//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Quantitative finance"
~subject:"Growth optimal portfolio"
~subject:"Theorie"
~subject:"Theory"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markov Models"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Growth optimal portfolio
Theorie
Theory
Hidden Markov models
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
CTMC
1
Capital income
1
Convex analysis
1
Duration of drawdown
1
Electronic trading
1
Elektronisches Handelssystem
1
Financial time series
1
GPGPU
1
General Markov models
1
High frequency algorithmic trading
1
Kapitaleinkommen
1
Mathematical programming
1
Mathematische Optimierung
1
Mean reversion
1
Optimal control
1
Option pricing
1
Partial information
1
Portfolio choice
1
Portfolio optimization
1
Speed of drawdown
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Al-Aradi, Ali
1
Ceffer, Attila
1
Jaimungal, S.
1
Levendovszky, János
1
Sipos, I. Róbert
1
Published in...
All
Computational economics
Quantitative finance
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
3
Operations research
3
Information systems management
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Applied economics letters
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Computers & operations research : an international journal
1
Economics letters
1
Finance and stochastics
1
Health care management science : a new journal serving the international health care management community
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International journal of business and systems research
1
International journal of economics and finance
1
International review of financial analysis
1
International transactions in operational research : a journal of the International Federation of Operational Research Societies
1
Iranian journal of finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Journal of management research
1
Journal of marketing
1
Journal of marketing research : JMR
1
Journal of modelling in management
1
Journal of retailing and consumer services
1
Journal of risk and financial management : JRFM
1
Journal of the Operational Research Society
1
Journal of the Operational Research Society : OR
1
Naval research logistics : an international journal
1
RAIRO / Operations research
1
Research in international business and finance
1
Risks : open access journal
1
Strategic management journal
1
The international journal of bank marketing : IJBM
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Active and passive portfolio management with latent factors
Al-Aradi, Ali
;
Jaimungal, S.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1437-1459
Persistent link: https://www.econbiz.de/10012624145
Saved in:
2
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->