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Finance research letters
European journal of operational research : EJOR
669
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330
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219
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204
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Annals of operations research
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Journal of banking & finance
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Omega : the international journal of management science
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ECONIS (ZBW)
86
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1
Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman
;
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance research letters
15
(
2015
),
pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
Saved in:
2
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu
;
Lee, Seungkyu
;
Lim, Byung Hwa
- In:
Finance research letters
18
(
2016
),
pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Saved in:
3
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
4
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
5
Optimal liquidation strategy for cryptocurrency marketplaces using stochastic control
Kubo, Kenji
;
Nakagawa, Kei
;
Mizukami, Daiki
;
Acharya, Dipesh
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472433
Saved in:
6
Optimal lockdown policy for vaccination during COVID-19 pandemic
Fu, Yuting
;
Jin, Hanqing
;
Xiang, Haitao
;
Wang, Ning
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014575321
Saved in:
7
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
8
Modeling default risk : a new structural approach
Yildirim, Yildiray
- In:
Finance research letters
3
(
2006
)
3
,
pp. 165-172
Persistent link: https://www.econbiz.de/10003374031
Saved in:
9
The navigation of an iceberg : the optimal use of hidden orders
Esser, Angelika
;
Mönch, Burkhart
- In:
Finance research letters
4
(
2007
)
2
,
pp. 68-81
Persistent link: https://www.econbiz.de/10003477211
Saved in:
10
Market symmetry in time-changed Brownian models
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
- In:
Finance research letters
7
(
2010
)
1
,
pp. 53-59
Persistent link: https://www.econbiz.de/10003972394
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