Search results for "self-financing"

Found 12 publication records. Showing 12 according to the selection in the facets

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
32	Yingdong Lv, Bernhard K. Meister	Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes.	Complex (1)	2009	DBLP DOI BibTeX RDF	optimal investment strategy, self-financing, complete market, risk-neutral measure, Ornstein-Uhlenbeck, utility function, Brownian motion
24	Francisco J. Buera, Yongseok Shin	Self-insurance vs. self-financing: A welfare analysis of the persistence of shocks.	J. Econ. Theory	2011	DBLP DOI BibTeX RDF
20	Jia-Hao Syu, Rafal Cupek, Chao-Chun Chen, Jerry Chun-Wei Lin	TripleS: A Subsidy-Supported Storage for Electricity with Self-financing Management System.	PAKDD (5)	2024	DBLP DOI BibTeX RDF
20	Mavungu (John) Masiala	Point-to-point stochastic control of a self-financing portfolio.	Algorithmic Finance	2022	DBLP DOI BibTeX RDF
20	Duy-Minh Dang, Peter A. Forsyth	Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton-Jacobi-Bellman equation approach.	Eur. J. Oper. Res.	2016	DBLP DOI BibTeX RDF
20	Pengfei Guo, Robin Lindsey, Zhe George Zhang	On the Downs-Thomson Paradox in a Self-Financing Two-Tier Queuing System.	Manuf. Serv. Oper. Manag.	2014	DBLP DOI BibTeX RDF
20	G. N. Milstein, Vladimir G. Spokoiny	Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching.	SIAM J. Financial Math.	2014	DBLP DOI BibTeX RDF
20	Beat Affolter	From innovation to sustainability: Transforming a specific lighthouse elearning project into a comprehensive self-financing competence center.	ITHET	2012	DBLP DOI BibTeX RDF
20	Zhidong Bai, Huixia Liu, Wing-Keung Wong	On the Markowitz mean-variance analysis of self-financing portfolios.	Risk Decis. Anal.	2009	DBLP DOI BibTeX RDF
20	Sergey A. Vavilov, Konstantin Yu. Ermolenko	The Management of an Investment Portfolio in Financial Markets within the Framework of an Approach Alternative to Self-financing Strategy.	World Congress on Engineering	2007	DBLP BibTeX RDF
20	Bob Korkie, Harry J. Turtle	A Mean-Variance Analysis of Self-Financing Portfolios.	Manag. Sci.	2002	DBLP DOI BibTeX RDF
19	Jan Wiebelitz, Stefano Dal Pra, Wolfgang Müller 0008, Gabriele von Voigt	The German Grid Initiative: A Uniform Accounting Service in Multiple Middleware Environments.	GECON	2008	DBLP DOI BibTeX RDF	D-Grid, DGAS, HLRmon, Grid, Accounting