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subject:"Portfolio-Management"
subject:"USA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Greenwood, Jeremy"
~person:"Li, Duan"
~subject:"Sexuality"
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Portfolio-Management
USA
Sexuality
Portfolio selection
5
Theorie
5
Theory
5
Time consistency
2
Zeitkonsistenz
2
2002-2004
1
Aktienindex
1
Aktienmarkt
1
Anlageverhalten
1
Behavioural finance
1
Cash Flow
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Stock index
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Transaction costs
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Transaktionskosten
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Utility function
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cone-constrained market
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discrete-time mean-variance policy
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minimum-variance signed supermartingale measure
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time consistency in efficiency
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Greenwood, Jeremy
Li, Duan
Platen, Eckhard
7
Zhou, Xun Yu
6
Jin, Hanqing
4
Kardaras, Constantinos
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
3
Guasoni, Paolo
3
Jarrow, Robert A.
3
Korn, Ralf
3
Pliska, Stanley R.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
3
Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
2
Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
2
Detemple, Jérôme B.
2
El Karoui, Nicole
2
Evstigneev, Igor V.
2
Girotto, Bruno
2
He, Xue Dong
2
Kohatsu-Higa, Arturo
2
Løkka, Arne
2
Maccheroni, Fabio
2
Marinacci, Massimo
2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
2
Sulem, Agnès
2
Tankov, Peter
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
7
European journal of operational research : EJOR
6
Rochester Center for Economic Research working paper
6
Discussion paper / Centre for Economic Policy Research
3
Economie d'avant garde research reports
3
Journal of economic dynamics & control
3
Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Discussion paper series / IZA
2
Journal of the Operational Research Society : OR
2
NBER Working Paper
2
NBER working paper series
2
The journal of computational finance
2
Working paper / Federal Reserve Bank of Cleveland
2
Working papers / Rochester Center for Economic Research
2
BREAD working paper
1
Barcelona GSE working paper series : working paper
1
CARESS working paper
1
CESifo Working Paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic research reports
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European economic review : EER
1
INFORMS journal on computing : JOC
1
IZA Discussion Paper
1
International economic review
1
Journal of banking & finance
1
Journal of economic growth
1
Journal of monetary economics
1
Journal of the European Economic Association
1
Journal of the Operational Research Society
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
New developments in productivity analysis
1
Operations research
1
Operations research letters
1
Research working papers / Research Division, Federal Reserve Bank of Kansas City
1
Review of economic dynamics
1
SSRI working paper
1
Staff report / Research Department, Federal Reserve Bank of Minneapolis
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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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:
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