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Year of publication
Subject
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Theorie 1,048 Theory 1,044 Analysis 802 Mathematical analysis 795 Lineare Algebra 570 Linear algebra 567 Stochastischer Prozess 554 Stochastic process 553 Variationsrechnung 522 Variational method 520 Optionspreistheorie 327 Option pricing theory 326 Estimation theory 261 Schätztheorie 261 Mathematical programming 160 Mathematische Optimierung 160 Portfolio selection 141 Portfolio-Management 141 Schätzung 140 Estimation 139 Malliavin calculus 137 Correlation 132 Korrelation 132 Volatilität 118 Mathematik 116 Volatility 116 Finanzmathematik 105 Mathematical finance 99 Konsumentenverhalten 96 Consumer behaviour 95 Time series analysis 95 Zeitreihenanalyse 95 Mathematics 94 Private consumption 93 Privater Konsum 93 Risiko 81 Risk 81 Monte Carlo simulation 72 Monte-Carlo-Simulation 71 USA 71
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Online availability
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Free 900 Undetermined 765 CC license 34
Type of publication
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Article 1,245 Book / Working Paper 1,234 Other 2
Type of publication (narrower categories)
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Article in journal 914 Aufsatz in Zeitschrift 914 Graue Literatur 548 Non-commercial literature 548 Working Paper 521 Arbeitspapier 508 Aufsatz im Buch 94 Book section 94 Hochschulschrift 71 Lehrbuch 67 Thesis 46 Textbook 45 Conference paper 16 Konferenzbeitrag 16 Collection of articles of several authors 14 Sammelwerk 14 Article 12 Collection of articles written by one author 10 Sammlung 10 research-article 9 Konferenzschrift 8 Aufgabensammlung 7 Einführung 6 Bibliografie enthalten 5 Bibliography included 5 Conference Paper 5 Forschungsbericht 5 Aufsatzsammlung 3 Case study 3 Conference proceedings 3 Fallstudie 3 Nachschlagewerk 3 Reference book 3 Formelsammlung 2 Bibliographie 1 CD-ROM, DVD 1 Congress Report 1 Dissertation u.a. Prüfungsschriften 1 Festschrift 1 Glossar enthalten 1
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Language
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English 2,100 Undetermined 264 German 100 French 7 Spanish 5 Polish 3 Russian 3 Bulgarian 1
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Author
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Takahashi, Akihiko 28 Yamada, Toshihiro 24 Platen, Eckhard 20 Alòs, Elisa 17 Attanasio, Orazio P. 17 Ledoit, Olivier 16 Wolf, Michael 14 Wälde, Klaus 14 Chiarella, Carl 11 Kohlmann, Michael 11 Küchler, Uwe 11 Larek, Emil 11 Magnus, Jan R. 11 Imkeller, Peter 9 Linton, Oliver 9 Magnusson, Leandro M. 9 Singer, Hermann 9 Touzi, Nizar 9 Atkeson, Andrew 8 Haque, Qazi 8 Kehoe, Patrick J. 8 McKay, Alisdair 8 Nakamura, Emi 8 Willis, Jonathan L. 8 Yoshida, Nakahiro 8 Barndorff-Nielsen, Ole E. 7 Christiano, Lawrence J. 7 Davis, Joshua M. 7 Fally, Thibault 7 Haltiwanger, John C. 7 Havránek, Tomáš 7 Heckman, James J. 7 Horst, Ulrich 7 Kohatsu-Higa, Arturo 7 Kovacs, Agnes 7 Meyer-Gohde, Alexander 7 Peng, Xingchun 7 Pinto, Rodrigo 7 Sennewald, Ken 7 Sentana, Enrique 7
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Institution
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National Bureau of Economic Research 24 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 16 International Monetary Fund (IMF) 12 Department of Economics and Business, Universitat Pompeu Fabra 10 Université Paris-Dauphine (Paris IX) 10 EconWPA 7 HAL 5 Center for Economic Research <Tilburg> 4 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 4 Cowles Foundation for Research in Economics, Yale University 3 Facoltà di Economia, Università degli Studi di Urbino 3 Springer Fachmedien Wiesbaden 3 Springer-Verlag GmbH 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Centre de Recherche en Économie et Management (CREM) 2 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 2 Escola de Pós-Graduação em Economia <Rio de Janeiro> 2 School of Economics and Management, University of Aarhus 2 Society for Computational Economics - SCE 2 Universitat Pompeu Fabra / Departament d'Economia i Empresa 2 Université Paris-Dauphine 2 Australian Agricultural and Resource Economics Society - AARES 1 Becker Friedman Institute for Research in Economics, University of Chicago 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Boston College / Department of Economics 1 Carleton University / Department of Economics 1 Centre d'Études des Politiques Économiques (EPEE), Université d'Évry Val d'Essonne 1 Centre for Analytical Finance <Århus> 1 Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews 1 Centre pour la Recherche Économique et ses Applications (CEPREMAP) 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Christian-Albrechts-Universität zu Kiel 1 Conference Nonlinear Analysis and Its Applications in Engineering and Economics <1996> 1 Conference on Matrices and Graphs: Theory and Economic Applications <1993 - 1995, Brescia> 1 Department of Economics, Leicester University 1 Department of Economics, University of Hawaii-Manoa 1 Dr. Rainer Hampp <Firma> 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 European Commission / Joint Research Centre 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 38 Mathematics Preprint Archive 35 International journal of theoretical and applied finance 29 Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty 26 Journal of econometrics 26 The journal of computational finance 25 Journal of economic dynamics & control 22 Finance and stochastics 21 NBER Working Paper 21 Stochastic Processes and their Applications 21 Insurance / Mathematics & economics 20 Journal of mathematical finance 20 NBER working paper series 20 Mathematics of operations research 19 European journal of operational research : EJOR 18 Working paper / National Bureau of Economic Research, Inc. 18 Economics letters 17 Quantitative finance 17 Discussion papers of interdisciplinary research project 373 16 Mathematical finance : an international journal of mathematics, statistics and financial theory 16 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 16 SpringerLink / Bücher 15 Applied mathematical finance 14 Discussion paper / Centre for Economic Policy Research 14 Dynamic games and applications : DGA 14 Finance and Stochastics 14 Journal of mathematical economics 14 Macroeconomic dynamics 14 CESifo working papers 13 Computational economics 13 Risks : open access journal 13 IMF Working Papers 12 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 11 Discussion paper / Tinbergen Institute 11 International journal of financial engineering 11 Working paper 11 Working paper series / University of Zurich, Department of Economics 11 CORE discussion papers : DP 10 Discussion paper / Center for Economic Research, Tilburg University 10 Economic modelling 10
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Source
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ECONIS (ZBW) 2,106 RePEc 295 EconStor 31 USB Cologne (EcoSocSci) 25 Other ZBW resources 18 BASE 6
Showing 61 - 70 of 2,481
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Polynomial optimization : matrix factorization ranks, portfolio selection, and queueing theory
Steenkamp, Andries - 2023
Persistent link: https://www.econbiz.de/10014388473
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Human capital and the intertemporal substitution for leisure : empirical evidence for Spain
Cutanda Tarin, Antonio; Sanchis Llopis, Juan Alberto - In: Portuguese economic journal 22 (2023) 3, pp. 377-396
Persistent link: https://www.econbiz.de/10014336500
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The design and evaluation of a picture fuzzy mining safety system with picture fuzzy differential equations
Mondal, Debapriya; Garai, Totan; Roy, Gopal Chandra; … - In: Decision analytics journal 9 (2023), pp. 1-12
The mining industry continues to play a significant role in developing the economy in developing countries. The need for minerals influences the magnitude of the mining industry, and safety concerns have taken on considerable importance in this sector. Equipment failure and breakdown will...
Persistent link: https://www.econbiz.de/10014532356
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A quantitative fuzzy-valued intersection matrix for obtaining fuzzy relationships between vague spatial objects
Jana, Subhankar; Mahanta, Juthika - In: Decision analytics journal 9 (2023), pp. 1-13
Topological relation between geographical objects is one of the key components of the Geographical Information System (GIS). Considering the objects to be exact with sharp boundaries, four intersection, and nine intersection matrices initiated the study of calculating the topological relations....
Persistent link: https://www.econbiz.de/10014532585
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Interest rates, moneyness, and the Fisher equation
Herrenbrueck, Lucas; Wang, Zijian - 2023 - This version: December 2023
Persistent link: https://www.econbiz.de/10014443707
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A numerical comparative study of completion methods for pairwise comparison matrices
Tekile, Hailemariam Abebe; Brunelli, Matteo; Fedrizzi, … - In: Operations research perspectives 10 (2023), pp. 1-11
In the context of some multi-criteria decision-making methods, such as the Analytic Hierarchy Process, an expert is required to compare entities, e.g. alternatives and criteria. However, often, for various reasons, the expert cannot provide judgments on all pairs of entities. For these cases,...
Persistent link: https://www.econbiz.de/10014448227
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Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav; Bodnar, Taras; Javed, Farrukh; Tyrcha, … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
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Quantifying systemic risk in Morocco's banking system using Euler indicators and extreme dependence
Said, Khalil; El Qalli, Yassine; Fadlallah, Abdellali - In: Cogent business & management 10 (2023) 3, pp. 1-19
This article contributes to the quantification of systemic risk within the Moroccan banking system, focusing on listed banks. We utilize indicators derived from Tail Value at Risk and expectiles risk measures, as introduced by El qalli and Said (2013) (El Qalli & Said, 2023), to measure the...
Persistent link: https://www.econbiz.de/10014505870
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A prey-refuge harvesting model using intuitionistic fuzzy sets
Acharya, Ashish; Mahata, Animesh; Sil, Nikhilesh; … - In: Decision analytics journal 8 (2023), pp. 1-11
This study considers the classical Lotka-Volterra model for a prey-predator system with harvesting effort and catchability coefficients for both species incorporating a new prey-refuge parameter. Trapezoidal intuitionistic fuzzy numbers are considered to describe the initial values of the prey...
Persistent link: https://www.econbiz.de/10014520206
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A neutrosophic differential equation approach for modelling glucose distribution in the bloodstream using neutrosophic sets
Acharya, Ashish; Mahata, Animesh; Mukherjee, Supriya; … - In: Decision analytics journal 8 (2023), pp. 1-11
Neutrosophic sets are a generalization of fuzzy sets and intuitionistic fuzzy sets. They play an important role in addressing uncertainty, vagueness, and indeterminacy in problem-solving. Differential equations in a neutrosophic environment under Hukuhara differentiability are used to model the...
Persistent link: https://www.econbiz.de/10014516474
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