//--> //--> //-->
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:"European Journal of Operational Research"
~person:"Palczewski, Jan"
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
Continuous-time stochastic control
1
Investment strategy
1
Managerial compensation
1
Mean–variance
1
Viscosity solutions
1
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Palczewski, Jan
Guo, Xianping
2
Aivaliotis, Georgios
1
Albanese, Claudio
1
Lioui, Abraham
1
Lo, Harry
1
Moreno, Manuel
1
Platania, Federico
1
Poncet, Patrice
1
Tompaidis, Stathis
1
Ye, Liuer
1
Yin, George
1
Zhang, Wenzhao
1
more ...
less ...
Published in...
All
European Journal of Operational Research
European journal of operational research : EJOR
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Investment strategies and compensation of a mean–variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European Journal of Operational Research
234
(
2014
)
2
,
pp. 561-570
This paper introduces a general
continuous-time
mathematical framework for solution of dynamic mean–variance control …
Persistent link: https://www.econbiz.de/10010730159
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->