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:"Theory"
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
OPTIMAL CONSUMPTION AND PORTFO...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
96
Inventory model
34
Lagerhaltungsmodell
34
Lagermanagement
22
Warehouse management
22
Portfolio selection
21
Portfolio-Management
21
Stochastischer Prozess
21
Stochastic process
20
Kontrolltheorie
16
Control theory
14
Mathematical programming
14
Mathematische Optimierung
14
Dynamic programming
13
Dynamische Optimierung
13
Game theory
13
Spieltheorie
13
Option pricing theory
12
Optionspreistheorie
12
Demand
10
Real options analysis
10
Realoptionsansatz
10
Risiko
10
Risk
10
Forecasting model
9
Nachfrage
9
Prognoseverfahren
9
Bayes-Statistik
8
Bayesian inference
8
Betriebskontrolle
7
Capital structure
7
Hedging
7
Incomplete market
7
Investment
7
Kapitalstruktur
7
Unvollkommener Markt
7
Consumer demand theory
6
Investition
6
Nachfragetheorie des Haushalts
6
more ...
less ...
Online availability
All
Free
40
Undetermined
10
Type of publication
All
Book / Working Paper
53
Article
43
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Aufsatz im Buch
11
Book section
11
Arbeitspapier
9
Working Paper
9
Graue Literatur
4
Non-commercial literature
4
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
95
French
1
Author
All
Bensoussan, Alain
69
Keppo, Jussi
28
Sethi, Suresh
24
Çakanyıldırım, M.
17
Sethi, Suresh P.
13
Feng, Qi
8
Crouhy, Michel
4
Galai, Dan
4
Li, Meng
4
Smith, Lones
4
Çakanyıldırım, Metin
4
Chevalier-Roignant, Benoit
3
Dai, Min
3
Minjarez-Sosa, J. Adolfo
3
Rivera, Alejandro
3
Shi, Ruixia (Sandy)
3
Yam, Sheung Chi Phillip
3
Arrow, Kenneth J.
2
Davydov, Dmitry
2
Derzko, N. A.
2
Huang, Shan
2
Jang, Bong-Gyu
2
Kim, Michael Jong
2
Long, Hongwei
2
Moscarini, Giuseppe
2
Nguyen, Nam
2
Park, Seyoung
2
Perera, Sandun
2
Proth, Jean-Marie
2
Royal, Andrew
2
Tan, Hong Ming
2
Vickson, Raymond
2
Zhang, Xinyuan
2
Zhou, Chao
2
Agarwal, Sumit
1
Bultez, Alain V.
1
Cadenillas, Abel
1
Cheng, Shih-Fen
1
Cheung, Ka Chun
1
Chung, Sohhyun
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
3
Published in...
All
On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
4
Working paper / European Institute for Advanced Studies in Management
4
Les cahiers de recherche / HEC Paris
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Operations research
3
Risk and decision analysis
3
Cowles Foundation discussion paper
2
Energy economics
2
Journal of economic dynamics & control
2
Mathematical modeling and numerical methods in finance : special volume
2
Mathematics of operations research
2
Operations research letters
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Advances in futures and options research : a research annual
1
Annals of operations research
1
Applied financial economics
1
Applied mathematical finance
1
Bensoussan, Alain & Çakanyildirim, Metin & Sethi, Suresh & Shi, Ruixia, Computation of Approximate Optimal Policies in Partially Observed Inventory Model With Rain Checks. Automatica, 2011
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Dynamic analysis in complex economic environments : essays in honor of Christophe Deissenberg
1
Décision prospective auto-organisation : mélanges en l'honneur de Jacques Lesourne
1
Finance and stochastics
1
Information systems research : ISR
1
International journal of production research
1
International series in operations research & management science
1
Journal of economic theory
1
Manufacturing & service operations management : M & SOM
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
McCombs Research Paper Series
1
Optimal control and dynamic games : applications in finance, management science and economics ; [This volume is proudly dedicated by its editors and contributors to Professor Suresh P. Sethi...]
1
Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
1
Research reports / A
1
SpringerLink / Bücher
1
Stochastic analysis, stochastic systems, and applications to finance
1
Studies in Probability, Optimization and Statistics
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
96
Showing
1
-
10
of
96
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal consumption and portfolio decisions with partially observed real prices
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Suresh P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003827575
Saved in:
2
On arbitrage, optimal portfolio and equilibrium under frictions and incomplete markets
Keppo, Jussi
-
1998
Persistent link: https://www.econbiz.de/10000991057
Saved in:
3
Calling for the true margin
Keppo, Jussi
- In:
On arbitrage, optimal portfolio and equilibrium under …
,
(pp. 207-212)
.
1998
Persistent link: https://www.econbiz.de/10001587332
Saved in:
4
Optimal portfolio hedging with nonlinear derivatives and transactin costs
Keppo, Jussi
- In:
On arbitrage, optimal portfolio and equilibrium under …
,
(pp. 1-24)
.
1998
Persistent link: https://www.econbiz.de/10001587336
Saved in:
5
Optimal home currency and the curved international equilibrium
Keppo, Jussi
- In:
On arbitrage, optimal portfolio and equilibrium under …
,
(pp. 1-11)
.
1998
Persistent link: https://www.econbiz.de/10001587337
Saved in:
6
Market conditions under frictions and without dynamic spanning
Keppo, Jussi
- In:
On arbitrage, optimal portfolio and equilibrium under …
,
(pp. 1-14)
.
1998
Persistent link: https://www.econbiz.de/10001587338
Saved in:
7
Calling for the true margin
Keppo, Jussi
- In:
Applied financial economics
7
(
1997
)
2
,
pp. 207-212
Persistent link: https://www.econbiz.de/10001227565
Saved in:
8
Pricing of electricity swing options
Keppo, Jussi
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 26-43
Persistent link: https://www.econbiz.de/10002007118
Saved in:
9
Quelques remarques sur le prix des options, avec prise en compte de contraintes
Bensoussan, Alain
- In:
Décision prospective auto-organisation : mélanges en …
,
(pp. 107-128)
.
2000
Persistent link: https://www.econbiz.de/10001530816
Saved in:
10
On the discrete time capital asset pricing model
Bensoussan, Alain
-
2009
Persistent link: https://www.econbiz.de/10003826995
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
