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Dynamic programming
Portfolio-Management
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24,733
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Kamihigashi, Takashi
36
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27
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20
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20
Ulmer, Marlin Wolf
20
Gönsch, Jochen
19
Judd, Kenneth L.
19
Hansen, Jörgen
18
Cai, Yongyang
17
Mitra, Tapan
16
Sandal, Leif K.
16
Willis, Jonathan L.
16
Fernández-Villaverde, Jesús
15
Mosheiov, Gur
15
Topaloğlu, Hüseyin
15
Boysen, Nils
14
Kort, Peter M.
14
Nelson, Edward
14
Scholl, Armin
14
Semmler, Willi
14
Wagelmans, Albert P. M.
14
Zhang, Dan
14
Brock, William A.
13
Schlosser, Rainer
13
Cheng, T. C. E.
12
Cooper, Russell W.
12
Stachurski, John
12
Agatz, Niels
11
Sethi, Suresh
11
Stein, Jerome L.
11
Brown, David B.
10
Fabbri, Giorgio
10
Mattfeld, Dirk C.
10
McCallum, Bennett T.
10
Righini, Giovanni
10
Rust, John
10
Shapiro, Alexander
10
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10
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9
Breton, Michèle
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Cowles Foundation for Research in Economics, Yale University
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Erasmus Research Institute of Management
2
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Belgian French German Conference on Optimization <9, 1998, Namur>
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CER-ETH Center of Economic Research, Department of Management, Technology and Economics (D-MTEC)
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California Agricultural Experiment Station / Department of Agricultural and Resource Economics
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Conference on Monetary Policy Rules <1998, Stockholm>
1
Cornell University / Cornell Food and Nutrition Policy Program
1
Cornell University Agricultural Experiment Station
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
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European journal of operational research : EJOR
308
Computers & operations research : and their applications to problems of world concern ; an international journal
102
Operations research
95
International journal of production economics
88
International journal of production research
87
Journal of economic dynamics & control
77
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Operations research letters
67
European Journal of Operational Research
54
Journal of revenue and pricing management
42
Mathematics of operations research
41
Transportation research / E : an international journal
41
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
41
Manufacturing & service operations management : M & SOM
40
INFORMS journal on computing : JOC
34
Mathematical methods of operations research
34
Omega : the international journal of management science
34
Economic theory : official journal of the Society for the Advancement of Economic Theory
28
Insurance / Mathematics & economics
25
NBER working paper series
25
Journal of economic theory
22
OR spectrum : quantitative approaches in management
22
Working paper / National Bureau of Economic Research, Inc.
22
Production and operations management : an international journal of the Production and Operations Management Society
21
Computational economics
20
Journal of scheduling
20
Computational Statistics
19
Journal of the Operational Research Society
19
Mathematical Methods of Operations Research
19
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
18
Journal of mathematical economics
18
Computers & operations research : an international journal
17
Faculty & research / Insead : working paper series
17
Journal of the Operational Research Society : OR
17
NBER Working Paper
17
Journal of economic behavior & organization : JEBO
16
Production and operations management : the flagship research journal of the Production and Operations Management Society
16
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15
Finance and stochastics
15
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ECONIS (ZBW)
3,522
RePEc
307
EconStor
14
Other ZBW resources
4
BASE
2
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1
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
2
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Saved in:
3
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
4
Optimal dividend problem with a nonlinear regular-singular stochastic control
Chen, Mi
;
Peng, Xiaofan
;
Guo, Junyi
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 448-456
Persistent link: https://www.econbiz.de/10009763629
Saved in:
5
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
6
Modelling optimal execution strategies for algorithmic trading
Damian, Virgil
- In:
Theoretical and applied economics : GAER review
22
(
2015
)
4
,
pp. 99-104
Persistent link: https://www.econbiz.de/10011559331
Saved in:
7
Optimal savings management for individuals with defined contribution pension plans
Konicz, Agnieszka Karolina
;
Mulvey, John M.
- In:
European journal of operational research : EJOR
243
(
2015
)
1
,
pp. 233-247
Persistent link: https://www.econbiz.de/10010492965
Saved in:
8
A combined stochastic programming and optimal control approach to peronal finance and pensions
Konicz, Agnieszka Karolina
;
Pisinger, David
;
Rasmussen, …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 583-616
Persistent link: https://www.econbiz.de/10011296745
Saved in:
9
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
10
Approximating the solution of stochastic optimal control problems and the Merton's portfolio selection model
Kafash, Behzad
- In:
Computational economics
54
(
2019
)
2
,
pp. 763-782
Persistent link: https://www.econbiz.de/10012134353
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