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  • Search: subject:"Separation theorem"
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Year of publication
Subject
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separation theorem 18 Theorie 9 Theory 9 Portfolio selection 7 Separation theorem 6 Portfolio-Management 5 CAPM 3 Lower/upper envelopes 3 Mathematical programming 3 Mathematische Optimierung 3 Two-fund separation theorem 3 exact games 3 Aktienmarkt 2 Augmented dual cones 2 Distribution and development 2 Dynamic programming 2 Exact games 2 Financial risk 2 Game theory 2 Hedging 2 Integral vector measure 2 Investments 2 Lump sum conversion to income 2 Non-additive set functions 2 Non-atomic market games 2 Pension separation theorem 2 Separation Theorem 2 Spieltheorie 2 Stock market 2 criteria of rationality in social choices 2 lower/upper envelopes 2 non-atomic market games 2 third way 2 Arbeitsuche 1 Bayesian estimation 1 Bayesian filters 1 Betriebliche Liquidität 1 Black-Scholes model 1 Black‐Scholes model 1 Bond market 1
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Online availability
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Undetermined 15 Free 13
Type of publication
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Article 23 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 11 Aufsatz in Zeitschrift 11 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Nachruf 1 research-article 1
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Language
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Undetermined 20 English 16
Author
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Amarante, Massimiliano 3 AMARANTE, Massimiliano 2 Chen, Shumin 2 Gay, Roger 2 Kasimbeyli, Refail 2 Li, Zhongfei 2 Simmons, Phil 2 Villani, Andrea 2 Yao, Haixiang 2 Andrea, Loi 1 Bansal, Naveen 1 Buiter, Willem H. 1 Ceparano, Maria Carmela 1 Chakroun, Oussama 1 Dionne, Georges 1 Dugas-Sampara, Amélie 1 Fryer, Roland G. <Jr.> 1 Harms, Philipp 1 Huy Nguyen Anh Pham 1 Hüsseinov, Farhad 1 Karimi, Masoud 1 Khanna, Ajay 1 Kulldorff, Martin 1 Ledenyov, Dimitri O. 1 Ledenyov, Viktor O. 1 Levy, Haim 1 Lien, Da-hsiang Donald 1 MENONCIN, Francesco 1 Martínez-de-Albéniz, F. Javier 1 Menoncin, Francesco 1 Moosa, Imad A. 1 Ng, Man-Chung 1 Pasinetti, Luigi L. 1 Quartieri, Federico 1 Rafels, Carles 1 Ramiah, Vikash 1 Ruffino, Doriana 1 Samet, Dov 1 Samuelson, Paul A. 1 Sathye, Milind 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Département de Sciences Économiques, Université de Montréal 1 EconWPA 1 Econometric Society 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 London School of Economics (LSE) 1 School of Economics, Business School 1 Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960> 1
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Published in...
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Cahiers de recherche 3 Journal of mathematical economics 2 MPRA Paper 2 Managerial Finance 2 Rivista Internazionale di Scienze Sociali 2 Agricultural Economics of Agricultural Economists 1 Annals of the Institute of Statistical Mathematics 1 Applied economics 1 Cahier / Départment de Sciences Économiques, Université de Montréal 1 Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1 Econometric Society 2004 Far Eastern Meetings 1 Economic Modelling 1 Economic modelling 1 Economic theory bulletin 1 Finance and Economics Discussion Series 1 Finance and Stochastics 1 Finance and stochastics 1 Game Theory and Information 1 IRES discussion papers 1 International Journal of Game Theory 1 International review of financial analysis 1 Journal of Global Optimization 1 Journal of Mathematical Economics 1 LSE Research Online Documents on Economics 1 Management Science 1 Mathematics of operations research 1 Operations research letters 1 The economic and labour relations review : ELRR 1 The journal of futures markets 1 Working Papers / School of Economics, Business School 1
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Source
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RePEc 22 ECONIS (ZBW) 13 Other ZBW resources 1
Showing 1 - 10 of 36
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Luigi Ludovico Pasinetti 12 September 1930 - 31 January 2023
Velupillai, Kumaraswamy - In: The economic and labour relations review : ELRR 34 (2023) 2, pp. 360-365
Persistent link: https://www.econbiz.de/10014308998
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A non-probabilistic approach to efficient portfolios
Sekine, Eiko; Yamanaka, Kazuo - In: International review of financial analysis 83 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013461662
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Separation theorems for nonconvex sets and application in optimization
Kasimbeyli, Refail; Karimi, Masoud - In: Operations research letters 47 (2019) 6, pp. 569-573
Persistent link: https://www.econbiz.de/10012131873
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A second welfare theorem in a non-convex economy : The case of antichain-convexity
Ceparano, Maria Carmela; Quartieri, Federico - In: Journal of mathematical economics 81 (2019), pp. 31-47
Persistent link: https://www.econbiz.de/10012105776
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On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
Ledenyov, Dimitri O.; Ledenyov, Viktor O. - Volkswirtschaftliche Fakultät, … - 2013
The hedge fund represents a unique investment opportunity for the institutional and private investors in the diffusion-type financial systems. The main objective of this condensed article is to research the hedge fund’s optimal investment portfolio strategies selection in the global capital...
Persistent link: https://www.econbiz.de/10011260821
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A Characterization of Exact Non-atomic Market Games
AMARANTE, Massimiliano - Département de Sciences Économiques, Université de … - 2013
properties of the associated operators. We also prove a separation theorem for weak compact sets of countably additive measures …
Persistent link: https://www.econbiz.de/10011186231
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A Robust Capital Asset Pricing Model
Ruffino, Doriana - Federal Reserve Board (Board of Governors of the … - 2013
version of the two-fund separation theorem. Upon market clearing, all investors hold ambiguous assets in the same relative …
Persistent link: https://www.econbiz.de/10010784143
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A Characterization of Exact Non-atomic Market Games
AMARANTE, Massimiliano - Centre Interuniversitaire de Recherche en Économie … - 2013
properties of the associated operators. We also prove a separation theorem for weak compact sets of countably additive measures …
Persistent link: https://www.econbiz.de/10010927911
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A characterization of exact non-atomic market games
Amarante, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010230247
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Two-armed restless bandits with imperfect information : stochastic control and indexability
Fryer, Roland G. <Jr.>; Harms, Philipp - In: Mathematics of operations research 43 (2018) 2, pp. 399-427
Persistent link: https://www.econbiz.de/10011868611
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