Economics, Econometrics and Finance
Portfolio Selection
100%
Investors
68%
Wealth
53%
Price
47%
Credit
42%
Pricing
40%
Volatility
40%
Investment Strategies
30%
ARCH Model
29%
Factor Model
23%
Risk Management
20%
Private Equity
18%
Regime Switching
18%
Option Trading
18%
Utility Function
18%
Yield Curve
16%
Continuous Time
14%
Generalized Autoregressive Conditional Heteroskedasticity
13%
Hedging
12%
Asset-Backed Securities
12%
Bayesian
12%
Interest Rate
11%
Macroeconomics
10%
Credit Derivative
10%
Time Series
10%
Utility Theory
10%
Monte Carlo Simulation
9%
Risk Factor
9%
Risk Attitude
9%
Financial Crisis
9%
Insurance Company
8%
Panel Study
8%
Prospect Theory
7%
Finance
6%
Investment Decision
6%
Alternative Investment
6%
Mortgages
6%
Consumer Demand Theory
5%
State Space Model
5%
Derivative Pricing
5%
Mean Reversion
5%
Sustainable Investment
5%
Markov Chain
5%
Utility Maximization
5%
Capital Requirements
5%
Keyphrases
Portfolio Optimization
67%
Optimal Investment
31%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
25%
Terminal Wealth
24%
Stochastic Volatility
23%
Recovery Rate
20%
Affine
20%
Default Risk
18%
Investment Strategy
18%
Stochastic Covariance
18%
Affine GARCH Models
18%
Markov Switching
17%
Expected Utility
16%
Credit Portfolio
16%
Risk Aversion
16%
Stochastic Correlation
16%
Optimal Strategy
16%
Barrier Options
16%
Constant Proportion Portfolio Insurance
13%
Volatility
13%
Mortgage-backed Securities
12%
Regime-switching Model
12%
Hedge Funds
12%
Optimization Problem
12%
Risk Management
12%
Popular
12%
Hyperbolic Absolute Risk Aversion
12%
Optimal Portfolio
11%
Regime Switching
11%
Markov Chain
11%
Dependence Structure
11%
Utility Function
11%
Asset Class
10%
Conditional Value at Risk
10%
Stochastic Recovery
10%
Insurer
10%
Private Equity
10%
Monte Carlo Simulation
10%
Portfolio Insurance Strategies
9%
Expected Returns
9%
Constant Relative Risk Aversion
9%
Factor Model
9%
Covariance
9%
Closed-form Expression
9%
Pension Funds
9%
Discrete-time
9%
Markov Switching Model
9%
Asset Returns
9%
S&P 500
9%
Risk Preferences
8%
Mathematics
Stochastics
66%
Closed Form
27%
Risk Aversion
24%
Probability Theory
23%
Continuous Time
18%
Stochastic Volatility
17%
Covariance
16%
Utility Function
16%
Closed Form Solution
12%
Barrier Option
12%
GARCH Model
12%
Principal Components
11%
Risky Asset
10%
Relative Risk
10%
Dependence Structure
9%
Insurance Product
9%
Constant Proportion
8%
Stochastic Dominance
8%
Mean-Variance
8%
Credit Portfolio
8%
Stochastic Volatility Model
8%
Value at Risk
7%
Discrete Time
7%
Copula
7%
Covariance Matrix
7%
Gaussian Distribution
6%
Loss Distribution
6%
Regression Model
6%
Markov Chain
6%
Covariance Model
6%
Risk Measure
6%
Asset Price
6%
Function Value
6%
Kalman Filtering
6%
Monte Carlo
5%
Approximates
5%
Optimality
5%
Perturbation Theory
5%
Correlation Structure
5%
Eigenvalue
5%
