models
1
Mortality
1
Multi-factor stochastic volatility
1
Option trading
1
Optionsgeschäft
1
Pfadabhängigkeit
1
Pricing
1
Sterblichkeit
1
Threshold CIR model
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Kandel, Shmuel
Wong, Hoi Ying
Leung, Tim
6
Endres, Sylvia
3
Kuznitz, Arik
3
Moon, Seongman
3
Spierdijk, Laura
3
Stübinger, Johannes
3
Bikker, Jacob A.
2
Corcoran, Charles
2
Fos, Vyacheslav
2
Kakushadze, Zura
2
Leoni, Patrick L.
2
Levendovszky, János
2
Li, Xin
2
Rodríguez, Juan Carlos
2
Wachter, Jessica
2
Yu, Willie
2
Akarim, Yasemin Deniz
1
Al Saggaf, Majid Ibrahim
1
Alexander, Carol
1
Amédée-Manesme, Charles-Olivier
1
Aravkin, Aleksandr
1
Barthélémy, Fabrice
1
Bertrand, Philippe
1
Bikker, Jacob Antoon
1
Boguslavskaya, Elena
1
Boguslavsky, Michael
1
Boussaidi, Ramzi
1
Calderhead, Ben
1
Carrasco Blázquez, Mario
1
Ceffer, Attila
1
Chang, Chia-Chien
1
Chauhan, Gaurav Singh
1
Chen, Xi
1
Choi, Jaehyung
1
Coutts, Julian
1
Cruz, Ma del Carmen de la Orden de la
1
Dennin, Torsten
1
Enow, Samuel Tabot
1
Falbo, Paolo
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
1
European economic review : EER
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Kuznitz, Arik
;
Kandel, Shmuel
;
Fos, Vyacheslav
- In:
European economic review : EER
52
(
2008
)
8
,
pp. 1338-1352
Persistent link: https://www.econbiz.de/10003804462
Saved in:
2
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
3
A portfolio choice model with utility from anticipation of future consumption and stock markets' mean reversion
Kandel, Shmuel
;
Kuznitz, Arik
-
2004
Persistent link: https://www.econbiz.de/10002452267
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->