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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Kiel working paper"
~person:"Engwerda, Jacob Christiaan"
~person:"Melenberg, Bertrand"
~subject:"Economic growth"
~subject:"Euro area"
~subject:"Experiment"
~subject:"Income distribution"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Forschungsbericht"
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Portfolio-Management
Economic growth
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USA
Mathematical programming
13
Mathematische Optimierung
13
Nash equilibrium
10
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10
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7
Nichtkooperatives Spiel
7
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Portfolio selection
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Risikomanagement
3
Risikomaß
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Risk management
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Risk measure
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Schätztheorie
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robust optimization
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Differential game
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Dynamic programming
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44
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44
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Engwerda, Jacob Christiaan
Melenberg, Bertrand
Kleijnen, Jack P. C.
73
Tijs, Stef
69
Borm, Peter
67
Talman, Dolf
63
Brânzei, Rodica
37
Hertog, Dirk den
37
Kort, Peter M.
34
Hamers, Herbert
33
Herings, Peter Jean-Jacques
30
Bovenberg, Ary Lans
28
Boone, Jan
26
Hendrickx, Ruud L. P.
26
Laan, Gerard van der
25
Soest, Arthur van
25
Snower, Dennis J.
24
Werker, Bas J. M.
24
De Waegenaere, Anja
23
Steel, Mark F. J.
23
Damme, Eric E. C. van
22
Eijffinger, Sylvester C. W.
22
Yang, Zaifu
22
Nijman, Theodore E.
21
Lechthaler, Wolfgang
20
Lux, Thomas
20
Schaling, Eric
20
Huizinga, Harry
19
Meijdam, Lex
19
Norde, Henk
19
Pierdzioch, Christian
18
Ploeg, Frederick van der
18
Potters, Jan
18
Magnus, Jan R.
17
Merkl, Christian
17
Raa, Thijs ten
17
Beetsma, Roel
16
Einmahl, John H. J.
16
Reijnierse, Hans
16
Dam, Edwin Robert van
15
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Center for Economic Research <Tilburg>
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Discussion paper / Center for Economic Research, Tilburg University
Kiel working paper
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6
CESifo working papers
5
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1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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ECONIS (ZBW)
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1
Computationally tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof Stanisław
;
Hertog, Dirk den
; …
-
2015
-
Revised version of CentER Discussion Paper No. 2014-031
Persistent link: https://www.econbiz.de/10011348902
Saved in:
2
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
3
Tractable counterparts of distributionally robust constraints on risk measures
Postek, Krzysztof S.
;
Hertog, Dirk den
;
Melenberg, Bertrand
-
2014
Persistent link: https://www.econbiz.de/10011282869
Saved in:
4
Prospects of tools from differential games in the study of macroeconomics of climate change
Engwerda, Jacob Christiaan
-
2012
Persistent link: https://www.econbiz.de/10009546888
Saved in:
5
Open-loop Nash equilibria in the non-cooperative infinite-planning horizon LQ game
Engwerda, Jacob Christiaan
-
2012
Persistent link: https://www.econbiz.de/10009553636
Saved in:
6
The open-loop discounted linear quadratic differential game for regular higher order index descriptor systems
Engwerda, Jacob Christiaan
;
Salmah, Y.
;
Wijayanti, I. E.
-
2009
Persistent link: https://www.econbiz.de/10003819736
Saved in:
7
The open-loop linear quadratic differential game for index one descriptor systems
Engwerda, Jacob Christiaan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736672
Saved in:
8
A note on cooperative linear quadratic control
Engwerda, Jacob Christiaan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483561
Saved in:
9
Multicriteria dynamic optimization problems and cooperative dynamic games
Engwerda, Jacob Christiaan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656743
Saved in:
10
Necessary and sufficient conditions for solving cooperative differential games
Engwerda, Jacob Christiaan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656745
Saved in:
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