//--> //--> //-->
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
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:"drift uncertainty"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Risiko
5
Risk
5
Portfolio selection
4
Portfolio-Management
4
Drift uncertainty
3
Theorie
3
Theory
3
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Mathematical programming
2
Mathematische Optimierung
2
Portfolio optimization
2
Search theory
2
Suchtheorie
2
drift uncertainty
2
Aktienmarkt
1
Arbeitslosenversicherung
1
Börsenkurs
1
Diversification
1
Estimation
1
Experiment
1
Free boundary
1
Incomplete information
1
Integral equation
1
Malliavin calculus
1
Mean-variance portfolio selection
1
Minimax theorems
1
Optimal stopping
1
Partial information
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
1
Unemployment insurance
1
Unvollkommene Information
1
bull and bear trends
1
degenerate parabolic variational inequalit
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Sass, Jörn
2
Westphal, Dorothee
2
Xu, Zuo Quan
2
Ma, Jingtang
1
Xing, Jie
1
Xiong, Jie
1
Yang, Wensheng
1
Yi, Fahuai
1
Zheng, Jiayu
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Mathematics and financial economics
1
Mathematics of operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
2
Optimal entry decision of unemployment insurance under partial information
Xing, Jie
;
Ma, Jingtang
;
Yang, Wensheng
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 31-52
Persistent link: https://www.econbiz.de/10014282480
Saved in:
3
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
4
Mean-variance portfolio selection under partial information with
drift
uncertainty
Xiong, Jie
;
Xu, Zuo Quan
;
Zheng, Jiayu
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1461-1473
Persistent link: https://www.econbiz.de/10012624147
Saved in:
5
Optimal redeeming strategy of stock loans under
drift
uncertainty
Xu, Zuo Quan
;
Yi, Fahuai
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 384-401
Persistent link: https://www.econbiz.de/10012183057
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->