//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bayraktar, Erhan"
~person:"Chen, An"
~person:"Escobar, Marcos"
~person:"Leung, Tim"
~subject:"Theorie"
~subject:"evolutionary biology"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Utility maximization"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
evolutionary biology
Portfolio selection
11
Portfolio-Management
11
Theory
10
Utility maximization
8
utility maximization
4
Commodity derivative
3
Hedging
3
Rohstoffderivat
3
Stochastic process
3
Stochastischer Prozess
3
Concavification
2
Derivat
2
Derivative
2
Markov chain
2
Markov-Kette
2
Transaction costs
2
Transaktionskosten
2
(robust) no local arbitrage with bounded portfolios
1
(robust) no unbounded profit with bounded risk
1
Acceptable portfolios
1
Allocation constraints
1
Arbitrage
1
Brownian bridge
1
Charges
1
Commodity exchange
1
Commodity futures
1
Control theory
1
Convex duality
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Dynamic portfolio optimization
1
Dynamic trading
1
First-loss fee structure
1
Futures
1
Futures basis
1
Futures portfolio
1
Gebühr
1
HJB
1
HJB equations
1
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bayraktar, Erhan
Chen, An
Escobar, Marcos
Leung, Tim
Zagst, Rudi
4
Heufer, Jan
3
Horioka, Charles
3
Horioka, Charles Yuji
3
Manzini, Paola
3
Mariotti, Marco
3
Mostovyi, Oleksii
3
Soner, Halil Mete
3
Bruggen, Paul van
2
Cherchye, Laurens
2
Demuynck, Thomas
2
Diewert, Walter E.
2
Lanier, Joshua
2
Larsen, Kasper
2
Mandler, Michael
2
Neykova, Daniela
2
Polisson, Matthew
2
Renou, Ludovic
2
Rock, Bram de
2
Salter, Alexander William
2
Vargiolu, Tiziano
2
Weng, Chengguo
2
Žitković, Gordan
2
Aguiar, Victor H.
1
Ahmed, Shabbir
1
Allen, Roy E.
1
Angoshtari, Bahman
1
Bahaji, Hamza
1
Barron, Katelin
1
Bazier-Matte, Thierry
1
Bickel, J. Eric
1
Bilsen, Servaas van
1
Capponi, Agostino
1
Chen, Xiaodong
1
Chen, Zhiping
1
Ching, Wai Ki
1
more ...
less ...
Published in...
All
Annals of finance
3
Mathematics and financial economics
2
Astin bulletin : the journal of the International Actuarial Association
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Mathematical methods of operations research : ZOR
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization : not necessarily concave utility and constraints on wealth and allocation
Escobar, Marcos
;
Kschonnek, Michel
;
Zagst, Rudi
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
Saved in:
2
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
3
Continuity of utility maximization under weak convergence
Bayraktar, Erhan
;
Dolinsky, Yan
;
Guo, Jia
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 725-757
Persistent link: https://www.econbiz.de/10012321870
Saved in:
4
Optimal trading of a basket of futures contracts
Angoshtari, Bahman
;
Leung, Tim
- In:
Annals of finance
16
(
2020
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10012496334
Saved in:
5
Optimal fees in hedge funds with first-loss compensation
Escobar, Marcos
;
Havrylenko, Y.
;
Zagst, Rudi
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521040
Saved in:
6
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
Saved in:
7
Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
Saved in:
8
Optimal asset allocation in life insurance : the impact of regulation
Chen, An
;
Hieber, Peter
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 605-626
Persistent link: https://www.econbiz.de/10011669744
Saved in:
9
Optimal investment in multidimensional Markov-modulated affine models
Neykova, Daniela
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Annals of finance
11
(
2015
)
3/4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10011459789
Saved in:
10
Portfolio optimization in affine models with Markov switching
Escobar, Marcos
;
Neykova, Daniela
;
Zagst, Rudi
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-46
Persistent link: https://www.econbiz.de/10011403855
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->