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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Dynamic programming
11
Dynamische Optimierung
11
Theorie
10
Theory
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8
Portfolio-Management
8
Stochastic process
5
Stochastischer Prozess
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Zariphopoulou-Souganidis, Thaleia
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Akian, Marianne
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Benth, Fred Espen
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Björk, Tomas
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Cherny, Alexander S.
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Figueroa-López, José E.
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
269
Operations research
95
Computers & operations research : and their applications to problems of world concern ; an international journal
88
International journal of production research
86
International journal of production economics
81
Journal of economic dynamics & control
73
Management science : journal of the Institute for Operations Research and the Management Sciences
67
Operations research letters
59
Journal of revenue and pricing management
42
Mathematics of operations research
41
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
41
Manufacturing & service operations management : M & SOM
40
INFORMS journal on computing : JOC
34
Mathematical methods of operations research
33
Transportation research / E : an international journal
33
Omega : the international journal of management science
31
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
NBER working paper series
25
Insurance / Mathematics & economics
22
Journal of economic theory
22
Working paper / National Bureau of Economic Research, Inc.
22
Production and operations management : an international journal of the Production and Operations Management Society
21
SpringerLink / Bücher
20
Computational economics
19
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
18
Journal of scheduling
18
OR spectrum : quantitative approaches in management
18
Journal of the Operational Research Society
17
Journal of the Operational Research Society : OR
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NBER Working Paper
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Faculty & research / Insead : working paper series
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Production and operations management : the flagship research journal of the Production and Operations Management Society
16
Working paper series
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Economic modelling
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Journal of economic behavior & organization : JEBO
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Working paper
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American journal of agricultural economics
13
Discussion paper / Tinbergen Institute
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Discussion paper series / IZA
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Economics letters
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1
Dynamic portfolio optimization with a defaultable security and regime-switching
Capponi, Agostino
;
Figueroa-López, José E.
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 207-249
Persistent link: https://www.econbiz.de/10010357378
Saved in:
2
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
3
Liquidity in a binomial market
Gökay, Selim
;
Soner, Halil Mete
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 250-276
Persistent link: https://www.econbiz.de/10009613203
Saved in:
4
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Saved in:
5
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
6
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
7
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
8
A generalized Cameron-Martin formula with applications to partially observed dynamic portfolio optimization
Zohar, Gady
- In:
Mathematical finance : an international journal of …
11
(
2001
)
4
,
pp. 475-494
Persistent link: https://www.econbiz.de/10001639067
Saved in:
9
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility
Akian, Marianne
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 153-188
Persistent link: https://www.econbiz.de/10001650923
Saved in:
10
Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
Saved in:
11
On level curves of value functions in optimization models of expected utility
Tiu, Cristian
;
Zariphopoulou-Souganidis, Thaleia
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 323-338
Persistent link: https://www.econbiz.de/10002177822
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