//--> //--> //-->
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:"Nagai, Hideo"
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:"Cox process"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Cox-process observations
2
Incomplete information
2
Portfolio optimization
2
Random trading times
2
Regime-switching models
2
Stochastic control
2
Control theory
1
Kontrolltheorie
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
Unvollkommene Information
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Nagai, Hideo
Brigo, Damiano
4
Fanelli, Viviana
4
Jang, Jiwook
4
Musti, Silvana
4
Dassios, Angelos
3
El-Bachir, Naoufel
3
Szimayer, Alexander
3
Avanzi, Benjamin
2
Burnecki, Krzysztof
2
Chiarella, Carl
2
Fujimoto, Kazufumi
2
Laurini, Márcio Poletti
2
McCulloch, James
2
Valente, Fernanda
2
Wang, Guojing
2
Weron, Rafal
2
Wong, Bernard
2
Yang, Xinda
2
Zhao, Hongbiao
2
Akbarov, Artur
1
Bautista, Lucía
1
Ben-Ameur, Hatem
1
Cadenillas, Abel
1
Castro, Inma T.
1
Champagnat, Nicolas
1
Chao, Wan-Ling
1
Ching, Wai Ki
1
Errais, Eymen
1
Fodra, Pietro
1
Fujita, Takahiko
1
Gu, Jia-wen
1
Hainaut, Donatien
1
Hardle, Wolfgang
1
Ishimura, Naoyuki
1
Jang, Hyun Jin
1
Jang, Ji-Wook
1
Lambert, Amaury
1
Landesa, Luis
1
Laurent, Jean-Paul
1
more ...
less ...
Published in...
All
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Source
All
ECONIS (ZBW)
1
RePEc
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected Log-Utility Maximization Under Incomplete Information and with
Cox-Process
Observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang
- In:
Asia-Pacific Financial Markets
21
(
2014
)
1
,
pp. 35-66
rebalanced only at random times corresponding to a
Cox
process
where the intensity is driven by the unobserved Markovian factor …
Persistent link: https://www.econbiz.de/10010989078
Saved in:
2
Expected log-utility maximization under incomplete information and with
Cox-process
observations
Fujimoto, Kazufumi
;
Nagai, Hideo
;
Runggaldier, Wolfgang J.
- In:
Asia-Pacific financial markets
21
(
2014
)
1
,
pp. 35-66
Persistent link: https://www.econbiz.de/10010358462
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->