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isPartOf:"Journal of economic dynamics & control"
subject:"Allgemeines Gleichgewicht"
~source:"econis"
~subject:"Mathematical programming"
~subject:"Portfolio selection"
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Allgemeines Gleichgewicht
Mathematical programming
Portfolio selection
Theorie
2,396
Theory
2,396
Monetary policy
274
Geldpolitik
273
Portfolio-Management
165
Learning process
151
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Lioui, Abraham
5
Munk, Claus
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3
Chen, Shu-Heng
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Den Haan, Wouter J.
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Huang, Chi-fu
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2
Alexander, Gordon J.
2
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2
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2
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Cong, F.
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Cox, John Carrington
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Dechert, W. Davis
2
Duffie, Darrell
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Fujiwara, Ippei
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2
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2
Li, Bin
2
Li, Lingfei
2
Li, Wenli
2
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Journal of economic dynamics & control
European journal of operational research : EJOR
1,954
Computers & operations research : and their applications to problems of world concern ; an international journal
1,076
Operations research letters
562
International journal of production research
473
NBER working paper series
414
Working paper / National Bureau of Economic Research, Inc.
379
NBER Working Paper
357
Operations research
342
Mathematics of operations research
321
INFORMS journal on computing : JOC
316
Insurance / Mathematics & economics
291
Mathematical methods of operations research
254
Journal of banking & finance
252
Management science : journal of the Institute for Operations Research and the Management Sciences
235
Economic theory : official journal of the Society for the Advancement of Economic Theory
208
Discussion paper / Centre for Economic Policy Research
202
Economic modelling
195
International journal of production economics
189
Journal of economic theory
189
Journal of mathematical economics
182
Discussion paper / Tinbergen Institute
180
Omega : the international journal of management science
177
CESifo working papers
172
Finance and stochastics
168
Discussion paper / Center for Economic Research, Tilburg University
167
Mathematical finance : an international journal of mathematics, statistics and financial theory
163
Finance research letters
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SpringerLink / Bücher
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Journal of the Operational Research Society : OR
154
Top : an official journal of the Spanish Society of Statistics and Operations Research
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Transportation research / E : an international journal
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International journal of theoretical and applied finance
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Economics letters
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Working paper
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
141
Research paper series / Swiss Finance Institute
139
OR spectrum : quantitative approaches in management
134
Computational economics
131
Journal of the Operational Research Society
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ECONIS (ZBW)
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
4
Who pays the bill? : climate change, taxes, and transfers in a multi-region growth model
Hillebrand, Elmar
;
Hillebrand, Marten
- In:
Journal of economic dynamics & control
153
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014479317
Saved in:
5
Bounded rationality and optimal retirement age
Park, Hyeon
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479695
Saved in:
6
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
7
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
8
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
9
Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
Saved in:
10
Contagion accounting in stress-testing
Aldasoro, Iñaki
;
Hüser, Anne-Caroline
;
Kok Sørensen, …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013464710
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