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:"Uncertain exit-time"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Dynamic programming
2
Dynamische Optimierung
2
Risiko
2
Risk
2
Bankruptcy state
1
Dynamic trading
1
Efficient frontier
1
Insolvency
1
Insolvenz
1
Lagrange duality theorem
1
Markov chain
1
Markov regime switching
1
Markov-Kette
1
Mathematical programming
1
Mathematische Optimierung
1
Mean-field formulation
1
Mean-variance portfolio selection
1
Multi-period mean-variance portfolio selection
1
Regime switching
1
Transaction costs
1
Transaktionskosten
1
Uncertain exit time
1
Uncertain exit-time
1
asset–liability management
1
dynamic programming
1
multi-period portfolio selection
1
regime-switching
1
uncertain exit time
1
uncertain exit-time
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Keykhaei, Reza
2
Cui, Xiangyu
1
Li, Danping
1
Li, Xun
1
Wu, Huiling
1
Wu, Xianping
1
Yao, Haixiang
1
Yi, Lan
1
more ...
less ...
Published in...
All
International review of financial analysis
1
Journal of the Operational Research Society
1
Operational research : an international journal
1
RAIRO / Operations research
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic trading with
uncertain
exit
time
and transaction costs in a general Markov market
Yao, Haixiang
;
Li, Danping
;
Wu, Huiling
- In:
International review of financial analysis
84
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013472813
Saved in:
2
Portfolio selection in a regime switching market with a bankruptcy state and an
uncertain
exit-time
: multi-period mean-variance formulation
Keykhaei, Reza
- In:
Operational research : an international journal
20
(
2020
)
3
,
pp. 1231-1254
Persistent link: https://www.econbiz.de/10012291150
Saved in:
3
Mean-variance portfolio selection with an
uncertain
exit-time
in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
4
A mean-field formulation for multi-period asset–liability mean–variance portfolio selection with an
uncertain
exit
time
Cui, Xiangyu
;
Li, Xun
;
Wu, Xianping
;
Yi, Lan
- In:
Journal of the Operational Research Society
69
(
2018
)
4
,
pp. 487-499
Persistent link: https://www.econbiz.de/10012225172
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
