EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search:
Narrow search

Delete all filters | 4 applied filters

Year of publication
Online availability
All
Free
Type of publication
All
Book / Working Paper
Language
All
English Undetermined 3,986 French 12
Author
All
Zhou, Wei-Xing 29 Sornette, Didier 28 Cotter, John 26 Sornette, D. 24 Bayraktar, Erhan 16 Kardaras, Constantinos 16 Brigo, Damiano 15 Martinho, Vitor Joao Pereira Domingues 15 Bouchaud, Jean-Philippe 14 Marsili, Matteo 13 Muhle-Karbe, Johannes 13 Farmer, J. Doyne 12 Lillo, Fabrizio 12 Macrina, Andrea 12 Stanley, H. Eugene 12 Tasche, Dirk 12 Woodard, Ryan 12 Hughston, Lane P. 11 Drozdz, S. 10 Kitov, Ivan O. 10 Mantegna, Rosario N. 10 Papapantoleon, Antonis 10 Rudi Sch\"afer 10 Scalas, Enrico 10 Shevchenko, Pavel V. 10 Brody, Dorje C. 9 Cont, Rama 9 Kwapien, J. 9 Nutz, Marcel 9 Berd, Arthur M. 8 Dowd, Kevin 8 Gheorghiu, Anca 8 Junior, Leonidas Sandoval 8 Palmowski, Zbigniew 8 Ren, Fei 8 Vovk, Vladimir 8 Fujiwara, Yoshi 7 Guhr, Thomas 7 Kaizoji, Taisei 7 Michael C. M\"unnix 7
more ... less ...
Institution
All
arXiv.org National Bureau of Economic Research 30,656 International Monetary Fund 7,776 European Commission / Joint Research Centre 7,163 World Bank 4,995 HAL 3,634 CESifo 3,378 European Parliament / Directorate-General for Internal Policies of the Union 3,270 Institute for the Study of Labor (IZA) 3,030 Internationaler Währungsfonds 2,528 European Central Bank 2,315 International Monetary Fund (IMF) 2,237 European Commission / Directorate-General for Research and Innovation 1,871 World Bank Group 1,836 International Food Policy Research Institute (IFPRI) 1,632 European Commission / Directorate-General for Research 1,494 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1,411 Cowles Foundation for Research in Economics, Yale University 1,300 eSocialSciences 1,234 Econometric Society 1,205 Fondazione ENI Enrico Mattei (FEEM) 1,171 Zentrum für Europäische Wirtschaftsforschung (ZEW) 1,115 World Institute for Development Economic Research (UNU/WIDER), United Nations University 1,054 Federal Reserve Bank of St. Louis 1,046 DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 1,041 European Commission / Directorate-General for Economic and Financial Affairs 1,039 European Commission / Directorate-General for Employment, Social Affairs and Inclusion 1,037 Department of Economics and Business, Universitat Pompeu Fabra 1,012 European Commission / Directorate-General for Communication 1,001 European Commission / Directorate-General for Justice and Consumers 970 European Commission / Directorate-General for the Environment 968 Philippine Institute for Development Studies (PIDS), Government of the Philippines 942 Institut für Weltwirtschaft (IfW) 930 European Commission / Statistical Office of the European Union 915 Levy Economics Institute 898 European Centre for the Development of Vocational Training 893 European Investment Bank 888 Centre for Economic Performance, LSE 883 Inter-American Development Bank 857 David K. Levine 852
more ... less ...
Published in...
All
Papers / arXiv.org 1,736
Source
All
RePEc 1,736
Showing 1 - 10 of 1,736
Cover Image
Discovering East Africa's Industrial Opportunities
Hidalgo, Cesar A. - arXiv.org - 2012
What are East Africa's industrial opportunities? In this article we explore this question by using the Product Space to study the productive structure of five south-east African countries: Kenya, Mozambique, Rwanda, Tanzania and Zambia. The Product Space is a network connecting products that...
Persistent link: https://www.econbiz.de/10009652114
Saved in:
Cover Image
Portfolios and risk premia for the long run
Guasoni, Paolo; Robertson, Scott - arXiv.org - 2012
This paper develops a method to derive optimal portfolios and risk premia explicitly in a general diffusion model for an investor with power utility and a long horizon. The market has several risky assets and is potentially incomplete. Investment opportunities are driven by, and partially...
Persistent link: https://www.econbiz.de/10009652565
Saved in:
Cover Image
Incorporating fat tails in financial models using entropic divergence measures
Dey, Santanu; Juneja, Sandeep - arXiv.org - 2012
In the existing financial literature, entropy based ideas have been proposed in portfolio optimization, in model calibration for options pricing as well as in ascertaining a pricing measure in incomplete markets. The abstracted problem corresponds to finding a probability measure that minimizes...
Persistent link: https://www.econbiz.de/10009652566
Saved in:
Cover Image
Implied volatility formula of European Power Option Pricing
Liu, Jingwei; Chen, Xing - arXiv.org - 2012
We derive the implied volatility estimation formula in European power call options pricing, where the payoff functions are in the form of $V=(S^{\alpha}_T-K)^{+}$ and $V=(S^{\alpha}_T-K^{\alpha})^{+}$ ($\alpha0$)respectively. Using quadratic Taylor approximations, We develop the computing...
Persistent link: https://www.econbiz.de/10009652567
Saved in:
Cover Image
The evolvability of business and the role of antitrust
Wilkinson, Ian - arXiv.org - 2012
In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both...
Persistent link: https://www.econbiz.de/10009652568
Saved in:
Cover Image
UPDATE February 2012 - The Food Crises: Predictive validation of a quantitative model of food prices including speculators and ethanol conversion
Lagi, Marco; Bar-Yam, Yavni; Bertrand, Karla Z.; … - arXiv.org - 2012
Increases in global food prices have led to widespread hunger and social unrest---and an imperative to understand their causes. In a previous paper published in September 2011, we constructed for the first time a dynamic model that quantitatively agreed with food prices. Specifically, the model...
Persistent link: https://www.econbiz.de/10009652569
Saved in:
Cover Image
Asymptotics of robust utility maximization
Knispel, Thomas - arXiv.org - 2012
For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter $\lambda\in(0,1)$. Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate,...
Persistent link: https://www.econbiz.de/10009652570
Saved in:
Cover Image
Consistent Long-Term Yield Curve Prediction
Teichmann, Josef; Mario V. W\"uthrich - arXiv.org - 2012
We present an arbitrage-free non-parametric yield curve prediction model which takes the full (discretized) yield curve as state variable. We believe that absence of arbitrage is an important model feature in case of highly correlated data, as it is the case for interest rates. Furthermore, the...
Persistent link: https://www.econbiz.de/10009654181
Saved in:
Cover Image
Income distribution patterns from a complete social security database
Derzsy, N.; Neda, Z.; Santos, M. A. - arXiv.org - 2012
We analyze the income distribution of employees for 9 consecutive years (2001-2009) using a complete social security database for an economically important district of Romania. The database contains detailed information on more than half million taxpayers, including their monthly salaries from...
Persistent link: https://www.econbiz.de/10009654182
Saved in:
Cover Image
Correlation, Network and Multifractal Analysis of Global Financial Indices
Kumar, Sunil; Deo, Nivedita - arXiv.org - 2012
We apply RMT, Network and MF-DFA methods to investigate correlation, network and multifractal properties of 20 global financial indices. We compare results before and during the financial crisis of 2008 respectively. We find that the network method gives more useful information about the...
Persistent link: https://www.econbiz.de/10009492878
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...