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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
Theorie
67
Theory
67
Portfolio selection
66
Portfolio-Management
62
Mathematical programming
21
Mathematische Optimierung
21
Cointegration
13
Time consistency
13
Zeitkonsistenz
13
Kointegration
10
Stochastic process
10
Stochastischer Prozess
10
Risikomanagement
9
Risikomaß
9
Risk management
9
Risk measure
9
Prospect theory
7
Risiko
7
Risikoaversion
7
Risk
7
Risk aversion
7
Anlageverhalten
6
Behavioural finance
6
Mortality
6
Prospect Theory
6
Sterblichkeit
6
Capital income
5
Experiment
5
Kapitaleinkommen
5
Option pricing theory
5
Optionspreistheorie
5
Dynamic programming
4
Erwartungsnutzen
4
Expected utility
4
Option trading
4
Optionsgeschäft
4
Bounded rationality
3
Conditional value-at-risk
3
Correlation
3
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Undetermined
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Article
3
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1
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1
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1
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English
4
Author
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Li, Duan
4
Chen, Yuanyuan
1
Gao, Xuefeng
1
Li, Zhongfei
1
Liang, Jianfeng
1
Qi, Liqun
1
Teo, Kok Lay
1
Yao, Haixiang
1
Zhang, Shuzhong
1
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International Conference on Optimization: Techniques and Applications <5, 2001, Hongkong>
1
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European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
4
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Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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2
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
Yao, Haixiang
;
Li, Zhongfei
;
Li, Duan
- In:
European journal of operational research : EJOR
252
(
2016
)
3
,
pp. 837-851
Persistent link: https://www.econbiz.de/10011472346
Saved in:
3
Special issue International Conference on Optimization: Techniques and Applications (ICOTA), December 15 - 17, 2001, Hong Kong
Li, Duan
(
contributor
);
Qi, Liqun
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002900547
Saved in:
4
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
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