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subject:"Portfolio-Management"
~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Kontrolltheorie"
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Portfolio-Management
Kontrolltheorie
64
Control theory
61
Stochastic process
32
Stochastischer Prozess
32
Mathematical programming
23
Mathematische Optimierung
23
Portfolio selection
21
stochastic control
13
Dynamic programming
8
Dynamische Optimierung
8
Markov chain
8
Markov-Kette
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Stochastic optimal control
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Börsenkurs
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Lagerhaltungsmodell
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Optimal control
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Option pricing theory
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Optionspreistheorie
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Risikoaversion
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Risk aversion
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Securities trading
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Share price
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Wertpapierhandel
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Analysis
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Decision under uncertainty
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Electronic trading
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Elektronisches Handelssystem
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Entscheidung unter Unsicherheit
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Mathematical analysis
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Pension fund
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Pensionskasse
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Theorie
3
Theory
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algorithmic trading
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Cybernetics
2
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English
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Aly, Sidi Mohamed Ould
1
Barger, Weston
1
Bellalah, Mondher
1
Bielecki, Tomasz R.
1
Brunovský, Pavol
1
Cartea, Álvaro
1
Castellano, Rosella
1
Cerqueti, Roy
1
Chen, Tao
1
Cialenco, Igor
1
Dang, Duy Minh
1
Di Giacinto, Marina
1
Duck, Peter
1
Federico, Salvatore
1
Forsyth, Peter A.
1
Gozzi, Fausto
1
Hainaut, Donatien
1
Hess, Markus
1
Howell, Sydney D.
1
Jaimungal, Sebastian
1
Johnson, Paul
1
Kamma, Thijs
1
Kinzebulatov, Damir
1
Komadel, Ján
1
Konicz, Agnieszka Karolina
1
Leung, Tim
1
Liang, Xiaoqing
1
Lin, Hongcan
1
Liu, Rui Hua
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Lleo, Sébastien
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Lorig, Matthew
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1
Løkka, Arne
1
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Nyström, Kaj
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Pelsser, Antoon André Jean
1
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1
Runggaldier, Wolfgang J.
1
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1
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ASTIN bulletin : the journal of the International Actuarial Association
European journal of operational research : EJOR
International journal of theoretical and applied finance
Insurance / Mathematics & economics
24
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Journal of mathematical finance
8
Mathematical methods of operations research
6
Quantitative finance
6
Risks : open access journal
6
Scandinavian actuarial journal
6
Journal of economic dynamics & control
5
Applied mathematical finance
4
Finance research letters
4
International journal of financial engineering
4
Mathematics and financial economics
4
Asia-Pacific financial markets
3
Journal of risk and financial management : JRFM
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
Annals of finance
2
Journal of banking & finance
2
Market microstructure and liquidity
2
Mathematics of operations research
2
OR spectrum : quantitative approaches in management
2
Operations research
2
Advanced mathematical methods for finance
1
Algorithmic finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Australian economic papers
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Bonn Econ Discussion Papers
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Bonn Econ Discussion Papers / BGSE
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CARF working paper
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CESifo Working Paper
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CESifo working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CREATES research paper
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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CoFE Discussion Paper
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CoFE discussion papers
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ECONIS (ZBW)
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1
On the separation of estimation and control in risk-sensitive investment problems under incomplete observation
Lleo, Sébastien
;
Runggaldier, Wolfgang J.
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014573970
Saved in:
2
Near-optimal asset allocation in financial markets with trading constraints
Kamma, Thijs
;
Pelsser, Antoon André Jean
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 766-781
Persistent link: https://www.econbiz.de/10013259935
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
5
Optimal bookmaking
Loring, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 560-574
Persistent link: https://www.econbiz.de/10013205968
Saved in:
6
The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012416872
Saved in:
7
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
Saved in:
8
Reaching a bequest goal with life insurance : ambiguity about the risky asset's drift and mortality's hazard rate
Liang, Xiaoqing
;
Young, Virginia R.
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012194122
Saved in:
9
Optimal liquidation under stochastic price impact
Barger, Weston
;
Lorig, Matthew
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Saved in:
10
Portfolio optimization with performance ratios
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012153014
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