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Fabozzi, Frank J.
126
Maurer, Raimond
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Platen, Eckhard
55
Gollier, Christian
52
Korn, Ralf
50
Uppal, Raman
43
Mitchell, Olivia S.
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Ang, Andrew
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Kane, Alex
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Lioui, Abraham
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Račev, Svetlozar T.
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Wang, Ruodu
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Jarrow, Robert A.
26
Muhle-Karbe, Johannes
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Sass, Jörn
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Schmid, Wolfgang
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Shleifer, Andrei
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National Bureau of Economic Research
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Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
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Springer Fachmedien Wiesbaden
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Universität Zürich / Institut für Schweizerisches Bankwesen
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European University Institute / Department of Law
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International Center for Financial Asset Management and Engineering
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Rodney L. White Center for Financial Research
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Association of European Operational Research Societies / Working Group on Financial Modelling
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Birkbeck College / Department of Economics
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European journal of operational research : EJOR
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Management science : journal of the Institute for Operations Research and the Management Sciences
102
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The review of financial studies
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Journal of financial economics
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The journal of portfolio management : a publication of Institutional Investor
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Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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Swiss Finance Institute Research Paper
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Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Economics letters
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The European journal of finance
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Mathematics and financial economics
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Computational economics
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International review of economics & finance : IREF
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Mathematical methods of operations research
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Journal of risk and financial management : JRFM
68
International review of financial analysis
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SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
67
Discussion paper / Tinbergen Institute
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The journal of portfolio management : JPM
63
Annals of finance
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Journal of economic theory
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
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1
Valuing customer portfolios with endogenous mass-and-direct-marketing interventions using a stochastic dynamic programming decomposition
Esteban-Bravo, Mercedes
;
Vidal-Sanz, José M.
; …
-
2012
Persistent link: https://www.econbiz.de/10009685227
Saved in:
2
Mean-variance portfolio selection with an uncertain exit-time in a regime-switching market
Keykhaei, Reza
- In:
RAIRO / Operations research
53
(
2019
)
4
,
pp. 1171-1186
Persistent link: https://www.econbiz.de/10012118960
Saved in:
3
Optimal policy for a time consistent mean-variance model with regime switching
Li, Gang
;
Chen, Zhiping
;
Liu, Jia
- In:
IMA journal of management mathematics
27
(
2016
)
2
,
pp. 211-234
Persistent link: https://www.econbiz.de/10011567026
Saved in:
4
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
5
Production and inventory planning under decreasing absolute risk aversion : a unified approach for sensitivity analysis
Seshadri, Sridhar
;
Wu, Qi
- In:
Risk and decision analysis
5
(
2014
)
1
,
pp. 63-73
Persistent link: https://www.econbiz.de/10010492581
Saved in:
6
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao
;
Yao, David D.
- In:
Operations research
71
(
2023
)
4
,
pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Saved in:
7
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
8
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
Saved in:
9
Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana
;
Canestrelli, Elio
-
2012
Persistent link: https://www.econbiz.de/10011629033
Saved in:
10
Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
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