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:"Mathematical 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
A convex dual approach to the...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
spectral analysis
157
Fourier analysis
133
Fourier-Analyse
133
Time series analysis
119
Zeitreihenanalyse
119
Spectral analysis
106
Theorie
77
Theory
74
Business cycle
65
Konjunktur
65
Spectral Analysis
43
Volatility
35
Volatilität
34
convex duality
34
Forecasting model
33
Prognoseverfahren
33
Portfolio selection
29
Portfolio-Management
29
State space model
26
Convex duality
25
Zustandsraummodell
25
USA
23
United States
23
Financial market
22
Finanzmarkt
22
Stochastic process
22
Stochastischer Prozess
22
Estimation
19
Schätzung
19
Dekompositionsverfahren
18
Decomposition method
17
Monetary policy
15
Bruttoinlandsprodukt
14
Geldpolitik
14
Gross domestic product
14
Business cycles
13
EU-Staaten
13
Mathematische Optimierung
13
Schätztheorie
13
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Mostovyi, Oleksii
3
Larsen, Kasper
2
Žitković, Gordan
2
Bichuch, Maxim
1
Golrezaei, Negin
1
Guéant, Olivier
1
Heyne, Gregor
1
Junca, Mauricio
1
Kamma, Thijs
1
Kupper, Michael
1
Lasry, Jean-Michel
1
Lim, Tongseok
1
Maréchal, Pierre
1
Matoussi, Anis
1
McCann, Robert J.
1
Parys, Bart P. G. van
1
Pelsser, Antoon André Jean
1
Pu, Jiang
1
Serrano, Rafael
1
Soner, Halil Mete
1
Sturm, Stephan
1
Tangpi, Ludovic
1
Xing, Hao
1
Ye, Jane J.
1
Zhou, Julie
1
more ...
less ...
Published in...
All
Finance and stochastics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematics of operations research
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Market microstructure and liquidity
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
K-optimal design via semidefinite programming and entropy optimization
Maréchal, Pierre
;
Ye, Jane J.
;
Zhou, Julie
- In:
Mathematics of operations research
40
(
2015
)
2
,
pp. 495-512
Persistent link: https://www.econbiz.de/10011283232
Saved in:
2
Portfolio optimization under convex incentive schemes
Bichuch, Maxim
;
Sturm, Stephan
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 873-915
Persistent link: https://www.econbiz.de/10010416186
Saved in:
3
Utility maximization in a large market
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 106-118
Persistent link: https://www.econbiz.de/10011969163
Saved in:
4
Optimal investment with intermediate consumption and random endowment
Mostovyi, Oleksii
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 96-114
Persistent link: https://www.econbiz.de/10011739444
Saved in:
5
A convex duality method for optimal liquidation with participation constraints
Guéant, Olivier
;
Lasry, Jean-Michel
;
Pu, Jiang
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011588186
Saved in:
6
Facelifting in utility maximization
Larsen, Kasper
;
Soner, Halil Mete
;
Žitković, Gordan
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Saved in:
7
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012166994
Saved in:
8
An expansion in the model space in the context of utility maximization
Larsen, Kasper
;
Mostovyi, Oleksii
;
Žitković, Gordan
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 297-326
Persistent link: https://www.econbiz.de/10011945713
Saved in:
9
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio
;
Serrano, Rafael
- In:
Mathematics and financial economics
15
(
2021
)
4
,
pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
Saved in:
10
Geometrical bounds for variance and recentered moments
Lim, Tongseok
;
McCann, Robert J.
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 286-296
Persistent link: https://www.econbiz.de/10013364863
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
