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~isPartOf:"International journal of theoretical and applied finance"
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Control theory
21
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stochastic control
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International journal of theoretical and applied finance
Journal of economic dynamics & control
59
Insurance / Mathematics & economics
42
European journal of operational research : EJOR
41
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
32
Mathematics of operations research
31
Mathematical methods of operations research
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Operations research
23
CESifo working papers
22
Finance and stochastics
21
Computational economics
20
Operations research letters
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International journal of production research
19
Dynamic games and applications : DGA
15
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Risks : open access journal
14
American journal of agricultural economics
13
International journal of production economics
12
Journal of mathematical finance
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11
NBER working paper series
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10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Scandinavian actuarial journal
10
Applied mathematical finance
9
Economic modelling
9
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9
International journal of productivity and quality management : IJPQM
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Journal of mathematical economics
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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CoFE discussion papers
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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International game theory review
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Journal of economic behavior & organization : JEBO
8
Lecture Notes in Economics and Mathematical Systems
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ECONIS (ZBW)
21
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Hedge-fund management with liquidity constraint
Ramirez, Hugo E.
;
Duck, Peter
;
Johnson, Paul
;
Howell, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012153086
Saved in:
7
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
8
Kyle-Back's model with a random horizon
Corcuera, José Manuel
;
Di Nunno, Giulia
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011854431
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
Optimal stochastic
control
problem
under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
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