//--> //--> //-->
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
~person:"Leung, Tim"
~person:"Weng, Chengguo"
~subject:"Theorie"
~subject:"evolutionary biology"
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:"Utility maximization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
evolutionary biology
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastischer Prozess
5
Theory
5
Utility maximization
4
Commodity derivative
3
Rohstoffderivat
3
utility maximization
3
Derivat
2
Derivative
2
Hedging
2
Agrarversicherung
1
Agricultural insurance
1
Analysis
1
Backward stochastic differential equations
1
Brownian bridge
1
Commodity exchange
1
Commodity futures
1
Concavification technique
1
Control theory
1
Dynamic trading
1
Futures
1
Futures basis
1
Futures portfolio
1
Index insurance
1
Insurance
1
Kontrolltheorie
1
Martingal
1
Martingale
1
Martingale and dual approach
1
Mathematical analysis
1
ODE method
1
Option pricing theory
1
Optionspreistheorie
1
Participating contract
1
Portfolio constraints
1
Riccati equation
1
Risikomodell
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Leung, Tim
Weng, Chengguo
Escobar, Marcos
4
Zagst, Rudi
4
Heufer, Jan
3
Horioka, Charles
3
Horioka, Charles Yuji
3
Manzini, Paola
3
Mariotti, Marco
3
Mostovyi, Oleksii
3
Soner, Halil Mete
3
Bayraktar, Erhan
2
Bruggen, Paul van
2
Cherchye, Laurens
2
Demuynck, Thomas
2
Diewert, Walter E.
2
Lanier, Joshua
2
Larsen, Kasper
2
Mandler, Michael
2
Neykova, Daniela
2
Polisson, Matthew
2
Renou, Ludovic
2
Rock, Bram de
2
Salter, Alexander William
2
Vargiolu, Tiziano
2
Žitković, Gordan
2
Aguiar, Victor H.
1
Ahmed, Shabbir
1
Allen, Roy E.
1
Angoshtari, Bahman
1
Bahaji, Hamza
1
Barron, Katelin
1
Bazier-Matte, Thierry
1
Bickel, J. Eric
1
Bilsen, Servaas van
1
Capponi, Agostino
1
Chen, An
1
Chen, Xiaodong
1
Chen, Zhiping
1
Ching, Wai Ki
1
more ...
less ...
Published in...
All
Annals of finance
2
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
2
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
3
Index insurance design
Zhang, Jinggong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 491-523
Persistent link: https://www.econbiz.de/10012056617
Saved in:
4
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
5
Optimal investment strategies for participating contracts
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 137-155
Persistent link: https://www.econbiz.de/10011702060
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->