//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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
Optimal investment strategy in...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
733,267
Theory
718,357
Portfolio-Management
52,039
Portfolio selection
51,693
Volatility
44,016
Volatilität
43,752
Schätzung
42,507
Welt
42,073
Estimation
41,566
World
41,340
USA
38,857
United States
37,279
Risiko
30,753
Risk
30,595
Anlageverhalten
28,418
Behavioural finance
27,844
Deutschland
26,310
Börsenkurs
25,733
Geldpolitik
25,710
Share price
25,414
Monetary policy
24,852
Germany
24,647
Kapitaleinkommen
22,961
Capital income
22,900
Prognoseverfahren
20,917
Mathematische Optimierung
20,801
Mathematical programming
20,689
Forecasting model
20,607
Stochastischer Prozess
19,686
Stochastic process
19,239
Wirtschaftswachstum
17,913
Economic growth
17,221
Zeitreihenanalyse
17,007
Time series analysis
16,571
Finanzmarkt
15,518
Financial market
15,255
CAPM
13,877
Experiment
13,352
Konsumentenverhalten
13,351
Consumer behaviour
13,201
more ...
less ...
Online availability
All
Free
254,043
Undetermined
127,686
CC license
7,471
Type of publication
All
Book / Working Paper
427,672
Article
390,129
Journal
1,718
Other
156
Database
2
Type of publication (narrower categories)
All
Article in journal
316,582
Aufsatz in Zeitschrift
316,582
Working Paper
147,618
Graue Literatur
144,282
Non-commercial literature
144,282
Arbeitspapier
134,976
Aufsatz im Buch
55,264
Book section
55,264
Hochschulschrift
31,160
Thesis
26,424
Collection of articles of several authors
13,658
Sammelwerk
13,658
Bibliografie enthalten
11,141
Bibliography included
11,141
Lehrbuch
10,277
Textbook
9,179
Aufsatzsammlung
7,682
Konferenzschrift
5,830
Collection of articles written by one author
4,175
Sammlung
4,175
Rezension
3,723
Conference proceedings
3,446
Systematic review
2,761
Übersichtsarbeit
2,761
Conference paper
2,517
Konferenzbeitrag
2,517
Glossar enthalten
1,756
Glossary included
1,756
Case study
1,421
Fallstudie
1,421
Festschrift
1,253
Reprint
1,251
Amtsdruckschrift
1,210
Government document
1,210
Handbook
1,154
Handbuch
1,154
Mehrbändiges Werk
995
Multi-volume publication
995
Bibliografie
967
Forschungsbericht
921
more ...
less ...
Language
All
English
729,701
German
65,310
French
7,553
Spanish
4,341
Italian
3,952
Undetermined
3,529
Polish
1,811
Russian
1,458
Portuguese
1,055
Dutch
729
Hungarian
289
Danish
228
Czech
217
Swedish
181
Norwegian
155
Croatian
144
Bulgarian
82
Finnish
81
Slovak
69
Romanian
59
Slovenian
49
Ukrainian
48
Serbian
46
Chinese
22
Turkish
17
Macedonian
14
Japanese
12
Lithuanian
10
Modern Greek (1453-)
8
Afrikaans
7
Arabic
7
Valencian
7
Estonian
7
Galician
7
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
Nijkamp, Peter
637
McAleer, Michael
616
Acemoglu, Daron
571
Stiglitz, Joseph E.
517
Güth, Werner
516
Aizenman, Joshua
504
Caporale, Guglielmo Maria
497
Härdle, Wolfgang
469
Pesaran, M. Hashem
468
Gersbach, Hans
466
Stark, Oded
466
Snower, Dennis J.
464
Pestieau, Pierre
463
Fabozzi, Frank J.
462
Gupta, Rangan
450
Creedy, John
427
Batabyal, Amitrajeet A.
420
Phillips, Peter C. B.
398
Helpman, Elhanan
395
Heckman, James J.
394
Koskela, Erkki
393
Razin, Asaf
380
Cremer, Helmuth
371
Frey, Bruno S.
369
Zenou, Yves
368
Kaplow, Louis
364
Svensson, Lars E. O.
364
Broll, Udo
341
Caballero, Ricardo J.
339
Diebold, Francis X.
338
Franses, Philip Hans
336
Shleifer, Andrei
336
Shavell, Steven
334
Ploeg, Frederick van der
328
Thisse, Jacques-François
327
Woodford, Michael
326
Aghion, Philippe
325
Konrad, Kai A.
321
Buiter, Willem H.
317
Chiarella, Carl
314
more ...
less ...
Institution
All
National Bureau of Economic Research
9,161
OECD
646
Edward Elgar Publishing
571
European Commission / Joint Research Centre
331
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
299
Ekonomiska forskningsinstitutet <Stockholm>
295
Springer Fachmedien Wiesbaden
290
IGI Global
288
Center for Economic Research <Tilburg>
285
European University Institute / Department of Economics
255
International Monetary Fund
255
World Bank
229
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
201
Forschungsinstitut zur Zukunft der Arbeit
167
Internationaler Währungsfonds / Research Department
154
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
151
Centre for Economic Policy Research
147
Umeå universitet
129
Foerder Institute for Economic Research <Tēl-Āvîv>
128
European Central Bank
121
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
108
Organisation for Economic Co-operation and Development
106
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
104
European Parliament / Directorate-General for Internal Policies of the Union
102
Robert Schuman Centre for Advanced Studies
96
Springer-Verlag GmbH
94
Deutsche Forschungsgemeinschaft
90
Erasmus Research Institute of Management
88
Federal Reserve System / Board of Governors
88
Australian National University / Faculty of Economics and Commerce
86
Centre for Analytical Finance <Århus>
86
Massachusetts Institute of Technology / Department of Economics
84
European University Institute / Department of Law
83
Econometrisch Instituut <Rotterdam>
82
Federal Reserve System / Division of Research and Statistics
81
Columbia University / Department of Economics
80
Bangladesch / Parisaṅkhyāna Byuro
79
Universitetet i Oslo / Økonomisk institutt
79
more ...
less ...
Published in...
All
NBER working paper series
8,899
NBER Working Paper
8,094
Working paper / National Bureau of Economic Research, Inc.
7,498
European journal of operational research : EJOR
6,417
Economics letters
5,901
Discussion paper / Centre for Economic Policy Research
4,899
CESifo working papers
4,305
Working paper
3,479
Journal of economic theory
2,925
Discussion paper / Tinbergen Institute
2,751
Journal of economic dynamics & control
2,743
The American economic review
2,684
Discussion paper series / IZA
2,662
Computers & operations research : and their applications to problems of world concern ; an international journal
2,639
International journal of production research
2,534
Journal of economic behavior & organization : JEBO
2,486
Applied economics
2,418
Economic modelling
2,362
Journal of banking & finance
2,341
Finance research letters
2,326
Europäische Hochschulschriften / 5
2,216
The economic journal : the journal of the Royal Economic Society
2,200
CESifo Working Paper
2,198
Discussion paper
2,183
European economic review : EER
2,129
SpringerLink / Bücher
2,107
Management science : journal of the Institute for Operations Research and the Management Sciences
2,059
Journal of econometrics
2,027
Discussion papers / CEPR
2,021
Energy economics
1,998
IZA Discussion Paper
1,935
CESifo Working Paper Series
1,923
Journal of public economics
1,895
Games and economic behavior
1,867
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,801
Applied economics letters
1,790
Discussion paper / Center for Economic Research, Tilburg University
1,744
International journal of production economics
1,702
IMF working papers
1,657
Journal of monetary economics
1,602
more ...
less ...
Source
All
ECONIS (ZBW)
798,221
EconStor
13,642
RePEc
3,286
USB Cologne (EcoSocSci)
2,956
OLC EcoSci
428
USB Cologne (business full texts)
387
BASE
358
Other ZBW resources
348
ArchiDok
51
more ...
less ...
Showing
1
-
10
of
819,677
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Saved in:
2
Robust portfolio choice under the 4/2 stochastic
volatility
model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
3
A
theory
of misperception in a stochastic dominance framework and its application to structured financial products
Castellano, Rosella
;
Cerqueti, Roy
- In:
IMA journal of management mathematics
29
(
2018
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10011858928
Saved in:
4
Investigations of stochastic pairs trading strategies under different
volatility
regimes
Baronyan, Sayat R.
;
Boduroǧlu, İ. İlkay
;
S̜ener, Emrah
- In:
Papers in money, macroeconomics and finance : …
78
(
2010
),
pp. 114-134
Persistent link: https://www.econbiz.de/10009632101
Saved in:
5
Incomplete continuous-time securities markets with stochastic income
volatility
Christensen, Peter Ove
;
Larsen, Kasper
- In:
Review of asset pricing studies
4
(
2014
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10010476898
Saved in:
6
Robust portfolio choice with derivative trading under stochastic
volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
7
An optimal investment strategy for insurers in incomplete markets
Badaoui, Mohamed
;
Fernández Cabaleiro, Begoña
; …
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-23
-Lundberg process. The insurer is allowed to invest in a risky asset with stochastic
volatility
subject to the influence of an economic …
Persistent link: https://www.econbiz.de/10011865623
Saved in:
8
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and
volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
9
Is stochastic
volatility
relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 601-626
Persistent link: https://www.econbiz.de/10011619083
Saved in:
10
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic
volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->