//--> //--> //--> //-->
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:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research : ZOR"
~subject:"Portfolio-Management"
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:"Bellman equation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Dynamic programming
20
Dynamische Optimierung
20
Portfolio selection
14
Theorie
14
Theory
14
Mathematical programming
8
Mathematische Optimierung
8
Stochastic process
8
Stochastischer Prozess
8
Control theory
6
Hamilton-Jacobi-Bellman equation
6
Kontrolltheorie
6
Discounting
4
Diskontierung
4
Option pricing theory
4
Optionspreistheorie
4
Transaction costs
4
Transaktionskosten
4
Bellman equation
3
Hedging
3
Markov chain
3
Markov-Kette
3
Stochastic control
3
Decision
2
Dividend
2
Dividende
2
Duality
2
Economy of time
2
Entscheidung
2
Financial investment
2
Financial market
2
Finanzmarkt
2
Hyperbolic discounting
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Kapitalanlage
2
Nichtlineare Optimierung
2
Nonlinear programming
2
Optimal investment
2
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Björk, Tomas
2
Murgoci, Agatha
2
Pham, Huyên
2
Bahchedjioglou, Olena
1
Browne, Sid
1
Egorov, Sergei
1
Federico, Salvatore
1
Gassiat, Paul
1
Gozzi, Fausto
1
Han, Xia
1
Hillairet, Caroline
1
Hobson, David G.
1
Jiao, Ying
1
Khapko, Mariana
1
Laurent, Jean Paul
1
Liang, Zhibin
1
Obłój, Jan
1
Pergamenchtchikov, Serguei
1
Schied, Alexander
1
Schöneborn, Torsten
1
Shevchenko, Georgiy
1
Tse, Alex S. L.
1
Weiss, Farina
1
Wiesel, Johannes
1
Yuan, Yu
1
Zhu, Yeqi
1
more ...
less ...
Published in...
All
Finance and stochastics
Mathematical methods of operations research : ZOR
Insurance / Mathematics & economics
23
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
13
Mathematical methods of operations research
13
Journal of economic dynamics & control
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Computational economics
8
Mathematics and financial economics
8
Economic modelling
5
Journal of banking & finance
4
Quantitative finance
4
Scandinavian actuarial journal
4
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Finance research letters
3
IMA journal of management mathematics
3
Journal of mathematical finance
3
Mathematics of operations research
3
SpringerLink / Bücher
3
Annals of operations research
2
Applied mathematical finance
2
Computational management science
2
Discussion paper / Centre for Economic Policy Research
2
Documentos de trabajo / dECON, Facultad de Ciencias Sociales, Universidad de la República : documento
2
International journal of theoretical and applied finance : IJTAF
2
Journal of risk and financial management : JRFM
2
Journal of the Operational Research Society
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Megatrend revija
2
Modern economy
2
OR spectrum : quantitative approaches in management
2
Operations research
2
Operations research proceedings 1998 : selected papers of the International Conference on Operations Research, Zurich, August 31 - September 3, 1998 ; with 51 tables
2
Optimal financial decision making under uncertainty
2
Review of finance : journal of the European Finance Association
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
Saved in:
2
A unified framework for robust modelling of financial markets in discrete time
Obłój, Jan
;
Wiesel, Johannes
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 427-468
Persistent link: https://www.econbiz.de/10012585981
Saved in:
3
Minimizing the penalized probability of drawdown for a general insurance company under ambiguity aversion
Yuan, Yu
;
Liang, Zhibin
;
Han, Xia
- In:
Mathematical methods of operations research : ZOR
96
(
2022
)
2
,
pp. 259-290
Persistent link: https://www.econbiz.de/10013455032
Saved in:
4
Optimal investments for the standard maximization problem with non-concave utility function in complete market model
Bahchedjioglou, Olena
;
Shevchenko, Georgiy
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 163-181
Persistent link: https://www.econbiz.de/10013184230
Saved in:
5
A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices
Weiss, Farina
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
1
,
pp. 33-81
Persistent link: https://www.econbiz.de/10012488877
Saved in:
6
A multi-asset investment and consumption problem with transaction costs
Hobson, David G.
;
Tse, Alex S. L.
;
Zhu, Yeqi
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 641-676
Persistent link: https://www.econbiz.de/10012023758
Saved in:
7
On time-inconsistent stochastic control in continuous time
Björk, Tomas
;
Khapko, Mariana
;
Murgoci, Agatha
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
Saved in:
8
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Saved in:
9
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
10
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->