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Optimal feedback control of stock prices under credit risk dynamics
Shao, Jinghai; Mitra, Sovan; Karathanasopoulos, Andreas - In: Risk management decisions and value under uncertainty, (pp. 1285-1318). 2022
Persistent link: https://www.econbiz.de/10013342116
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An optimal control model with defective products and goodwill damages
De Giovanni, Pietro - 2020
Persistent link: https://www.econbiz.de/10012243031
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Dynamic versus static rebates : an investigation on price, displayed stock level, and rebate-induced demand using a hybrid bat algorithm
Dey, Kartick; Chatterjee, Debajyoti; Saha, Subrata; … - 2019
Persistent link: https://www.econbiz.de/10012109514
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Formulation and solution of an optimal control problem for industrial project control
Schmidt, Klaus Werner; Hazır, Öncü - 2019
Persistent link: https://www.econbiz.de/10012116232
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Over-capitalization in fisheries with irreversible investment and factor substitution
Lancker, Kira - In: Factor input constraints in resource dynamics, (pp. 140-197). 2018
Persistent link: https://www.econbiz.de/10012165721
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Optimal life-cycle education decisions of atomistic individuals
Skritek, Bernhard; Crespo Cuaresma, Jesús; … - In: Human capital and economic growth : the impact of …, (pp. 27-54). 2019
We analyze the optimal life-cycle education decision of a single atomistic individual and show that the standard result of part-time education and part-time work throughout the life-cycle holds only under very special and unrealistic assumptions. Once these assumptions are relaxed, different...
Persistent link: https://www.econbiz.de/10012156094
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Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing; Lee, Jinwook; Kim, Namjong; Choi, Paul Moon Sub - In: Fintech, pandemic, and the financial system : …, (pp. 113-143). 2023
Persistent link: https://www.econbiz.de/10014245458
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Financial risk management
Helliar, Christine V. - In: International risk management : [systems, internal …, (pp. 163-184). 2008
Persistent link: https://www.econbiz.de/10003712926
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Hedge fund portfolio selection with modified expected shortfall
Boudt, Kris; Peterson, B. G.; Carl, P. - In: Computational finance and its applications III : …, (pp. 99-107). 2008
Persistent link: https://www.econbiz.de/10003713274
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Portfolio rankings with skewness and kurtosis
Di Pierro, Massimo; Mosevich, J. - In: Computational finance and its applications III : …, (pp. 109-117). 2008
Persistent link: https://www.econbiz.de/10003713279