//--> //--> //-->
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
~subject:"Decision under uncertainty"
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: person:"Neufeld, Ariel"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Decision under uncertainty
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Mathematical programming
3
Mathematische Optimierung
3
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Entscheidung unter Unsicherheit
2
Incomplete market
2
Knightian uncertainty
2
Markov chain
2
Markov-Kette
2
Martingal
2
Martingale
2
Robust statistics
2
Robustes Verfahren
2
Unvollkommener Markt
2
Volatility
2
Volatilität
2
stochastic volatility
2
Absence of a numéraire
1
Arbitrage
1
Arbitrage of the first kind
1
Bipolar theorem
1
Börsenkurs
1
CAPM
1
Decision
1
Decision theory
1
Deflation
1
Doob–Meyer decomposition
1
Drift and volatility uncertainty
1
Dual optimization problem
1
Duales Optimierungsproblem
1
Duality theory
1
Entscheidung
1
Entscheidungstheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Neufeld, Ariel
2
Ṥikić, Mario
2
Sester, Julian
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov decision processes under model uncertainty
Neufeld, Ariel
;
Sester, Julian
;
Ṥikić, Mario
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 618-665
Persistent link: https://www.econbiz.de/10014329899
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->