Narrow search
Showing 1 - 5 of 5
Cover Image
On-line portfolio selection using stochastic programming
Gaivoronski, Alexei A.; Stella, Fabio - In: Journal of economic dynamics & control 27 (2003) 6, pp. 1013-1043
Persistent link: https://www.econbiz.de/10001734477
Cover Image
Modeling financial reinsurance in the casualty insurance business via stochastic programming
Lange, Petter E. de; Fleten, Stein-Erik; Gaivoronski, … - In: Journal of economic dynamics & control 28 (2004) 5, pp. 991-1012
Persistent link: https://www.econbiz.de/10001856046
Cover Image
Heterogeneous beliefs and adaptive behaviour in a continuous-time asset price model
He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 36 (2012) 7, pp. 973-987
Persistent link: https://www.econbiz.de/10009573416
Cover Image
A dynamic analysis of moving average rules
Chiarella, Carl; He, Xue-zhong; Hommes, Cars H. - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1729-1753
Persistent link: https://www.econbiz.de/10003370374
Cover Image
Herding, trend chasing and market volatility
Di Guilmi, Corrado; He, Xue-zhong; Li, Kai - In: Journal of economic dynamics & control 48 (2014), pp. 349-373
Persistent link: https://www.econbiz.de/10010486646