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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Heuristics"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Dynamic programming"
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Heuristics
Stochastischer Prozess
Dynamic programming
11
Dynamische Optimierung
11
Theorie
10
Theory
10
Portfolio selection
8
Portfolio-Management
8
Stochastic process
5
Control theory
2
Kontrolltheorie
2
Option pricing theory
2
Optionspreistheorie
2
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Mathematical programming
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Article in journal
Collection of articles of several authors
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5
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Benth, Fred Espen
1
Björk, Tomas
1
Cherny, Alexander S.
1
Hvistendahl Karlsen, Kenneth
1
Jonsson, Mattias
1
Li, Duan
1
Liang, Jianfeng
1
Murgoci, Agatha
1
Reikvam, Kristin
1
Zhang, Shuzhong
1
Zhou, Xun Yu
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Mathematical finance : an international journal of mathematics, statistics and financial theory
European journal of operational research : EJOR
89
Computers & operations research : and their applications to problems of world concern ; an international journal
36
International journal of production research
33
Operations research
29
International journal of production economics
23
Journal of economic dynamics & control
19
Operations research letters
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
13
Insurance / Mathematics & economics
12
Mathematics of operations research
12
INFORMS journal on computing : JOC
11
Transportation research / E : an international journal
10
Manufacturing & service operations management : M & SOM
9
Computational Management Science : CMS
7
Computational management science
7
Journal of the Operational Research Society
7
OR spectrum : quantitative approaches in management
7
Journal of revenue and pricing management
6
Transportation science
6
European journal of industrial engineering : EJIE
5
Finance and stochastics
5
Journal of scheduling
5
Mathematical methods of operations research
5
Omega : the international journal of management science
5
Quantitative finance
5
Annals of operations research
4
Computational economics
4
EURO journal on computational optimization
4
IMA journal of management mathematics
4
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
4
Production and operations management : an international journal of the Production and Operations Management Society
4
Production and operations management : the flagship research journal of the Production and Operations Management Society
4
Risks : open access journal
4
American journal of agricultural economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
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
3
International journal of theoretical and applied finance
3
Journal of the Operational Research Society : OR
3
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1
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
2
Risk-reward optimization with discrete-time coherent risk
Cherny, Alexander S.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 571-595
Persistent link: https://www.econbiz.de/10008666990
Saved in:
3
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
4
Merton's portfolio optimization problem in a Black and Scholes market with non-Gaussian stochastic volatility of Ornstein-Uhlenbeck type
Benth, Fred Espen
;
Hvistendahl Karlsen, Kenneth
; …
- In:
Mathematical finance : an international journal of …
13
(
2003
)
2
,
pp. 215-244
Persistent link: https://www.econbiz.de/10001765678
Saved in:
5
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
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