//--> //--> //-->
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
isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Bai, Yang"
~person:"Loeper, Grégoire"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Portfolio-Management
3
Theorie
3
Theory
3
Anlageverhalten
1
Behavioural finance
1
Double boundary stopping time
1
Experiment
1
Fokker-Planck
1
HJB
1
Markov chain
1
Markov-Kette
1
Markov-modulated O-U process
1
Mathematical programming
1
Mathematische Optimierung
1
Modellierung
1
Moving average crossovers
1
Optimal mass transport
1
Optimal strategy
1
Optimal thresholds
1
Pairs trading
1
Parameter misspecification
1
Portfolio allocation
1
Regime-switching
1
Robust statistics
1
Robustes Verfahren
1
Robustness
1
Scientific modelling
1
Stochastic process
1
Stochastischer Prozess
1
Vermögensverteilung
1
Wealth distribution
1
Wealth distribution target
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bai, Yang
Loeper, Grégoire
Escobar, Marcos
5
Stübinger, Johannes
3
Cheng, Yuyang
2
Dindo, Pietro
2
Endres, Sylvia
2
Forsyth, Peter A.
2
Gu, Jia-Wen
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Li, Yuying
2
Liu, Jun
2
Madan, Dilip B.
2
Ni, Chendi
2
Paterlini, Sandra
2
Pun, Chi Seng
2
Satchell, Stephen
2
Wu, Lan
2
Abergel, Frédéric
1
Aboussalah, Amine Mohamed
1
Al-Aradi, Ali
1
Albagli, Elias
1
Arratia, Argimiro
1
Auer, Benjamin R.
1
Barucci, Emilio
1
Bauder, David
1
Bel Hadj Ayed, Ahmed
1
Ben-Horin, Moshe
1
Bergen, V.
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
Birge, John R.
1
Bodnar, Taras
1
Bogdan, Małgorzata
1
Boudt, Kris
1
Bradrania, Reza
1
Braga, M. D.
1
Brandtner, Mario
1
more ...
less ...
Published in...
All
Journal of economic theory
Quantitative finance
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization with a prescribed terminal wealth distribution
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 333-347
Persistent link: https://www.econbiz.de/10013167753
Saved in:
2
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
3
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->