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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of risk and financial management : JRFM"
~subject:"Markov chain"
~subject:"Portfolio selection"
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Markov chain
Portfolio selection
Theorie
131
Theory
131
Agent-based modeling
109
Agentenbasierte Modellierung
109
Simulation
92
Monte Carlo simulation
66
Monte-Carlo-Simulation
66
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25
Option pricing theory
24
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24
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36
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Cong, F.
2
Nakatsuma, Teruo
2
Oosterlee, Cornelis Willebrordus
2
Adão, Luiz F. S.
1
Ankirchner, Stefan
1
Barde, Sylvain
1
Berezovska, Lyudmyla
1
Bernardi, Mauro
1
Brandão, Luiz Eduardo Teixeira
1
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1
Calinescu, Anisoara
1
Castro, Javier Gutiérrez
1
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1
Chang, Kuo-Chu
1
Chauveau, Thierry
1
Chiarella, Carl
1
Consiglio, Andrea
1
Coqueret, Guillaume
1
Cremonini, David
1
Cvitanić, Jakša
1
Di Clemente, Annalisa
1
Dieci, Roberto
1
Dindo, Pietro
1
Drobyazko, Svetlana
1
Ely, Regis Augusto
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Hyung, Namwon
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1
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1
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Journal of economic dynamics & control
Journal of risk and financial management : JRFM
Journal of econometrics
48
Discussion paper / Tinbergen Institute
36
European journal of operational research : EJOR
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Computational economics
18
Risks : open access journal
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Quantitative finance
15
Insurance / Mathematics & economics
14
International journal of forecasting
14
Journal of banking & finance
14
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Working paper
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Econometric reviews
13
Energy economics
12
ERIM report series research in management
11
Finance research letters
11
Journal of forecasting
11
Economics letters
10
ERIM Report Series Reference
9
International journal of production research
9
Journal of empirical finance
9
Journal of the American Statistical Association : JASA
9
Applied economics letters
8
CIRJE discussion papers / F series
8
Financial services review : the journal of individual financial management
8
INFORMS journal on computing : JOC
8
Journal of applied econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
The journal of computational finance
8
Working paper series
8
Working papers
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Econometric Institute research papers
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Economic modelling
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ECONIS (ZBW)
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31
Monte Carlo computation of optimal portfolios in complete markets
Cvitanić, Jakša
;
Goukasian, Levon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 971-986
Persistent link: https://www.econbiz.de/10001734464
Saved in:
32
Benchmarking, portfolio insurance and technical analysis : a Monte Carlo comparison of dynamic strategies of asset allocation
Cesari, Riccardo
;
Cremonini, David
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 987-1011
Persistent link: https://www.econbiz.de/10001734471
Saved in:
33
How does learning affect market liquidity? : a
simulation
analysis of a double-auction financial market with portfolio traders
Consiglio, Andrea
;
Russino, Annalisa
- In:
Journal of economic dynamics & control
31
(
2007
)
6
,
pp. 1910-1937
Persistent link: https://www.econbiz.de/10003487858
Saved in:
34
Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders
Chauveau, Thierry
;
Subbotin, Alexander
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10009738270
Saved in:
35
Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stauros Andrea
(
contributor
)
- In:
Journal of economic dynamics & control
22
(
1998
)
10
,
pp. 1517-1541
Persistent link: https://www.econbiz.de/10001246825
Saved in:
36
Asset price and wealth dynamics in a financial market with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1755-1786
Persistent link: https://www.econbiz.de/10003370380
Saved in:
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