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Optimal Dynamic Portfolio Sele...
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Dynamic programming
Portfolio selection
51
Theorie
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50
Portfolio-Management
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Mathematical programming
21
Mathematische Optimierung
21
Time consistency
12
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Option trading
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Optionsgeschäft
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Risikoaversion
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Capital income
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Dynamische Optimierung
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Kapitaleinkommen
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Option pricing theory
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Conditional value-at-risk
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Derivat
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Fuzzy sets
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Fuzzy-Set-Theorie
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Incomplete information
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Multi-period portfolio selection
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Li, Duan
4
Chen, Yuanyuan
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Liang, Jianfeng
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Qi, Liqun
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Teo, Kok Lay
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International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Journal of global optimization
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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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
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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
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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
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