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Stochastic process
Theorie
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Theory
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Risk
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McAleer, Michael
93
Phillips, Peter C. B.
79
Koopman, Siem Jan
74
Sethi, Suresh
64
Ferrari, Giorgio
59
Chiarella, Carl
56
Platen, Eckhard
56
Cui, Zhenyu
51
Madan, Dilip B.
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Yu, Jun
43
Asai, Manabu
40
Fabozzi, Frank J.
40
Linton, Oliver
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Gao, Jiti
37
Elliott, Robert J.
36
Gil-Alaña, Luis A.
36
Todorov, Viktor
36
Escobar, Marcos
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Zhang, Qing
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Stein, Jerome L.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
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Carr, Peter
29
Schenk-Hoppé, Klaus Reiner
28
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
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Erasmus Research Institute of Management
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Queen Mary College / Department of Economics
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Ekonomiska forskningsinstitutet <Stockholm>
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Institutionen för Skogsekonomi <Umeå>
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Nuffield College
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Springer-Verlag GmbH
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University of Essex / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
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HWWA-Institut für Wirtschaftsforschung
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
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European journal of operational research : EJOR
741
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
Finance and stochastics
245
Operations research
215
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
189
Journal of economic dynamics & control
153
Risks : open access journal
153
Applied mathematical finance
143
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Finance research letters
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of mathematical finance
105
Econometric reviews
98
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Annals of operations research
80
Economic modelling
80
Working paper
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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ECONIS (ZBW)
19,144
RePEc
59
Other ZBW resources
2
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1
Stochastic dominance : an approach to decision-making under
risk
Whitmore, George Alexander
(
ed.
);
Whitmore, George A.
(
ed.
)
-
1978
Persistent link: https://www.econbiz.de/10000050477
Saved in:
2
Risk
neutral and
risk
averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
3
Asymptotic investment behaviors under a jump-diffusion
risk
process
Belkina, Tatiana
;
Luo, Shangzhen
- In:
North American actuarial journal
21
(
2017
)
1
,
pp. 36-62
Persistent link: https://www.econbiz.de/10011857974
Saved in:
4
The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima
; …
- In:
Economic research
35
(
2022
)
1,1
,
pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
Saved in:
5
Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng
;
Wang, Tianyu
;
Yan, Zhenzhen
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
5
,
pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
Saved in:
6
Scenario generation for single-period portfolio selection problems with tail
risk
measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
7
Neyman-Pearson hedging and dynamic measures of
risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
Saved in:
8
Probabilistic aspects of financial
risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
Saved in:
9
Stochastic dominance relation and linear
risk
measures
Ogryczak, Włodzimierz
- In:
Financial modelling : proceedings of the 23rd Meeting …
,
(pp. 191-212)
.
1999
Persistent link: https://www.econbiz.de/10001739680
Saved in:
10
Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig
- In:
International journal of theoretical and applied finance
5
(
2002
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10001657399
Saved in:
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