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
~subject:"Dynamic programming"
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
Asset and liability management...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
Portfolio selection
67
Theorie
64
Theory
64
Portfolio-Management
63
Mathematical programming
21
Mathematische Optimierung
21
Cointegration
14
Time consistency
14
Zeitkonsistenz
14
Kointegration
11
Risikomaß
11
Risk measure
11
Stochastic process
11
Stochastischer Prozess
11
Prospect theory
10
Risikomanagement
10
Risk management
10
Prospect Theory
9
Risiko
8
Risikoaversion
8
Risk
8
Risk aversion
8
Risikomodell
7
Risk model
7
Anlageverhalten
6
Behavioural finance
6
Mortality
6
Option pricing theory
6
Optionspreistheorie
6
Sterblichkeit
6
Option trading
5
Optionsgeschäft
5
Capital income
4
Derivat
4
Derivative
4
Dynamische Optimierung
4
Kapitaleinkommen
4
Bounded rationality
3
Conditional value-at-risk
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
4
Author
All
Li, Duan
4
Chen, Yuanyuan
1
Gao, Xuefeng
1
Li, Zhongfei
1
Liang, Jianfeng
1
Qi, Liqun
1
Teo, Kok Lay
1
Yao, Haixiang
1
Zhang, Shuzhong
1
more ...
less ...
Institution
All
International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
1
Published in...
All
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of global optimization
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Special issue International Conference on Optimization: Techniques and Applications (ICOTA), December 15 - 17, 2001, Hong Kong
Li, Duan
(
contributor
);
Qi, Liqun
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002900547
Saved in:
2
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
3
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
4
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
