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
Retain my current filters
~accessRights:"restricted"
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
Mean-variance portfolio optimi...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
7
Theorie
7
Theory
7
Portfolio-Management
6
Nutzen
5
Utility
5
Prospect Theory
4
Prospect theory
4
Stochastic control
4
Time consistency
4
probability weighting
4
Decision under uncertainty
3
Entscheidung unter Unsicherheit
3
Erwartungsnutzen
3
Expected utility
3
Hyperbolic discounting
3
Investment
3
Probability theory
3
Risikoaversion
3
Risk aversion
3
Stochastic process
3
Stochastischer Prozess
3
Time inconsistency
3
Wahrscheinlichkeitsrechnung
3
Zeitkonsistenz
3
cumulative prospect theory
3
Bellman equation
2
Discounting
2
Diskontierung
2
Dynamic programming
2
Erwartungsbildung
2
Expectation formation
2
Filtering
2
Gambling
2
Glücksspiel
2
Insurance
2
Intertemporal choice
2
Intertemporale Entscheidung
2
Mathematical finance
2
Optimal control
2
more ...
less ...
Online availability
All
Undetermined
Free
109
Type of publication
All
Article
42
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatzsammlung
1
Conference paper
1
Konferenzbeitrag
1
Nachruf
1
Language
All
English
24
Undetermined
21
Author
All
Zhou, Xun Yu
28
Björk, Tomas
11
He, Xue Dong
4
Murgoci, Agatha
4
Xu, Zuo Quan
3
Chen, Lin
2
Davis, Mark
2
Hu, Sang
2
Jin, Hanqing
2
Johansson, Björn
2
Landén, Camilla
2
Obłój, Jan
2
Shiryaev, Albert
2
Xia, Jianming
2
Xu, Zuoquan
2
Zhuang, Sheng Chao
2
BJÖRK, TOMAS
1
BLIX, MAGNUS
1
Blanchet, Jose
1
Cai, Xiaoqiang
1
Chen, Nan
1
Chi, Yichun
1
Chiu, Chun Hung
1
Choulli, T.
1
Cui, Xiangyu
1
Dokuchaev, Nikolai
1
Ebert, Sebastian
1
Guo, Xin
1
Hu, Ying
1
Huang, Yu‐Jui
1
Hult, Henrik
1
Kallestrup, René
1
Khapko, Mariana
1
LANDÉN, CAMILLA
1
Laeven, Roger J. A.
1
Lando, David
1
Li, Yunhong
1
Liu, Jun
1
Milevsky, Moshe Arye
1
Nguyen‐Huu, Adrien
1
more ...
less ...
Published in...
All
Finance and stochastics
5
Mathematical Finance
5
Quantitative Finance
5
Stochastic Processes and their Applications
4
Finance and Stochastics
2
Management Science
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Applied Mathematical Finance
1
Computational Statistics
1
Insurance / Mathematics & economics
1
Insurance : mathematics and economics
1
Insurance: Mathematics and Economics
1
International Journal of Production Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Mathematical Economics
1
Journal of economic theory
1
Journal of empirical finance
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of Finance
1
more ...
less ...
Source
All
RePEc
21
ECONIS (ZBW)
19
Other ZBW resources
5
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent investment of sophisticated rank‐dependent utility agents in continuous time
Hu, Ying
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 1056-1095
Persistent link: https://www.econbiz.de/10012636227
Saved in:
2
Continuous‐time mean–variance portfolio selection : A reinforcement learning framework
Wang, Haoran
;
Zhou, Xun Yu
- In:
Mathematical Finance
30
(
2020
)
4
,
pp. 1273-1308
Persistent link: https://www.econbiz.de/10012283208
Saved in:
3
Robust utility maximisation with intractable claims
Li, Yunhong
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 985-1015
Persistent link: https://www.econbiz.de/10014426411
Saved in:
4
Variance insurance contracts
Chi, Yichun
;
Zhou, Xun Yu
;
Zhuang, Sheng Chao
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 62-82
Persistent link: https://www.econbiz.de/10015066729
Saved in:
5
Arrow-Debreu equilibria for rank-dependent utilities
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 558-588
Persistent link: https://www.econbiz.de/10011583603
Saved in:
6
Hope, fear, and aspirations
He, Xue Dong
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
Saved in:
7
Path-dependent and randomized strategies in Barberis’ casino gambling model
He, Xue Dong
;
Hu, Sang
;
Obłój, Jan
;
Zhou, Xun Yu
- In:
Operations research
65
(
2017
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10011648877
Saved in:
8
Dual utilities on risk aggregation under dependence uncertainty
Wang, Ruodu
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1025-1048
Persistent link: https://www.econbiz.de/10012114687
Saved in:
9
Weighted discounting : on group diversity, time-inconsistency, and consequences for investment
Ebert, Sebastian
;
Wei, Wei
;
Zhou, Xun Yu
- In:
Journal of economic theory
189
(
2020
),
pp. 1-40
Persistent link: https://www.econbiz.de/10012424467
Saved in:
10
Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
Strub, Moris S.
;
Zhou, Xun Yu
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 331-358
Persistent link: https://www.econbiz.de/10012499731
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
