//--> //--> //--> //-->
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:"olc"
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
Risk sensitive control of fini...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
14
Language
All
Undetermined
14
Author
All
Pliska, Stanley R.
9
Hernández-Hernández, Daniel
5
Bielecki, Tomasz R.
3
Bielecki, Tomasz
2
Cavazos-Cadena, Rolando
2
Cadenillas, Abel
1
Duan, Jin-Chuan
1
Fernández, Begoña
1
Fleming, Wendell H.
1
Jin, Hanqing
1
Kariya, Takeaki
1
Meda, Ana
1
Morton, Andrew J.
1
Rutkowski, Marek
1
Saavedra, Patricia
1
Sherris, Michael
1
Ushiyama, Fumiaki
1
Ye, Jinchun
1
Zhou, Xun Yu
1
more ...
less ...
Published in...
All
Finance and stochastics
3
Mathematical methods of operations research
3
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Journal of banking & finance
1
Managerial finance
1
Mathematics of operations research
1
Risk : managing risk in the world's financial markets
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
67
RePEc
41
EconStor
14
USB Cologne (EcoSocSci)
3
Other ZBW resources
3
USB Cologne (business full texts)
1
more ...
less ...
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
2
A characterization of exponential functionals in finite Markov chains
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10006608062
Saved in:
3
An optimal consumption model with stochastic volatility
Fleming, Wendell H.
;
Hernández-Hernández, Daniel
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10008215827
Saved in:
4
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008086258
Saved in:
5
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10008885695
Saved in:
6
TERM STRUCTURE OF CREDIT - HJM WITH MULTIPLIES
Bielecki, Tomasz
;
Rutkowski, Marek
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
4
,
pp. 95-98
Persistent link: https://www.econbiz.de/10007050994
Saved in:
7
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
Saved in:
8
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10008217592
Saved in:
9
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-166
Persistent link: https://www.econbiz.de/10008218079
Saved in:
10
Optimal Portfolio Management With Fixed Transaction Costs
Morton, Andrew J.
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10008223456
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->