Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Dynamic mean-variance"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
7
Portfolio-Management
7
Theorie
6
Theory
6
Time consistency
6
Zeitkonsistenz
6
Mathematical programming
2
Mathematische Optimierung
2
Time inconsistency
2
Anlageverhalten
1
Asymptotics
1
Behavioural finance
1
Capital income
1
Commitment by punishment
1
Control theory
1
Cost of self-coordination
1
Dynamic mean-variance
1
Dynamic mean-variance (MV)
1
Dynamic mean-variance formulation
1
Dynamic mean-variance portfolio
1
Dynamic mean-variance portfolio selection
1
Dynamic mean–variance problem
1
Dynamic programming
1
Dynamische Optimierung
1
FinTech
1
Financial technology
1
Finanztechnologie
1
Foreign portfolio investment
1
Game theory
1
Hedging
1
High-dimensional portfolio selection
1
Investment analysis
1
Kapitaleinkommen
1
Kontrolltheorie
1
Management fee
1
Mean-field type control problems
1
Ornstein-Uhlenbeck (OU)
1
Pairs trading
1
Portfolio-Investition
1
Price impact
1
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Cui, Xiangyu
3
Shi, Yun
3
Li, Duan
2
Bensoussan, Alain
1
Ching, Wai Ki
1
Dai, Min
1
Gao, Jianjun
1
Gu, Jia-Wen
1
He, Xue Dong
1
Jiang, Zhaoli
1
Jin, Hanqing
1
Kou, Steven
1
Li, Xun
1
Ma, Guiyuan
1
Pun, Chi Seng
1
Siu, Chi Chung
1
Siu, Tak Kuen
1
Wong, Hoi Ying
1
Xu, Yuhong
1
Yam, Sheung Chi Phillip
1
Yu, Feng-Hui
1
Zhu, Dong-Mei
1
more ...
less ...
Published in...
All
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society : OR
1
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
Operational research : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal pairs trading with
dynamic
mean-variance
objective
Zhu, Dong-Mei
;
Gu, Jia-Wen
;
Yu, Feng-Hui
;
Siu, Tak Kuen
; …
- In:
Mathematical methods of operations research : ZOR
94
(
2021
)
1
,
pp. 145-168
Persistent link: https://www.econbiz.de/10012618990
Saved in:
2
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
He, Xue Dong
;
Jiang, Zhaoli
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 587-615
Persistent link: https://www.econbiz.de/10013364907
Saved in:
3
Dynamic
mean-variance
problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
4
Multi-period mean-variance portfolio optimization with management fees
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
- In:
Operational research : an international journal
21
(
2021
)
2
,
pp. 1333-1354
Persistent link: https://www.econbiz.de/10012584207
Saved in:
5
Robo-advising : a
dynamic
mean-variance
approach
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Digital finance : smart data analytics, investment …
3
(
2021
)
2
,
pp. 81-97
Persistent link: https://www.econbiz.de/10012615275
Saved in:
6
A linear programming model for selection of sparse high-dimensional multiperiod portfolios
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 754-771
Persistent link: https://www.econbiz.de/10011987586
Saved in:
7
Time consistent behavioral portfolio policy for
dynamic
mean-variance
formulation
Cui, Xiangyu
;
Li, Xun
;
Li, Duan
;
Shi, Yun
- In:
Journal of the Operational Research Society : OR
68
(
2017
)
12
,
pp. 1647-1660
Persistent link: https://www.econbiz.de/10011816054
Saved in:
8
Self-coordination in time inconsistent stochastic decision problems : a planner-doer game framework
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
- In:
Journal of economic dynamics & control
75
(
2017
),
pp. 91-113
Persistent link: https://www.econbiz.de/10011817149
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
