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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Mathematical methods of operations research"
~subject:"Markov chain"
~subject:"Markov-Kette"
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Bi, Junna
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Mathematical methods of operations research
European journal of operational research : EJOR
10
Insurance / Mathematics & economics
9
Quantitative finance
9
Risks : open access journal
9
Finance and stochastics
8
International journal of theoretical and applied finance
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ECONIS (ZBW)
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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
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
3
Set-portfolio selection with the use of market stochastic bounds
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Toninelli, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 5-24
Persistent link: https://www.econbiz.de/10009533022
Saved in:
4
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
Saved in:
5
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
6
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
7
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
Saved in:
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