//--> //--> //-->
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:"Mathematics of operations research"
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
Time-Inconsistent Stochastic L...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Theorie
1
Theory
1
binary and ternary payoffs
1
coherent risk measures
1
mean-risk portfolio choice
1
optimal investment strategies
1
weighted value-at-risk
1
well-posedness
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
Undetermined
3
English
1
Author
All
Zhou, Xun Yu
3
Buckdahn, Rainer
1
He, Xue Dong
1
Hu, Ying
1
Jin, Hanqing
1
Lim, Andrew E.B.
1
Published in...
All
Mathematics of operations research
Papers / arXiv.org
5,733
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Mathematical Finance
10
Stochastic Processes and their Applications
10
Management science : journal of the Institute for Operations Research and the Management Sciences
6
CoFE Discussion Paper
4
Finance and stochastics
4
International journal of networking and virtual organisations : IJNVO
4
Quantitative Finance
4
Insurance / Mathematics & economics
3
Journal of economic theory
3
Management Science
3
Operations research : the journal of the Operations Research Society of America
3
CoFE discussion papers
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Discussion paper series / CoFE
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
FINRISK Working Paper Series
2
Journal of mathematical economics
2
Operations research
2
Probability theory and related fields
2
2005 Annual Meeting, July 6-8, 2005, San Francisco, California
1
Advanced mathematical methods for finance
1
Agribusiness
1
Agribusiness : an internat. journal
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
European journal of operational research : EJOR
1
Finance research letters
1
Gateways to globalisation : Asia's international trading and finance centres
1
Growth and Change
1
Growth and change : a journal of urban and regional policy
1
Insurance: Mathematics and Economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International Journal of Production Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of production research
1
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
1
International journal of theoretical and applied finance
1
Journal of Economic Theory
1
more ...
less ...
Source
All
OLC EcoSci
3
ECONIS (ZBW)
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic portfolio choice when risk is measured by weighted VaR
He, Xue Dong
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 773-796
Persistent link: https://www.econbiz.de/10011338687
Saved in:
2
Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios
Buckdahn, Rainer
;
Hu, Ying
- In:
Mathematics of operations research
23
(
1998
)
1
,
pp. 177-203
Persistent link: https://www.econbiz.de/10006419963
Saved in:
3
Mean-Variance Portfolio Selection with Random Parameters in a Complete Market
Lim, Andrew E.B.
;
Zhou, Xun Yu
- In:
Mathematics of operations research
27
(
2002
)
1
,
pp. 101-120
Persistent link: https://www.econbiz.de/10006418594
Saved in:
4
Deterministic Near-optimal Controls. Part II: Dynamic Programming and Viscosity Solution Approach
Zhou, Xun Yu
- In:
Mathematics of operations research
21
(
1996
)
3
,
pp. 655-674
Persistent link: https://www.econbiz.de/10006420532
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->