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~isPartOf:"Mathematical methods of operations research"
~subject:"Markov-Kette"
~subject:"Portfolio-Management"
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Markov-Kette
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Cavazos-Cadena, Rolando
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Mathematical methods of operations research
European journal of operational research : EJOR
410
Insurance / Mathematics & economics
308
Journal of banking & finance
253
NBER working paper series
252
Working paper / National Bureau of Economic Research, Inc.
208
Journal of economic dynamics & control
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Finance research letters
189
Finance and stochastics
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169
International journal of theoretical and applied finance
168
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Risks : open access journal
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Economics letters
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Discussion paper / Tinbergen Institute
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Journal of empirical finance
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Journal of financial economics
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The review of financial studies
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Journal of econometrics
101
Discussion paper / Centre for Economic Policy Research
100
The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : a publication of Institutional Investor
98
Journal of economic theory
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Computational economics
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The European journal of finance
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Swiss Finance Institute Research Paper
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Operations research letters
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International review of economics & finance : IREF
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Operations research
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Mathematics and financial economics
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International review of financial analysis
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SpringerLink / Bücher
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Applied economics
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas
- In:
Mathematical methods of operations research
71
(
2010
)
1
,
pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
Saved in:
2
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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3
Portfolio optimization in stochastic markets
Çakmak, U.
;
Özekici, S.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
Saved in:
4
Time consistent dynamic risk measures
Boda, Kang
;
Filar, Jerzy A.
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 169-186
Persistent link: https://www.econbiz.de/10003285486
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5
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
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6
Sample-path optimality and variance-maximization for Markov decision processes
Zhu, Q. X.
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 519-538
Persistent link: https://www.econbiz.de/10003489791
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7
Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.
;
Waldmann, Karl-Heinz
- In:
Mathematical methods of operations research
65
(
2007
)
3
,
pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
Saved in:
8
Neighbourhood search for constructing Pareto sets
Dorini, G.
;
Pierro, F. di
;
Savic, D.
;
Piunovskij, Alexei B.
- In:
Mathematical methods of operations research
65
(
2007
)
2
,
pp. 315-337
Persistent link: https://www.econbiz.de/10003463942
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9
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains
Prieto-Rumeau, Tomás
;
Hernández-Lerma, Onésimo
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 527-540
Persistent link: https://www.econbiz.de/10003909296
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10
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria
Cavazos-Cadena, Rolando
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 541-566
Persistent link: https://www.econbiz.de/10003909304
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