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Fabozzi, Frank J.
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Platen, Eckhard
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75
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71
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68
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62
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59
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58
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58
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57
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56
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55
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55
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55
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53
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53
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51
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51
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50
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50
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50
Bertsimas, Dimitris
49
Escudero, Laureano F.
49
Guidolin, Massimo
49
Lo, Andrew W.
49
Madan, Dilip B.
49
Li, Duan
48
Sornette, Didier
48
Ang, Andrew
47
Drexl, Andreas
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National Bureau of Economic Research
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Johannes Gutenberg-Universität Mainz
7
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of banking & finance
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INFORMS journal on computing : JOC
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International journal of theoretical and applied finance
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Mathematical methods of operations research
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International journal of production economics
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Discussion paper / Centre for Economic Policy Research
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Economics letters
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Journal of economic theory
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SpringerLink / Bücher
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Finance research letters
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Omega : the international journal of management science
211
Computational economics
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Discussion paper / Center for Economic Research, Tilburg University
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Economic modelling
201
Quantitative finance
200
Transportation research / E : an international journal
198
The review of financial studies
193
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190
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Journal of the Operational Research Society : OR
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Risks : open access journal
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ECONIS (ZBW)
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ArchiDok
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RePEc
1
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1
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:
2
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:
3
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên
-
2009
Persistent link: https://www.econbiz.de/10012878385
Saved in:
4
Neural networks and the financial markets : predicting, combining, and portfolio optimisation
Shadbolt, Jimmy
(
contributor
);
Taylor, John G.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001665786
Saved in:
5
Stochastic control in limit order markets : curve following, portfolio liquidation and derivative valuation
Naujokat, Felix
-
2011
Persistent link: https://www.econbiz.de/10009552027
Saved in:
6
Interaktion, Erwartungen und Preisbildung : ein neuronales Kapitalmarktmodell
Sommer, Jörg
-
1997
Persistent link: https://www.econbiz.de/10013283139
Saved in:
7
A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
Fonseca, José da
;
Malevergne, Yannick
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012628258
Saved in:
8
Optimal control theory and static optimization in economics
Leonard, Daniel
;
Long, Ngo Van
-
1992
-
1. publ.
Persistent link: https://www.econbiz.de/10000024243
Saved in:
9
Rational hedging and valuation with utility-based preferences
Becherer, Dirk
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
Saved in:
10
Cross-sectional variation of intraday liquidity, cross-impact, and their effect on portfolio execution
Min, Seungki
;
Maglaras, Costis
;
Moallemi, Ciamac C.
- In:
Operations research
70
(
2022
)
2
,
pp. 830-846
Persistent link: https://www.econbiz.de/10013365796
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