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~subject:"Portfolio selection"
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Portfolio selection
Stochastischer Prozess
17,201
Stochastic process
16,760
Theorie
10,106
Theory
9,834
Volatilität
3,862
Volatility
3,799
Optionspreistheorie
3,237
Option pricing theory
3,186
Mathematische Optimierung
2,325
Mathematical programming
2,309
Kontrolltheorie
2,178
Control theory
1,944
Portfolio-Management
1,533
Schätzung
1,462
Zeitreihenanalyse
1,426
Estimation
1,423
Time series analysis
1,381
Schätztheorie
1,049
Estimation theory
1,028
Markov-Kette
913
Markov chain
912
Risiko
853
Risk
842
Simulation
767
Börsenkurs
683
Prognoseverfahren
676
Statistische Verteilung
674
USA
673
Statistical distribution
662
Forecasting model
658
Share price
654
Derivat
643
Derivative
642
Dynamische Optimierung
639
United States
635
Dynamic programming
633
Monte Carlo simulation
595
Monte-Carlo-Simulation
594
Bayes-Statistik
574
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397
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1,065
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456
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1,000
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1,000
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63
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50
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7
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1,492
German
29
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Post, Thierry
20
Escobar, Marcos
16
Platen, Eckhard
14
Topaloglou, Nikolas
14
Kraft, Holger
13
Leung, Tim
13
Evstigneev, Igor V.
11
Wong, Wing Keung
11
Arvanitis, Stelios
10
Föllmer, Hans
10
Bayraktar, Erhan
9
Consigli, Giorgio
9
Runggaldier, Wolfgang J.
9
Wong, Hoi Ying
9
Levy, Haim
8
Liang, Zongxia
8
Rubtsov, Alexey
8
Shen, Yang
8
Steffensen, Mogens
8
Takahashi, Akihiko
8
Elliott, Robert J.
7
Ferrando, Sebastian
7
Fouque, Jean-Pierre
7
Korn, Ralf
7
Sass, Jörn
7
Sircar, Ronnie
7
Young, Virginia R.
7
Barro, Diana
6
Bo, Lijun
6
Branger, Nicole
6
Chacko, George
6
Chen, An
6
Chiarella, Carl
6
Endres, Sylvia
6
Fabozzi, Frank J.
6
Forsyth, Peter A.
6
Guan, Guohui
6
Karatzas, Ioannis
6
Kopa, Miloš
6
Lleo, Sébastien
6
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National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Bachelier Finance Society
1
Bonn Graduate School of Economics
1
Centre for Actuarial Studies
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Society of Actuaries
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
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Insurance / Mathematics & economics
94
European journal of operational research : EJOR
65
International journal of theoretical and applied finance
56
Finance and stochastics
45
Quantitative finance
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
32
Journal of economic dynamics & control
28
Mathematical methods of operations research
26
Risks : open access journal
23
Journal of mathematical finance
22
Applied mathematical finance
21
Finance research letters
20
Annals of finance
19
Journal of banking & finance
18
Mathematics and financial economics
17
Scandinavian actuarial journal
17
International journal of financial engineering
16
Computational economics
14
Journal of risk and financial management : JRFM
13
Mathematical finance : an international journal of mathematics, statistics and financial economics
12
Computational Management Science : CMS
11
IMA journal of management mathematics
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Research paper series / Swiss Finance Institute
10
Astin bulletin : the journal of the International Actuarial Association
9
Mathematics of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Operations research letters
8
Swiss Finance Institute Research Paper
8
Asia-Pacific financial markets
7
Economic modelling
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of computational finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
6
Discussion paper / Tinbergen Institute
6
Journal of the Operational Research Society
6
OR spectrum : quantitative approaches in management
6
Operations research
6
Review of derivatives research
6
SpringerLink / Bücher
6
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ECONIS (ZBW)
1,521
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1
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1
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
Saved in:
2
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
3
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
4
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization
Andersson, Daniel
;
Djehiche, Boualem
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 273-310
Persistent link: https://www.econbiz.de/10008696632
Saved in:
5
On one-dimensional stochastic control problems : applications to investment models
Josa-Fombellida, Ricado
;
Rincón-Zapatero, Juan Pablo
-
2008
Persistent link: https://www.econbiz.de/10003970305
Saved in:
6
Optimal consumption and investment with bounded downside risk for power utility functions
Klüppelberg, Claudia
;
Pergamenchtchikov, Serguei
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 133-170)
.
2009
Persistent link: https://www.econbiz.de/10003948439
Saved in:
7
Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings
Josa-Fombellida, Ricardo
;
Rincón-Zapatero, Juan Pablo
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 47-63
Persistent link: https://www.econbiz.de/10003665730
Saved in:
8
The value of information in stochastic control and finance
Øksendal, Bernt K.
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 352-364
Persistent link: https://www.econbiz.de/10003236998
Saved in:
9
A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki
;
Iida, Yasunari
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 395-426
Persistent link: https://www.econbiz.de/10003380023
Saved in:
10
A generalized Neyman-Pearson lemma for g-probabilities
Ji, Shaolin
;
Zhou, Xun Yu
- In:
Probability theory and related fields
148
(
2010
)
3/4
,
pp. 645-669
Persistent link: https://www.econbiz.de/10008649933
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