//--> //--> //-->
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:"Stochastic process"
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:"martingale method"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Martingale method
31
Portfolio selection
17
Portfolio-Management
17
Theorie
17
Theory
17
martingale method
10
Martingal
7
Martingale
7
Risikoaversion
5
Risk aversion
5
Einkommenshypothese
4
Income hypothesis
4
Loss aversion
4
Martingale Method
4
Pension fund
4
Pensionskasse
4
Portfolio choice
4
Stochastischer Prozess
4
American put option
3
CRRA utility
3
Liquidity constraint
3
Liquiditätsbeschränkung
3
Optimal portfolios
3
Portfolio optimization
3
Private Altersvorsorge
3
Private retirement provision
3
Risiko
3
Risk
3
Ruin probability
3
Simulation
3
Stochastic optimal control
3
borrowing constraint
3
human capital
3
option-based portfolio insurance
3
stochastic control
3
Altersgrenze
2
Altersvorsorge
2
Behavioral finance
2
Binomial model
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Liang, Zongxia
2
Guan, Guohui
1
Ma, Ming
1
Menoncin, Francesco
1
Vigna, Elena
1
Ye, Jinchun
1
Published in...
All
Insurance / Mathematics & economics
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic utilities with subsistence and satiation : optimal life insurance purchase, consumption and investment
Ye, Jinchun
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 193-212
Persistent link: https://www.econbiz.de/10012133531
Saved in:
2
Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework
Menoncin, Francesco
;
Vigna, Elena
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 172-184
Persistent link: https://www.econbiz.de/10011774817
Saved in:
3
Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
Saved in:
4
Optimal dynamic asset allocation of pension fund in mortality and salary risks framework
Liang, Zongxia
;
Ma, Ming
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011397973
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->