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Mathematics of operations research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Dynamic portfolio choice when risk is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
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Optimal redeeming strategy of stock loans under drift uncertainty
Xu, Zuo Quan
;
Yi, Fahuai
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 384-401
Persistent link: https://www.econbiz.de/10012183057
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3
Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu
;
Xu, Zuo Quan
;
Zhou, Rui
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
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4
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Lim, Andrew E.B.
;
Zhou, Xun Yu
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10006418594
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5
Deterministic Near-optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach
Zhou, Xun Yu
- In:
Mathematics of operations research
21
(
1996
)
3
,
pp. 655-674
Persistent link: https://www.econbiz.de/10006420532
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