//--> //--> //-->
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
~isPartOf:"Economic modelling"
~person:"Sorge, Marco M."
~person:"Yao, Haixiang"
~subject:"Dynamische Optimierung"
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
Quality expectations, reputati...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Dynamische Optimierung
Theorie
6
Theory
6
Dynamic programming
4
Portfolio selection
4
Portfolio-Management
4
Mathematical programming
2
Mathematische Optimierung
2
Multi-period mean-variance model
2
Rational expectations
2
Rationale Erwartung
2
Regime switching
2
Uncertain time-horizon
2
Beliefs evolution
1
CAPM
1
Cash Flow
1
Cash flow
1
Continuous time mean-variance
1
Efficient frontier
1
Erwartungsbildung
1
Expectation formation
1
Hamilton-Jacobi-Bellman equation
1
Heterogeneous agent model
1
Heterogeneous expectation
1
House price volatility
1
Immobilienpreis
1
Markov chain
1
Markov-Kette
1
Markov-switching dynamic systems
1
Mean-variance
1
Multiple risky assets
1
No risk-free asset
1
Real estate price
1
Risiko
1
Risk
1
State space model
1
Time series analysis
1
Time-varying Kalman filter
1
Two-fund separation theorem
1
Uncontrolled cash flow
1
more ...
less ...
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
Sorge, Marco M.
Yao, Haixiang
Zeng, Yan
3
Chen, Shumin
2
Van de Ven, Justin
2
Wu, Huiling
2
Carravetta, Francesco
1
Chen, Feng
1
Kim, Hyunho
1
Lai, Yongzeng
1
Li, Zhongfei
1
Pun, Chi Seng
1
Shin, Inyong
1
Yang, Zili
1
Zhu, Jinxia
1
more ...
less ...
Published in...
All
Economic modelling
Bonn Econ Discussion Papers
1
Bonn Econ Discussion Papers / BGSE
1
European journal of operational research : EJOR
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang
;
Zeng, Yan
;
Chen, Shumin
- In:
Economic modelling
30
(
2013
),
pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
Saved in:
2
Model reference adaptive expectations in Markov-switching economies
Carravetta, Francesco
;
Sorge, Marco M.
- In:
Economic modelling
32
(
2013
),
pp. 551-559
Persistent link: https://www.econbiz.de/10009762031
Saved in:
3
Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling
;
Zeng, Yan
;
Yao, Haixiang
- In:
Economic modelling
36
(
2014
),
pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
Saved in:
4
Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->