//--> //--> //--> //-->
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
~source:"econis"
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
Optimal Liquidity Management a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
33
Theory
33
Betriebliche Liquidität
12
Corporate liquidity
12
Option pricing theory
11
Optionspreistheorie
11
Stochastic process
11
Stochastischer Prozess
11
Agency theory
10
Prinzipal-Agent-Theorie
10
Hedging
9
Contract theory
8
Dividend
8
Dividende
8
Investment
8
Mathematical programming
8
Mathematische Optimierung
8
Vertragstheorie
8
Investitionsentscheidung
7
Investment decision
7
Cash management
6
Cash-Management
6
Corporate finance
6
Dynamic programming
6
Dynamische Optimierung
6
Game theory
6
Moral Hazard
6
Moral hazard
6
Risikomanagement
6
Risk management
6
Schock
6
Shock
6
Spieltheorie
6
Unternehmensfinanzierung
6
Volatility
6
Volatilität
6
Cash Flow
5
Cash flow
5
Contract
5
Control theory
5
more ...
less ...
Online availability
All
Free
36
Undetermined
17
Type of publication
All
Book / Working Paper
42
Article
33
Type of publication (narrower categories)
All
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Article in journal
29
Aufsatz in Zeitschrift
29
Aufsatz im Buch
4
Book section
4
more ...
less ...
Language
All
English
71
Undetermined
3
French
1
Author
All
Villeneuve, Stéphane
64
Décamps, Jean-Paul
24
Warin, Xavier
17
Rochet, Jean-Charles
10
Mariotti, Thomas
8
Biais, Bruno
5
Morellec, Erwan
5
Pierre, Erwan
4
Abi Jaber, Eduardo
3
Chesney, Marc
3
De Angelis, Tiziano
3
Gensbittel, Fabien
3
Gryglewicz, Sebastian
3
Loubergé, Henri
3
Bobtcheff, Catherine
2
Dammann, Felix
2
Gryglewicz, S.
2
Martin, Jessica
2
Miclo, Laurent
2
Pouget, Sebastien
2
Sauvagnat, Julien
2
Tankov, Peter
2
Ackooij, Wim van
1
Aleksian, Ashot
1
Bernhart, Marie
1
Bolte, Jérôme
1
Bouchard, Bruno
1
Chevalier-Roignant, Benoît
1
De Franco, Carmine
1
Delpech, Fabien
1
Deschatre, Thomas
1
Ern, Alexandre
1
Fecamp, Simon
1
Gadat, Sébastien
1
Gersbach, Hans
1
Gobet, Emmanuel
1
Grapotte, May-Line
1
Mikael, Joseph
1
Pham, Huyen
1
Pimentel, Isaque
1
more ...
less ...
Published in...
All
Working papers / TSE : WP
19
IDEI working papers
11
Finance and stochastics
6
The journal of computational finance
4
Numerical methods in finance : Bordeaux, June 2010
3
Discussion paper / Centre for Economic Policy Research
2
The review of financial studies
2
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
1
Annals of finance
1
Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
EURO journal on computational optimization
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic theory
1
Journal of financial intermediation
1
LSE STICERD Research Paper
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Mathematics of operations research
1
Quantitative finance
1
Research paper series / Swiss Finance Institute
1
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
1
The journal of finance : the journal of the American Finance Association
1
Travaux / Laboratoire d'Économie et des Ressources Naturelles
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
609
OLC EcoSci
10
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity
Villeneuve, Stéphane
;
Warin, Xavier
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 193-227
Persistent link: https://www.econbiz.de/10010342479
Saved in:
2
Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity
Villeneuve, Stéphane
;
Warin, Xavier
-
2012
Persistent link: https://www.econbiz.de/10009578848
Saved in:
3
Capital investment and liquidity management with collateralized debt
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2014
Persistent link: https://www.econbiz.de/10010437082
Saved in:
4
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011498021
Saved in:
5
Liquidity management with decreasing returns to scale and secured credit line
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 809-854
Persistent link: https://www.econbiz.de/10011569835
Saved in:
6
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan
;
Villeneuve, Stéphane
;
Warin, Xavier
-
2016
Persistent link: https://www.econbiz.de/10012216445
Saved in:
7
Gas storage hedging
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 421-445)
.
2012
Persistent link: https://www.econbiz.de/10009577186
Saved in:
8
Variance optimal hedging with application to electricity markets
Warin, Xavier
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10012162373
Saved in:
9
Deep learning for efficient frontier calculation in finance
Warin, Xavier
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
Saved in:
10
A common shock model for multidimensional electricity intraday price modelling with application to battery valuation
Deschatre, Thomas
;
Warin, Xavier
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1157-1176
Persistent link: https://www.econbiz.de/10015196875
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->