//--> //--> //-->
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
~type:"article"
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:"Mrad, Mohamed"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
4
Portfolio-Management
4
portfolio optimization
3
Forward utility
2
Nutzen
2
Nutzentheorie
2
Ramsey rule
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Utility
2
Utility theory
2
Yield curve
2
Zinsstruktur
2
duality
2
horizon-unbiased utility
2
performance criteria
2
progressive utility
2
Aggregation
1
Erwartungsnutzen
1
Expected utility
1
Forward/backward portfolio optimization
1
Long-run rates
1
Marginal indifference pricing
1
Market-consistent progressive utility of investment and consumption
1
Mathematical programming
1
Mathematische Optimierung
1
Progressive utility with consumption
1
Yields curves
1
affine yields curves
1
aggregated portfolios
1
aggregated utilities
1
consistent util-ity
1
consistent utility
1
market consistency
1
optimal portfolio
1
stochastic PDE with jumps
1
stochastic characteristics method
1
stochastic flows
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Mrad, Mohamed
4
El Karoui, Nicole
2
Hillairet, Caroline
2
Matoussi, Anis
1
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial engineering
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
2
Dynamic utility and related nonlinear spdes driven by Lévy noise
Matoussi, Anis
;
Mrad, Mohamed
- In:
International journal of theoretical and applied …
25
(
2022
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013189927
Saved in:
3
Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
Saved in:
4
Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->