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Markov chain
Theorie
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Theory
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Risk
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CAPM
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Dekompositionsverfahren
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Elliott, Robert J.
52
Casarin, Roberto
48
Billio, Monica
44
Waggoner, Daniel F.
42
Siu, Tak Kuen
39
Dijk, Herman K. van
37
Sola, Martin
37
Reffett, Kevin L.
35
Tsionas, Efthymios G.
32
Guidolin, Massimo
31
Piger, Jeremy Max
31
Gupta, Rangan
30
Zha, Tao
30
Chauvet, Marcelle
27
Lütkepohl, Helmut
27
Stachurski, John
27
Bauwens, Luc
26
Kaufmann, Sylvia
26
Kim, Chang-jin
26
Kohn, Robert
26
Lucas, André
26
Cui, Zhenyu
25
D'Amico, Guglielmo
25
Ravazzolo, Francesco
25
Chib, Siddhartha
24
Psaradakis, Zacharias G.
24
Balbus, Lukasz
23
Koopman, Siem Jan
23
Paap, Richard
23
Dijk, Dick van
22
Doraszelski, Ulrich
22
Dufays, Arnaud
22
Koop, Gary
22
Sethi, Suresh
22
Spagnolo, Fabio
22
Hansen, Lars Peter
21
Krolzig, Hans-Martin
21
Leiva-Leon, Danilo
21
Li, Lingfei
21
Rady, Sven
21
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve Bank of St. Louis
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
HAL
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Centre for Analytical Finance <Århus>
6
California Agricultural Experiment Station / Department of Agricultural and Resource Economics
4
Econometrisch Instituut <Rotterdam>
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
European University Institute / Department of Law
4
Springer Fachmedien Wiesbaden
4
University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
3
Department of Economics, University of California-San Diego (UCSD)
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European Association of Agricultural Economists - EAAE
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European Commission / Statistical Office of the European Union
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European University Institute / Department of Economics
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London School of Economics and Political Science
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Society for Computational Economics - SCE
3
University of British Columbia / Finance Division
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University of Melbourne / Department of Economics
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University of Reading / Department of Economics
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Centre for Actuarial Studies
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Centre for Growth and Business Cycle Research <Manchester>
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Departamento de Fundamentos del Análisis Económico I, Facultad de Ciencias Económicas y Empresariales
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Land Economy and Environment Group, Scotland's Rural College
2
Lunds Universitet / Nationalekonomiska Institutionen
2
National Institute of Economic and Social Research
2
School of Economics and Finance, Queen Mary
2
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European journal of operational research : EJOR
266
Journal of econometrics
140
Operations research letters
111
Mathematics of operations research
108
Operations research
96
Discussion paper / Tinbergen Institute
91
Economic modelling
88
International journal of production research
86
Journal of economic dynamics & control
85
Economics letters
81
International journal of theoretical and applied finance
79
Mathematical methods of operations research
77
Insurance / Mathematics & economics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Energy economics
64
Working paper
64
Computational economics
62
International journal of production economics
62
Applied economics
60
Computers & operations research : and their applications to problems of world concern ; an international journal
57
Journal of forecasting
51
Journal of economic theory
50
Quantitative finance
50
International journal of forecasting
49
Dynamic games and applications : DGA
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Finance research letters
44
Risks : open access journal
44
Discussion paper / Centre for Economic Policy Research
42
Opsearch : journal of the Operational Research Society of India
42
NBER Working Paper
41
Applied economics letters
40
Macroeconomic dynamics
40
NBER working paper series
40
Journal of empirical finance
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Finance and stochastics
38
Working paper / National Bureau of Economic Research, Inc.
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
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ECONIS (ZBW)
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RePEc
266
EconStor
45
Other ZBW resources
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1
Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local
risk
-minimization
Ceci, Claudia
;
Colaneri, Katia
;
Cretarola, Alessandra
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 47-60
Persistent link: https://www.econbiz.de/10010484834
Saved in:
2
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
3
Default-risky bond prices with jumps, liquidity
risk
and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
4
Expected log-utility maximization under incomplete information and with Cox-process observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
5
Optimal investment management for a defined contribution pension fund under imperfect information
Zhang, Ling
;
Zhang, Hao
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 210-224
Persistent link: https://www.econbiz.de/10011825476
Saved in:
6
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
7
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Saved in:
8
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
9
Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models
Ai, Meiqiao
;
Zhang, Zhimin
;
Zhu, Dan
- In:
Scandinavian actuarial journal
2023
(
2023
)
4
,
pp. 330-358
Persistent link: https://www.econbiz.de/10014336388
Saved in:
10
Pricing and hedging defaultable participating contracts with regime switching and jump
risk
Le Courtois, Olivier
;
Quittard-Pinon, François
;
Su, …
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
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