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Year of publication
Subject
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Theorie 20 Theory 19 Portfolio selection 10 Portfolio-Management 10 Stochastic process 10 Stochastischer Prozess 10 Consumption-investment problem 8 Mathematical programming 8 Mathematische Optimierung 8 Nutzen 6 Utility 6 Investition 5 Investment 5 Option pricing theory 5 Optionspreistheorie 5 Projektmanagement 5 Consumption theory 4 Intertemporal choice 4 Intertemporale Entscheidung 4 Konsumtheorie 4 Mixed-integer programming 4 Project management 4 Project scheduling 4 Scheduling-Verfahren 4 CAPM 3 Discounting 3 Diskontierung 3 Dynamic programming 3 Dynamische Optimierung 3 Investment problem 3 Merton investment problem 3 Nutzenfunktion 3 Resource investment problem 3 Scheduling problem 3 Utility function 3 Analysis 2 BSDEs 2 Benchmark instances 2 Constraint programming 2 Consumption and investment problem 2
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Online availability
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Undetermined 22 Free 14 CC license 1
Type of publication
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Article 34 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 24 Aufsatz in Zeitschrift 24 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 3 Aufsatz im Buch 1 Book section 1
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Language
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English 33 Undetermined 6
Author
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Gerhards, Patrick 4 Li, Bin 3 Bäuerle, Nicole 2 Drexl, Andreas 2 Fujii, Masaaki 2 Hübner, Felix 2 Kimms, Alf 2 Landriault, David 2 Li, Danping 2 Sekine, Masashi 2 Shen, Yang 2 Shigeta, Yuki 2 Stürck, Christian 2 Sviščuk, Anatolij 2 Volk, Rebekka 2 Wei, Jiaqin 2 Zhao, Qian 2 Aase, Knut K. 1 Abbasi, Babak 1 Afonso Arévalo, Javier Eduardo 1 Aurand, Joshua 1 Batbold, Bolorsuvd 1 COX, ALEXANDER M. G. 1 Cao, Jingyi 1 Chang, Hao 1 Chang, Kai 1 Chen, Dengsheng 1 Chen, Kexin 1 Christensen, Sören 1 Cox, Alexander M. G. 1 De Chiara, Alessandro 1 Elizalde, Idoia 1 Girard, R. 1 Grether, Stefanie Ulrike 1 HOBSON, DAVID 1 He, Yong 1 Hobson, David G. 1 Huang, Yu-Jui 1 Iglesias Gómez, Guillermo 1 Kabanov, Jurij M. 1
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Published in...
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Insurance / Mathematics & economics 3 Mathematics and financial economics 3 European journal of operational research : EJOR 2 Finance and Stochastics 2 Finance and stochastics 2 International journal of theoretical and applied finance 2 Journal of economic dynamics & control 2 Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 2 Applied Energy 1 Astin bulletin : the journal of the International Actuarial Association 1 CARF working paper 1 CIRJE discussion papers / F series 1 Discussion paper series : discussion paper 1 European Journal of Operational Research 1 Handbook on the economics of renewable energy 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International review of law and economics 1 Journal of Scheduling 1 Journal of economic theory 1 Journal of regulatory economics 1 Journal of scheduling : JOS 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 OR Spectrum 1 OR spectrum : quantitative approaches in management 1 Operational research : an international journal 1 Risks 1 Risks : open access journal 1 Statistics & Risk Modeling 1 The North American journal of economics and finance : a journal of financial economics studies 1
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Source
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ECONIS (ZBW) 29 RePEc 5 EconStor 4 Other ZBW resources 1
Showing 1 - 10 of 39
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Duality in optimal consumption-investment problems with alternative data
Chen, Kexin; Wong, Hoi Ying - In: Finance and stochastics 28 (2024) 3, pp. 709-758
Persistent link: https://www.econbiz.de/10015130378
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Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki; Sekine, Masashi - 2024
Persistent link: https://www.econbiz.de/10014543859
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Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - 2024
Persistent link: https://www.econbiz.de/10014549675
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Mean field equilibrium asset pricing model with habit formation
Fujii, Masaaki; Sekine, Masashi - 2024
Persistent link: https://www.econbiz.de/10014543349
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Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
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Indivisibilities in investment and the role of a capacity market
Stevens, Nicolas; Smeers, Yves; Papavasiliou, Anthony - In: Journal of regulatory economics 66 (2024) 2/3, pp. 238-272
Persistent link: https://www.econbiz.de/10015123277
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Solving the nuclear dismantling project scheduling problem by combining mixed-integer and constraint programming techniques and metaheuristics
Hübner, Felix; Gerhards, Patrick; Stürck, Christian; … - In: Journal of Scheduling 24 (2021) 3, pp. 269-290
Scheduling of megaprojects is very challenging because of typical characteristics, such as expected long project durations, many activities with multiple modes, scarce resources, and investment decisions. Furthermore, each megaproject has additional specific characteristics to be considered....
Persistent link: https://www.econbiz.de/10014501546
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Merton investment problems in finance and insurance for the Hawkes-Based models
Sviščuk, Anatolij - In: Risks 9 (2021) 6, pp. 1-13
We show how to solve Merton optimal investment stochastic control problem for Hawkesbased models in finance and insurance (Propositions 1 and 2), i.e., for a wealth portfolio X(t) consisting of a bond and a stock price described by general compound Hawkes process (GCHP), and for a capital R(t)...
Persistent link: https://www.econbiz.de/10013200776
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Solving the nuclear dismantling project scheduling problem by combining mixed-integer and constraint programming techniques and metaheuristics
Hübner, Felix; Gerhards, Patrick; Stürck, Christian; … - In: Journal of scheduling : JOS 24 (2021) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10012589289
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Merton investment problems in finance and insurance for the Hawkes-Based models
Sviščuk, Anatolij - In: Risks : open access journal 9 (2021) 6, pp. 1-13
We show how to solve Merton optimal investment stochastic control problem for Hawkesbased models in finance and insurance (Propositions 1 and 2), i.e., for a wealth portfolio X(t) consisting of a bond and a stock price described by general compound Hawkes process (GCHP), and for a capital R(t)...
Persistent link: https://www.econbiz.de/10012598381
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