//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Quantitative finance"
~person:"Bai, Yang"
~person:"He, Hua"
~subject:"Markov-Kette"
~subject:"Stochastischer Prozess"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Markov-Kette
Stochastischer Prozess
Portfolio-Management
4
Theorie
4
Theory
4
CAPM
2
Consumption theory
2
Konsumtheorie
2
Consumer behaviour
1
Double boundary stopping time
1
Konsumentenverhalten
1
Markov chain
1
Markov-modulated O-U process
1
Optimal thresholds
1
Pairs trading
1
Regime-switching
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bai, Yang
He, Hua
Escobar, Marcos
5
Fudenberg, Drew
4
Imhof, Lorens
4
Abergel, Frédéric
3
Chattopadhyay, Subir Kumar
3
Gale, Douglas
3
Gollier, Christian
3
Madan, Dilip B.
3
Reffett, Kevin L.
3
Schlesinger, Harris
3
Sornette, Didier
3
StĂ¼binger, Johannes
3
Aliprantis, Charalambos D.
2
Balbus, Lukasz
2
Birge, John R.
2
Chen, Jing
2
Chen, Qian
2
Cheng, Yuyang
2
Costa, Giorgio
2
Dindo, Pietro
2
Ding, Rui
2
Drugov, Mikhail
2
Eeckhoudt, Louis R.
2
Endres, Sylvia
2
Evans, George W.
2
Garleanu, Nicolae
2
Gerlach, Richard
2
Gu, Jia-Wen
2
Herings, Peter Jean-Jacques
2
Huang, Chi-fu
2
Khashanah, Khaldoun
2
Kim, Woo Chang
2
Krauss, Christopher
2
Kwon, Roy H.
2
Langrené, Nicolas
2
Lee, Yongjae
2
Lillo, Fabrizio
2
Liu, Jun
2
Loeper, Grégoire
2
more ...
less ...
Published in...
All
Journal of economic theory
Quantitative finance
Journal of economic dynamics & control
1
Journal of political economy
1
Research paper / International Center for Financial Asset Management and Engineering
1
Risks : open access journal
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
Saved in:
2
Consumption-portfolio policies : an inverse optimal problem
He, Hua
- In:
Journal of economic theory
62
(
1994
)
2
,
pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
Saved in:
3
Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua
- In:
Journal of economic theory
55
(
1991
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
Saved in:
4
Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua
- In:
Journal of economic theory
54
(
1991
)
2
,
pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->