//--> //--> //-->
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
Retain my current filters
~isPartOf:"Economic modelling"
~subject:"Portfolio selection"
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
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Theorie
3
Theory
3
Portfolio-Management
2
(In-)stability
1
Business cycle
1
Business cycle theory
1
CAPM
1
Capital income
1
Continuous time mean-variance
1
Continuous-time investment and consumption problem
1
Dynamic equilibrium
1
Dynamic programming
1
Dynamische Optimierung
1
Dynamisches Gleichgewicht
1
Equilibrium theory
1
Estimation
1
Execution costs
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Geldpolitik
1
Gleichgewichtstheorie
1
Hamilton-Jacobi-Bellman equation
1
Indeterminate equilibrium paths
1
Kapitaleinkommen
1
Konjunktur
1
Konjunkturtheorie
1
Linear temporary price impact
1
Macroeconometrics
1
Macroeconomic instability
1
Makroökonometrie
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum problems in continuous time
1
Monetary policy
1
Private consumption
1
Privater Konsum
1
Prognoseverfahren
1
Rational expectations
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Chen, Shumin
1
Li, Zhongfei
1
Ma, Guiyuan
1
Siu, Chi Chung
1
Yao, Haixiang
1
Zhu, Song-Ping
1
Published in...
All
Economic modelling
Insurance / Mathematics & economics
3
Astin bulletin : the journal of the International Actuarial Association
2
European journal of operational research : EJOR
2
International journal of theoretical and applied finance
2
Quantitative finance and economics
2
Annals of finance
1
Applied economics
1
Applied economics letters
1
Applied mathematical finance
1
Discussion paper series
1
Economic Modelling
1
Economic theory
1
Economic theory bulletin
1
Finance and Stochastics
1
Finance and stochastics
1
Insurance: Mathematics and Economics
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of contemporary management : JMC
1
Journal of economic theory
1
Journal of empirical finance
1
Journal of mathematical finance
1
MIT Sloan Research Paper
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research : ZOR
1
Quantitative Finance
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Optimal investment and consumption with return predictability and execution costs
Ma, Guiyuan
;
Siu, Chi Chung
;
Zhu, Song-Ping
- In:
Economic modelling
88
(
2020
),
pp. 408-419
Persistent link: https://www.econbiz.de/10012417252
Saved in:
2
Continuous-time
mean-variance portfolio selection with only risky assets
Yao, Haixiang
;
Li, Zhongfei
;
Chen, Shumin
- In:
Economic modelling
36
(
2014
),
pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->