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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Mathematics of operations research"
~language:"afr"
~language:"eng"
~language:"hun"
~person:"Bo, Lijun"
~subject:"Estimation theory"
~subject:"Mathematische Optimierung"
~subject:"dynamic programming equation"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Hochschulschrift"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Portfolio-Management
United States
Estimation theory
Mathematische Optimierung
dynamic programming equation
Portfolio selection
4
Theorie
4
Theory
4
Credit risk
3
Kreditrisiko
3
credit risk
2
Cost of capital
1
Credit
1
Dynamic programming
1
Dynamische Optimierung
1
HJB equations
1
Hamilton-Jacobi-Bellman equation
1
Insolvency
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Insolvenz
1
Kapitalkosten
1
Kredit
1
Liquidity constraint
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Liquiditätsbeschränkung
1
Martingal
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Martingale
1
Mathematical programming
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Robust statistics
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Robustes Verfahren
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Stochastic process
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Stochastischer Prozess
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borrowing costs
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cascading defaults
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forward performance process
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ill-posed HJB equation
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portfolio constraints
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portfolio decisions
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recursive system
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risk-sensitive
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robust control
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semimartingale market
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super-sub solution
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time-monotone process
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Bo, Lijun
Basu, Amitabh
7
Nagarajan, Viswanath
7
Sviridenko, Maxim
7
Cornuéjols, Gérard
5
Murota, Kazuo
5
Végh, László A.
5
Ye, Jane J.
5
Bertsimas, Dimitris
4
Bolte, Jérôme
4
Buchbinder, Niv
4
Capponi, Agostino
4
Conforti, Michele
4
Feldman, Moran
4
Gupta, Anupam
4
Klerk, Etienne de
4
Toh, Kim-Chuan
4
Williamson, David P.
4
Xu, Huifu
4
Ye, Yinyu
4
Zambelli, Giacomo
4
Ahmadi, Amir Ali
3
Bomze, Immanuel M.
3
Chen, Xiaojun
3
Del Pia, Alberto
3
Fiorini, Samuel
3
Freund, Robert M.
3
Goyal, Vineet
3
Jansen, Klaus
3
Lasserre, Jean-Bernard
3
Laurent, Monique
3
Lee, Jon
3
Luo, Zhi-Quan
3
Ma, Shiqian
3
Malick, Jérôme
3
Molinaro, Marco
3
Parrilo, Pablo A.
3
Ravi, Ramamoorthi
3
Schulz, Andreas S.
3
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Mathematics of operations research
Insurance / Mathematics & economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
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ECONIS (ZBW)
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1
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
2
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
3
Optimal credit investment with borrowing costs
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
2
,
pp. 546-575
Persistent link: https://www.econbiz.de/10011684545
Saved in:
4
Robust optimization of credit portfolios
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
42
(
2017
)
1
,
pp. 30-56
Persistent link: https://www.econbiz.de/10011654555
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