//--> //--> //-->
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:"The American economic review"
subject:"Agency theory"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The review of financial studies"
~person:"Li, Duan"
~subject:"Portfolio selection"
~subject:"Volatilität"
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
Agency theory
Portfolio selection
Volatilität
Portfolio-Management
5
Theorie
5
Theory
5
Time consistency
2
Zeitkonsistenz
2
2002-2004
1
Aktienindex
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Cash Flow
1
Cash flow
1
Control theory
1
Dynamic programming
1
Dynamische Optimierung
1
Hong Kong
1
Hongkong
1
Kontrolltheorie
1
Mathematical programming
1
Mathematische Optimierung
1
Nutzenfunktion
1
Option trading
1
Optionsgeschäft
1
Stochastic process
1
Stochastischer Prozess
1
Stock index
1
Stock market
1
Transaction costs
1
Transaktionskosten
1
Utility function
1
cone-constrained market
1
discrete-time mean-variance policy
1
minimum-variance signed supermartingale measure
1
time consistency in efficiency
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Li, Duan
Platen, Eckhard
8
Başak, Suleyman
6
Detemple, Jérôme B.
6
Rogers, Leonard C. G.
6
Zhou, Xun Yu
6
Dybvig, Philip H.
4
Glasserman, Paul
4
Guasoni, Paolo
4
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Schroder, Mark D.
4
Schweizer, Martin
4
Touzi, Nizar
4
Bacchetta, Philippe
3
Benth, Fred Espen
3
Canner, Niko
3
Carassus, Laurence
3
Carr, Peter
3
Chabakauri, Georgy
3
Cvitanić, Jakša
3
DeMarzo, Peter M.
3
El Karoui, Nicole
3
Hobson, David G.
3
Jamshidian, Farshid
3
Kardaras, Constantinos
3
Korn, Ralf
3
Kubler, Felix
3
Liu, Jun
3
Lo, Andrew W.
3
Longstaff, Francis A.
3
MacKinlay, Archie Craig
3
Mankiw, Nicholas Gregory
3
Morellec, Erwan
3
Pliska, Stanley R.
3
Renault, Eric
3
Scaillet, Olivier
3
Shim, Gyoocheol
3
Stricker, Christophe
3
Sung, Jaeyoung
3
more ...
less ...
Published in...
All
The American economic review
Mathematical finance : an international journal of mathematics, statistics and financial theory
The review of financial studies
European journal of operational research : EJOR
6
Journal of economic dynamics & control
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Journal of the Operational Research Society : OR
2
The journal of computational finance
2
INFORMS journal on computing : JOC
1
Journal of banking & finance
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research
1
Operations research letters
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mean-variance policy for discrete-time cone-constrained markets : time consistency in efficiency and the minimum-variance signed supermartingale measure
Cui, Xiangyu
;
Li, Duan
;
Li, Xun
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 471-504
Persistent link: https://www.econbiz.de/10011752513
Saved in:
2
Better than dynamic mean-variance : time inconsistency and free cash flow stream
Cui, Xiangyu
;
Li, Duan
;
Wang, Shouyang
;
Zhu, Shushang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 346-378
Persistent link: https://www.econbiz.de/10009613192
Saved in:
3
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
Saved in:
4
Optimal lot solution to cardinality constrained mean-variance formulation for portfolio selction
Li, Duan
;
Sun, Xiaoling
;
Jun, Wang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10003336788
Saved in:
5
Optimal dynamic portfolio selection : multiperiod mean-variance formulation
Li, Duan
;
Ng, Wan-lung
- In:
Mathematical finance : an international journal of …
10
(
2000
)
3
,
pp. 387-406
Persistent link: https://www.econbiz.de/10002178964
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->