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subject:"Portfolio-Management"
type_genre:"Sammlung"
~person:"Dai, Min"
~person:"Kraft, Holger"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Theorie
45
Theory
45
Portfolio selection
24
Stochastic process
10
Stochastischer Prozess
10
Option pricing theory
6
Optionspreistheorie
6
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5
Dynamic programming
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Dynamische Optimierung
4
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Liquidität
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Option trading
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Dai, Min
Kraft, Holger
Fabozzi, Frank J.
41
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Forsyth, Peter A.
17
Wang, Ruodu
17
Wong, Hoi Ying
17
Gollier, Christian
16
Post, Thierry
16
Jarrow, Robert A.
15
Levy, Haim
15
Li, Zhongfei
15
Lioui, Abraham
15
Platen, Eckhard
15
Yao, Haixiang
15
Chen, Zhiping
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Rüschendorf, Ludger
14
Vanduffel, Steven
14
Kwon, Roy H.
13
Liang, Zongxia
13
Sass, Jörn
13
Siu, Tak Kuen
13
Zeng, Yan
13
Zhou, Guofu
13
Guerard, John Baynard
12
Li, Xun
12
Lo, Andrew W.
12
Maurer, Raimond
12
Račev, Svetlozar T.
12
Schenk-Hoppé, Klaus Reiner
12
Young, Virginia R.
12
Zariphopoulou-Souganidis, Thaleia
12
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Journal of economic dynamics & control
4
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Mathematical methods of operations research
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Finance and stochastics
1
Journal of banking & finance
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
24
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1
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
2
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
3
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
4
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
5
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
6
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
7
Robo-advising : a dynamic mean-variance approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
8
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
Saved in:
9
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger
;
Meyer-Wehmann, André
;
Seifried, Frank Thomas
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012502492
Saved in:
10
How does illiquidity affect delegated portfolio choice?
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 539-585
Persistent link: https://www.econbiz.de/10012138916
Saved in:
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