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Found 12 publication records. Showing 12 according to the selection in the facets
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Authors |
Title |
Venue |
Year |
Link |
Author keywords |
32 | Yingdong Lv, Bernhard K. Meister |
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex (1) ![In: Complex Sciences, First International Conference, Complex 2009, Shanghai, China, February 23-25, 2009. Revised Papers, Part 1, pp. 1051-1062, 2009, Springer, 978-3-642-02465-8. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Econ. Theory ![In: J. Econ. Theory 146(3), pp. 845-862, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
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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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
PAKDD (5) ![In: Advances in Knowledge Discovery and Data Mining - 28th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2024, Taipei, Taiwan, May 7-10, 2024, Proceedings, Part V, pp. 244-255, 2024, Springer, 978-981-97-2264-8. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
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20 | Mavungu (John) Masiala |
Point-to-point stochastic control of a self-financing portfolio. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 9(3-4), pp. 129-143, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 250(3), pp. 827-841, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
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20 | Pengfei Guo, Robin Lindsey, Zhe George Zhang |
On the Downs-Thomson Paradox in a Self-Financing Two-Tier Queuing System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manuf. Serv. Oper. Manag. ![In: Manuf. Serv. Oper. Manag. 16(2), pp. 315-322, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
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20 | G. N. Milstein, Vladimir G. Spokoiny |
Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 5(1), pp. 532-556, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
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20 | Beat Affolter |
From innovation to sustainability: Transforming a specific lighthouse elearning project into a comprehensive self-financing competence center. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ITHET ![In: 2012 International Conference on Information Technology Based Higher Education and Training, ITHET 2012, Istanbul, Turkey, June 21-23, 2012, pp. 1-3, 2012, IEEE, 978-1-4673-2332-1. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
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20 | Zhidong Bai, Huixia Liu, Wing-Keung Wong |
On the Markowitz mean-variance analysis of self-financing portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 1(1), pp. 35-42, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
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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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
World Congress on Engineering ![In: Proceedings of the World Congress on Engineering, WCE 2007, London, UK, 2-4 July, 2007, pp. 1006-1009, 2007, Newswood Limited, 978-988-98671-5-7. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP BibTeX RDF |
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20 | Bob Korkie, Harry J. Turtle |
A Mean-Variance Analysis of Self-Financing Portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 48(3), pp. 427-443, 2002. The full citation details ...](Pics/full.jpeg) |
2002 |
DBLP DOI BibTeX RDF |
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19 | Jan Wiebelitz, Stefano Dal Pra, Wolfgang Müller 0008, Gabriele von Voigt |
The German Grid Initiative: A Uniform Accounting Service in Multiple Middleware Environments. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECON ![In: Grid Economics and Business Models, 5th International Workshop, GECON 2008, Las Palmas de Gran Canaria, Spain, August 26, 2008. Proceedings, pp. 208-216, 2008, Springer, 978-3-540-85484-5. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
D-Grid, DGAS, HLRmon, Grid, Accounting |
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