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:"general mean-variance optimization problem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
HJB equation
2
common shock
2
efficient frontier
2
general mean-variance optimization problem
2
optimal investment
2
value function
2
Financial market
1
Finanzmarkt
1
Mathematical programming
1
Mathematische Optimierung
1
Portfolio selection
1
Portfolio-Management
1
Schock
1
Shock
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Sun, Zhongyang
2
Tian, Yingxu
2
Published in...
All
Journal of Risk and Financial Management
1
Journal of risk and financial management : JRFM
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Tian, Yingxu
;
Sun, Zhongyang
- In:
Journal of Risk and Financial Management
11
(
2018
)
2
,
pp. 1-12
processes are correlated by a common shock. A
general
mean-variance
optimization
problem
is investigated, that is, besides the …
Persistent link: https://www.econbiz.de/10012611013
Saved in:
2
Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Tian, Yingxu
;
Sun, Zhongyang
- In:
Journal of risk and financial management : JRFM
11
(
2018
)
2
,
pp. 1-12
processes are correlated by a common shock. A
general
mean-variance
optimization
problem
is investigated, that is, besides the …
Persistent link: https://www.econbiz.de/10011857001
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
