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~isPartOf:"Mathematical methods of operations research"
~subject:"Markov chain"
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Bi, Junna
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Mathematical methods of operations research
European journal of operational research : EJOR
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
2
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
Saved in:
3
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
4
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
Saved in:
5
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
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