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Björk, Tomas
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Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Finance and stochastics
3
Operations research : the journal of the Operations Research Society of America
3
Applied mathematical finance
2
Insurance / Mathematics & economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
The journal of finance : the journal of the American Finance Association
2
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1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of housing economics
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Journal of mathematical economics
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Review of finance : journal of the European Finance Association
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
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5
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Optimal risk and dividend control for a companywith a debt liability
Taksar, Michael I.
;
Zhou, Xun Yu
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 105
Persistent link: https://www.econbiz.de/10006919609
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2
BOOK REVIEWS - Stochastic Modeling and Optimization
Lev, Benjamin
;
Yao, David D.
;
Zhang, Hanqin
;
Zhou, Xun Yu
- In:
Interfaces : the INFORMS journal on the practice of …
34
(
2004
)
2
,
pp. 162-166
Persistent link: https://www.econbiz.de/10006246909
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3
Tracking a Financial Benchmark Using a Few Assets
Yao, David D.
;
Zhang, Shuzhong
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10006416948
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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
ARTICLES - Approximating an Optimal Production Policy in a Continuous Flow Line: Recurrence and Asymptotic Properties
Yan, Houmin
;
Zhou, Xun Yu
;
Yin, G.
- In:
Operations research : the journal of the Operations …
47
(
1999
)
4
,
pp. 535-549
Persistent link: https://www.econbiz.de/10006419541
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6
Computational Evaluation of Hierarchical Production Control Policies for Stochastic Manufacturing Systems
Samaratunga, Chand
;
Sethi, Suresh P.
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
45
(
1997
)
2
,
pp. 258-274
Persistent link: https://www.econbiz.de/10006420225
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7
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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8
Portfolio Optimization Under a Minimax Rule
Cai, Xiaoqiang
;
Teo, Kok-Lay
;
Yang, Xiaoqi
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 957-972
Persistent link: https://www.econbiz.de/10006093949
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9
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10008214495
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10
Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon
Li, Xun
;
Zhou, Xun Yu
;
Ait Rami, Mustapha
- In:
Journal of global optimization : an international …
27
(
2003
)
2
,
pp. 149-176
Persistent link: https://www.econbiz.de/10007159218
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