//--> //--> //-->
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
~subject:"Mathematische Optimierung"
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: "Decisions in economics and finance : DEF"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematische Optimierung
Theorie
121
Theory
121
Option pricing theory
47
Optionspreistheorie
47
Portfolio selection
38
Portfolio-Management
38
Stochastic process
31
Stochastischer Prozess
31
Volatility
26
Volatilität
26
Game theory
19
Mathematical programming
19
Spieltheorie
19
Risiko
16
Risk
16
Option trading
15
Optionsgeschäft
15
CAPM
13
Financial market
12
Finanzmarkt
12
Decision under uncertainty
11
Entscheidung unter Unsicherheit
11
Hedging
11
Black-Scholes model
10
Black-Scholes-Modell
10
Estimation theory
10
Schätztheorie
10
Präferenztheorie
9
Risk management
9
Theory of preferences
9
Estimation
8
Markov chain
8
Markov-Kette
8
Risikoaversion
8
Risikomanagement
8
Risk aversion
8
Asymmetric information
7
Asymmetrische Information
7
Endogenes Wachstumsmodell
7
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Carosi, Laura
2
Aliyu, M. D. S.
1
Antonelli, Fabio
1
Becker, Claas
1
Calder-Wang, Sophie
1
Cambini, Riccardo
1
Caristi, Giuseppe
1
Carleo, Alessandra
1
Cesarone, Francesco
1
Ferrara, Massimiliano
1
Gheno, Andrea
1
Giuzio, Margherita
1
Hamel, Andreas
1
Korn, Ralf
1
Lee, Charles H.
1
Lindberg, Carl
1
Mancini, Carlo
1
Martein, Laura
1
Miglierina, Enrico
1
Mokhtar-Kharroubi, Hocine
1
Molho, Elena
1
Monoyios, Michael
1
Ortu, Fulvio
1
Patrone, Fioravante
1
Peraita‑Ezcurra, Olivia
1
Putschögl, Wolfgang
1
Ricci, Jacopo Maria
1
Riedel, Frank
1
Ryan, Matthew Joseph
1
Sass, Jörn
1
Tijs, Stef
1
Tran, Kristy
1
Vilar Zanón, José Luis
1
more ...
less ...
Published in...
All
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Source
All
ECONIS (ZBW)
19
Showing
1
-
19
of
19
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A linear goal programming method to recover risk neutral probabilities from options prices by maximum entropy
Vilar Zanón, José Luis
;
Peraita‑Ezcurra, Olivia
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
1
,
pp. 259-276
Persistent link: https://www.econbiz.de/10012065216
Saved in:
2
An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
Aliyu, M. D. S.
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011997085
Saved in:
3
CLO replenishment regarded as linear optimisation problem
Becker, Claas
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 53-62
Persistent link: https://www.econbiz.de/10011997097
Saved in:
4
Generating the efficient frontier of a class of bicriteria generalized fractional programming
Cambini, Riccardo
;
Carosi, Laura
;
Martein, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 81-101
Persistent link: https://www.econbiz.de/10011997106
Saved in:
5
Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-Penot subdifferential
Caristi, Giuseppe
;
Ferrara, Massimiliano
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 103-113
Persistent link: https://www.econbiz.de/10011997114
Saved in:
6
Approximating exact expected utility via portfolio efficient frontiers
Carleo, Alessandra
;
Cesarone, Francesco
;
Gheno, Andrea
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 115-143
Persistent link: https://www.econbiz.de/10011997115
Saved in:
7
Pseudoconvexity on a closed convex set : an application to a wide class of generalized fractional functions
Carosi, Laura
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 145-158
Persistent link: https://www.econbiz.de/10011997116
Saved in:
8
Genetic algorithm versus classical methods in sparse index tracking
Giuzio, Margherita
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 243-256
Persistent link: https://www.econbiz.de/10011997732
Saved in:
9
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
10
Convex and convex-like optimization over a range inclusion problem and first applications
Mokhtar-Kharroubi, Hocine
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 277-299
Persistent link: https://www.econbiz.de/10011997741
Saved in:
11
Consumption optimization for recursive utility in a jump-diffusion model
Antonelli, Fabio
;
Mancini, Carlo
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
2
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011642633
Saved in:
12
Financial economics without probalistic prior assumptions
Riedel, Frank
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10010513461
Saved in:
13
Portfolio optimization for an investor with a benchmark
Korn, Ralf
;
Lindberg, Carl
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 373-384
Persistent link: https://www.econbiz.de/10010412437
Saved in:
14
Mixture sets on finite domains
Ryan, Matthew Joseph
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 139-147
Persistent link: https://www.econbiz.de/10008668143
Saved in:
15
Adaptive algorithms for maximizing overall stock return
Lee, Charles H.
;
Tran, Kristy
- In:
Decisions in economics and finance : DEF ; a journal of …
33
(
2010
)
2
,
pp. 81-95
Persistent link: https://www.econbiz.de/10008668155
Saved in:
16
Axiomatic approach to approximate solutions in multiobjective optimization
Miglierina, Enrico
;
Molho, Elena
;
Patrone, Fioravante
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 95-115
Persistent link: https://www.econbiz.de/10003771460
Saved in:
17
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
18
Characterisation of optimal dual measures via distortion
Monoyios, Michael
- In:
Decisions in economics and finance : DEF ; a journal of …
29
(
2006
)
2
,
pp. 95-119
Persistent link: https://www.econbiz.de/10003835671
Saved in:
19
Arbitrage, linear programming and martingales in securities markets with bid-ask spreads
Ortu, Fulvio
- In:
Decisions in economics and finance : DEF ; a journal of …
24
(
2001
)
2
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001683838
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->