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:"nonconvex quadratic program"
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
Performance evaluation and exp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
nonconvex quadratic program
Theorie
7
Theory
7
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
4
Portfolio-Management
4
Mathematical programming
3
Mathematische Optimierung
3
Algorithm
2
Algorithmus
2
Lagrangian method
2
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
Anleihe
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Business cycle
1
CAPM
1
Derivat
1
Derivative
1
Equity and liability
1
Konjunktur
1
Markov chain approximation
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinear temporary price impact
1
Numerical analysis
1
Numerisches Verfahren
1
Option trading
1
Optionsgeschäft
1
Polynomial optimization
1
Portfolio deleveraging
1
breakpoint
1
cross-asset price impact
1
linear extrapolation
1
multi-dimensional binomial method
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chen, Jingnan
1
Feng, Liming
1
Peng, Jiming
1
Ye, Yinyu
1
Published in...
All
Operations research
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Ye, Yinyu
- In:
Operations research
62
(
2014
)
1
,
pp. 195-206
Persistent link: https://www.econbiz.de/10010338535
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
