//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~isPartOf:"Mathematical methods of operations research"
~subject:"Hamilton-Jacobi-Bellman equation"
~subject:"Stochastic process"
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
Search: subject_exact:"Portfolio management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hamilton-Jacobi-Bellman equation
Stochastic process
Portfolio selection
80
Portfolio-Management
80
Theorie
65
Theory
65
Stochastischer Prozess
23
Risiko
11
Risk
11
Mathematical programming
10
Mathematische Optimierung
10
Dynamic programming
9
Dynamische Optimierung
9
Hedging
9
Martingal
7
Martingale
7
Option pricing theory
7
Optionspreistheorie
7
Risikomaß
7
Risk measure
7
Control theory
6
Kontrolltheorie
6
Risikoaversion
6
Risk aversion
6
Erwartungsnutzen
5
Expected utility
5
Markov chain
5
Markov-Kette
5
Transaction costs
5
Transaktionskosten
5
Anlageverhalten
4
Behavioural finance
4
Consumption theory
4
Incomplete information
4
Konsumtheorie
4
Unvollkommene Information
4
Volatility
4
Volatilität
4
Efficient frontier
3
Institutional investor
3
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Bi, Junna
2
Liang, Zhibin
2
Yuen, Kam Chuen
2
Abergel, Frédérik
1
Andersson, Daniel
1
Bai, Lihua
1
Bayraktar, Erhan
1
Chen, Shuang
1
Cui, Xiangyu
1
Djehiche, Boualem
1
Dupačová, Jitka
1
Eksi, Zehra
1
Fernández, Begoña
1
Frey, Rüdiger
1
Guo, Junyi
1
Guo, Wenjing
1
Hernández-Hernández, Daniel
1
Ibrahim, Dalia
1
Kallsen, Jan
1
Kijima, Masaaki
1
Kraft, Holger
1
Ku, Hyejin
1
Lazgham, Mourad
1
Li, Dan
1
Li, Xun
1
Lin, Xiang
1
Lindensjö, Kristoffer
1
Ma, Xue-Fei
1
Meda, Ana
1
Ohnishi, Masamitsu
1
Pan, Jian
1
Pang, Li-Ping
1
Runggaldier, Wolfgang J.
1
Saavedra, Patricia
1
Selvamuthu, Dharmaraja
1
Shi, Yun
1
Singh, Arti
1
Siu, Tak Kuen
1
Soner, Halil Mete
1
Steffensen, Mogens
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
Insurance / Mathematics & economics
94
European journal of operational research : EJOR
62
International journal of theoretical and applied finance
55
Finance and stochastics
44
Quantitative finance
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of economic dynamics & control
25
Journal of mathematical finance
21
Risks : open access journal
21
Applied mathematical finance
20
Annals of finance
19
Finance research letters
17
Journal of banking & finance
17
Mathematics and financial economics
17
Scandinavian actuarial journal
17
International journal of financial engineering
16
Computational economics
13
Journal of risk and financial management : JRFM
13
IMA journal of management mathematics
11
Astin bulletin : the journal of the International Actuarial Association
10
Computational Management Science : CMS
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematics of operations research
10
Economic modelling
8
Operations research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Review of derivatives research
6
Annals of operations research
5
Applied economics
5
Asia-Pacific financial markets
5
Journal of econometrics
5
Journal of empirical finance
5
The European journal of finance
5
The journal of asset management
5
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
2
Quantile Hedging in a semi-static market with model uncertainty
Bayraktar, Erhan
;
Wang, Gu
- In:
Mathematical methods of operations research
87
(
2018
)
2
,
pp. 197-277
Persistent link: https://www.econbiz.de/10011873985
Saved in:
3
Non-linear filtering and optimal investment under partial information for stochastic volatility models
Ibrahim, Dalia
;
Abergel, Frédérik
- In:
Mathematical methods of operations research
87
(
2018
)
3
,
pp. 311-346
Persistent link: https://www.econbiz.de/10011874006
Saved in:
4
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility
Sun, Zhongyang
;
Guo, Junyi
- In:
Mathematical methods of operations research
88
(
2018
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10011903385
Saved in:
5
Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
Saved in:
6
Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti
;
Selvamuthu, Dharmaraja
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
Saved in:
7
Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun
;
Li, Xun
;
Cui, Xiangyu
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10011714505
Saved in:
8
Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks
Pan, Jian
;
Xiao, Qingxian
- In:
Mathematical methods of operations research
85
(
2017
)
3
,
pp. 491-519
Persistent link: https://www.econbiz.de/10011714519
Saved in:
9
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
Saved in:
10
Optimal investment and consumption under partial information
Lindensjö, Kristoffer
- In:
Mathematical methods of operations research
83
(
2016
)
1
,
pp. 87-107
Persistent link: https://www.econbiz.de/10011446622
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->