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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Theorie"
~subject:"World"
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International journal of financial engineering
Journal of economic dynamics & control
Finance research letters
179
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
154
Quantitative finance
118
Journal of banking & finance
98
Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The North American journal of economics and finance : a journal of financial economics studies
70
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83
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1
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
Saved in:
2
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
3
A dimension reduction approach for loss valuation in credit risk modeling
He, Jian
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10014521382
Saved in:
4
Heterogeneous asset valuation in OTC markets and optimal inflation
Geromichalos, Athanasios
;
Jung, Kuk Mo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050031
Saved in:
5
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
6
Dynamic spending and portfolio decisions with a soft social norm
Mork, Knut Anton
;
Harang, Fabian Andsem
;
Trønnes, …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478676
Saved in:
7
Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
8
Asset home bias in debtor and creditor countries
Zhang, Ning
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495377
Saved in:
9
A general method for analysis and valuation of drawdown risk
Zhang, Gongqiu
;
Li, Lingfei
- In:
Journal of economic dynamics & control
152
(
2023
),
pp. 1-37
Persistent link: https://www.econbiz.de/10014427618
Saved in:
10
Flight to quality and portfolio diversification under ambiguity of correlation
Huang, Hui
;
Wang, Yanjie
;
Zhang, Shunming
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-65
Persistent link: https://www.econbiz.de/10014444675
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