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
~isPartOf:"Applied mathematical finance"
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
On multivariate extensions of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Chaos theory
1
Chaostheorie
1
Multi-period portfolio allocation
1
Portfolio selection
1
Portfolio-Management
1
Transaction costs
1
Transaktionskosten
1
Wiener chaos expansion
1
mean-variance formulation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Cousin, Areski
1
Lelong, Jérõme
1
Picard, T.
1
Published in...
All
Applied mathematical finance
Working Papers / HAL
10
Insurance / Mathematics & economics
6
Post-Print / HAL
4
Insurance: Mathematics and Economics
3
Papers / arXiv.org
3
Paris Princeton lectures on mathematical finance
3
Risks : open access journal
3
Journal of Multivariate Analysis
2
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
Review of derivatives research
2
Risks
2
European journal of operational research : EJOR
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
International journal of theoretical and applied finance : IJTAF
1
Lecture notes in mathematics : a collection of informal reports and seminars
1
Lecture notes in mathematics <Berlin>
1
Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
1
Quantitative Finance
1
Review of Derivatives Research
1
Revue économique : revue bimestrielle
1
The European journal of finance
1
The definitive guide to CDOs : market, application, valuation and hedging
1
Working Papers in Economics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-variance dynamic portfolio allocation with transaction costs : a Wiener chaos expansion approach
Cousin, Areski
;
Lelong, Jérõme
;
Picard, T.
- In:
Applied mathematical finance
30
(
2023
)
6
,
pp. 313-353
Persistent link: https://www.econbiz.de/10015194154
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
