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Search: subject_exact:"Dynamische Optimierung"
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Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
263
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ECONIS (ZBW)
70
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41
A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
Saved in:
42
Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân
;
Rustem, Berç
;
Settergren, Reuben
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
Saved in:
43
Optimal portfolios under a value-at-risk constraint
Yiu, K. F. C.
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10001880808
Saved in:
44
Innovations, improvements, and the optimal adoption of new technologies
Doraszelski, Ulrich
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1461-1480
Persistent link: https://www.econbiz.de/10001880867
Saved in:
45
Modeling financial reinsurance in the casualty insurance business via stochastic programming
Lange, Petter E. de
;
Fleten, Stein-Erik
;
Gaivoronski, …
- In:
Journal of economic dynamics & control
28
(
2004
)
5
,
pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Saved in:
46
A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
Journal of economic dynamics & control
28
(
2004
)
6
,
pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
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47
Using dynamic programming with adaptive grid scheme for optimal control problems in economics
Grüne, Lars
;
Semmler, Willi
- In:
Journal of economic dynamics & control
28
(
2004
)
12
,
pp. 2427-2456
Persistent link: https://www.econbiz.de/10002370031
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48
On-line portfolio selection using stochastic programming
Gaivoronski, Alexei A.
;
Stella, Fabio
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1013-1043
Persistent link: https://www.econbiz.de/10001734477
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49
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
50
A computational approach to liquidity-constrained firms over an infinite horizon
Ono, Masanori
- In:
Journal of economic dynamics & control
28
(
2003
)
1
,
pp. 189-205
Persistent link: https://www.econbiz.de/10001794347
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