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~isPartOf:"Quantitative finance"
~subject:"Control theory"
~subject:"USA"
~type_genre:"Article in journal"
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Control theory
USA
Kontrolltheorie
9
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6
Portfolio-Management
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5
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5
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3
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Quantitative finance
Journal of economic dynamics & control
60
Insurance / Mathematics & economics
41
European journal of operational research : EJOR
39
Mathematics of operations research
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
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International journal of theoretical and applied finance
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American journal of agricultural economics
12
International journal of production economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of productivity and quality management : IJPQM
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Scandinavian actuarial journal
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Finance research letters
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Journal of risk and financial management : JRFM
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
9
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1
Bayesian nonparametric portfolio selection with rolling maximum drawdown control
Mei, Xiaoling
;
Wang, Yachong
;
Zhu, Weixuan
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1497-1510
Persistent link: https://www.econbiz.de/10014419173
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
Weight bound constraints in mean-variance models : a robust control theory foundation via machine learning
Koumou, Gilles Boevi
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 719-733
Persistent link: https://www.econbiz.de/10015050790
Saved in:
4
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
5
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
6
Quantification of risk in classical models of finance
Pichler, Alois
;
Schlotter, Ruben
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10012872493
Saved in:
7
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
8
On pricing barrier control in a regime-switching regulated market
Han, Zheng
;
Hu, Yaozhong
;
Lee, Chihoon
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 491-499
Persistent link: https://www.econbiz.de/10012194669
Saved in:
9
Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan
;
Ma, Jingtang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
Saved in:
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