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~source:"econis"
~subject:"Stochastischer Prozess"
~isPartOf:"Journal of economic dynamics & control"
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Search: subject:"Dynamische Optimierung"
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Stochastischer Prozess
Dynamic programming
71
Dynamische Optimierung
71
Theorie
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Theory
43
Stochastic process
18
Portfolio selection
11
Portfolio-Management
11
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Journal of economic dynamics & control
European journal of operational research : EJOR
57
Operations research
24
International journal of production research
15
International journal of production economics
13
Computers & operations research : and their applications to problems of world concern ; an international journal
12
Insurance / Mathematics & economics
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Mathematics of operations research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
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Computational Management Science : CMS
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INFORMS journal on computing : JOC
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Manufacturing & service operations management : M & SOM
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Mathematical methods of operations research
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Transportation research / E : an international journal
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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International journal of theoretical and applied finance
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Networks and spatial economics : a journal of infrastructure modeling and computation
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Optimal financial decision making under uncertainty
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Production and operations management : an international journal of the Production and Operations Management Society
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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Asia-Pacific financial markets
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Bank- und finanzwirtschaftliche Forschungen
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Bochumer Beiträge zur Unternehmensführung und Unternehmensforschung
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ECONIS (ZBW)
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1
Consumption and investment demand when health evolves stochastically
Bolin, Christian
;
Caputo, Michael R.
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012502555
Saved in:
2
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
Saved in:
3
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
4
A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe
;
Jørgensen, Thomas H.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
Saved in:
5
Joint stochastic dynamic pricing and advertising with time-dependent demand
Schlosser, Rainer
- In:
Journal of economic dynamics & control
73
(
2016
),
pp. 439-452
Persistent link: https://www.econbiz.de/10011709118
Saved in:
6
Explicit investment rules with time-to-build and uncertainty
Aïd, René
;
Federico, Salvatore
;
Pham, Huyên
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
Saved in:
7
Stochastic intertemporal duality : an application to investment under uncertainty
Krysiak, Frank C.
- In:
Journal of economic dynamics & control
30
(
2006
)
8
,
pp. 1363-1387
Persistent link: https://www.econbiz.de/10003349920
Saved in:
8
Optimal management of durable pollution
Shah, Sudhir A.
- In:
Journal of economic dynamics & control
29
(
2005
)
6
,
pp. 1121-1164
Persistent link: https://www.econbiz.de/10002855744
Saved in:
9
Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
Saved in:
10
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Saved in:
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