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~source:"econis"
~subject:"Markov-Kette"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Elektronischer Datenträger"
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Search: subject_exact:"Expected utility"
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ECONIS (ZBW)
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1
Optimal pair-trade execution with generalized cross-impact
Ohnishi, Masamitsu
;
Shimoshimizu, Makoto
- In:
Asia Pacific financial markets
29
(
2022
)
2
,
pp. 253-289
Persistent link: https://www.econbiz.de/10013260071
Saved in:
2
Expected utility of the drawdown-based regime-switching risk model with state-dependent termination
Landriault, David
;
Li, Bin
;
Li, Shu
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 137-147
Persistent link: https://www.econbiz.de/10011825424
Saved in:
3
More risk-sensitive Markov decision processes
Bäuerle, Nicole
;
Rieder, Ulrich
- In:
Mathematics of operations research
39
(
2014
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10010345222
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4
Risk-sensitive and mean variance optimality in Markov decision processes
Sladký, Karel
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 146-161
Persistent link: https://www.econbiz.de/10010341117
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5
On a neglected aspect of portfolio choice : the role of the invested capital
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Review of managerial science
7
(
2013
)
1
,
pp. 85-98
Persistent link: https://www.econbiz.de/10009687308
Saved in:
6
Interdisciplinary developments in mathematical social sciences
Światczak, Łukasz
-
2011
Persistent link: https://www.econbiz.de/10009307150
Saved in:
7
Optimal guessing : choice in complex envrionments
Easley, David
;
Rustichini, Aldo
- In:
Journal of economic theory
124
(
2005
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003171311
Saved in:
8
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
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