//--> //--> //-->
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:"Computational economics"
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
Unraveling the relationship be...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
1
Dynamische Optimierung
1
Erwartungsnutzen
1
Expected utility
1
Interest rate
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Quadratic-Affine processes
1
Stochastic interest rates
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Zins
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
Davison, Matt
1
Escobar, Marcos
1
Zhu, Yichen
1
Published in...
All
Computational economics
Quantitative finance
6
Finance research letters
5
Annals of finance
4
Applied mathematical finance
4
Risks : open access journal
4
Economic modelling
3
International journal of financial markets and derivatives
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Review of derivatives research
3
Applied Mathematical Finance
2
Decisions in economics and finance : a journal of applied mathematics
2
International Journal of Financial Markets and Derivatives
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Risk and Financial Management
2
Journal of enterprise transformation : a joint publication of the Institute of Industrial Engineers and the International Council on Systems Engineering
2
Journal of mathematical finance
2
Journal of risk and financial management : JRFM
2
Operations research perspectives
2
Risks
2
The journal of computational finance
2
The journal of credit risk : published quarterly by Incisive Media
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Applied Stochastic Models in Business and Industry
1
Asia-Pacific Journal of Operational Research (APJOR)
1
China finance review international
1
Decision making and risk/return optimization in financial economics
1
Econometrics : open access journal
1
Economic Modelling
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of Financial Transformation
1
Journal of economic dynamics & control
1
Mathematical Methods of Operations Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A polynomial-affine approximation for dynamic portfolio choice
Zhu, Yichen
;
Escobar, Marcos
;
Davison, Matt
- In:
Computational economics
62
(
2023
)
3
,
pp. 1177-1213
Persistent link: https://www.econbiz.de/10014382894
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->