//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Government debt control : opti...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Control theory
5
Kontrolltheorie
5
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastischer Prozess
5
Transaction costs
4
Transaktionskosten
4
Agency theory
3
Dividend
3
Dividende
3
Exchange rate policy
3
Insurance
3
Prinzipal-Agent-Theorie
3
Risk management
3
Wechselkurspolitik
3
transaction costs
3
CARA utility
2
Cash Flow
2
Cash flow
2
Consumption theory
2
Consumption-investment
2
Economic analysis
2
Financial investment
2
HARA utility
2
Interest rate
2
Jump-diffusion process
2
Kapitalanlage
2
Konsumtheorie
2
Martingal
2
Martingale
2
Martingale approach
2
Quadratic utility
2
Regime switching
2
Risikomanagement
2
Speculation
2
Steuerwirkung
2
Tax effects
2
more ...
less ...
Online availability
All
Undetermined
14
Free
6
Type of publication
All
Article
48
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
Language
All
Undetermined
35
English
21
Author
All
Cadenillas, Abel
56
Zapatero, Fernando
18
Pliska, Stanley R.
6
Zou, Bin
6
Cvitanic, Jaksa
5
Buescu, Cristin
4
Sotomayor, Luz R.
4
Cvitanić, Jakša
3
Sarkar, Sudipto
3
Choulli, Tahir
2
Clark, Steven P.
2
Lakner, Peter
2
Miao, Hong
2
Pinedo, Michael
2
Sotomayor, Luz Rocío
2
Wu, Zhenyu
2
Zhang, Lei
2
Bensoussan, Alain
1
Clark, Steven
1
Elliott, Robert
1
Elliott, Robert J.
1
Huamán Aguilar, Ricardo
1
Koo, Hyeng-keun
1
Liu, Wenyue
1
Pliska, Stanleyr
1
Sethi, Suresh
1
Sotomayor, Luzrocío
1
Taksar, Michael
1
Taskar, Michael
1
more ...
less ...
Institution
All
arXiv.org
2
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Insurance / Mathematics & economics
5
Mathematical Finance
5
Journal of economic theory
4
Insurance: Mathematics and Economics
3
Finance and stochastics
2
Journal of Economic Theory
2
Journal of financial economics
2
Mathematical methods of operations research
2
Operations research : the journal of the Operations Research Society of America
2
Papers / arXiv.org
2
The B.E. journal of theoretical economics
2
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Computational Statistics
1
Contributions to Theoretical Economics
1
Finance and Stochastics
1
Journal of Financial Economics
1
Mathematical Methods of Operations Research
1
Mathematics and financial economics
1
Mathematics of operations research
1
Operations research confronting the crisis
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
RePEc
18
OLC EcoSci
13
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
Saved in:
2
Optimal central bank intervention in the foreign exchange market
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Journal of economic theory
87
(
1999
)
1
,
pp. 218-242
Persistent link: https://www.econbiz.de/10001403535
Saved in:
3
Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain
;
Cadenillas, Abel
;
Koo, Hyeng-keun
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
Saved in:
4
Explicit formula for the optimal government debt ceiling
Cadenillas, Abel
;
Huamán Aguilar, Ricardo
- In:
Operations research confronting the crisis
,
(pp. 415-449)
.
2016
Persistent link: https://www.econbiz.de/10011589828
Saved in:
5
Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 159-167
Persistent link: https://www.econbiz.de/10010437576
Saved in:
6
Optimal investment and risk control policies for an insurer : expected utility maximization
Zou, Bin
;
Cadenillas, Abel
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 57-67
Persistent link: https://www.econbiz.de/10010437631
Saved in:
7
Leverage decision and manager compensation with choice of effort and volatility
Cadenillas, Abel
;
Cvitanić, Jakša
;
Zapatero, Fernando
- In:
Journal of financial economics
73
(
2004
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10002128553
Saved in:
8
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
9
Explicit solutions of consumption-investment problems in financial markets with regime switching
Sotomayor, Luz Rocío
;
Cadenillas, Abel
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 251-279
Persistent link: https://www.econbiz.de/10003827579
Saved in:
10
Risk-hedging in real estate markets
Cadenillas, Abel
;
Elliott, Robert J.
;
Miao, Hong
;
Wu, Zhenyu
- In:
Asia-Pacific financial markets
16
(
2009
)
4
,
pp. 265-285
Persistent link: https://www.econbiz.de/10003933754
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->