Multi-period mean variance portfolio selection under incomplete information.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 753, doi. 10.1002/asmb.2191
- By:
- Publication type:
- Article
Works matching IS 1524-1904 AND VI 32 AND IP 6 AND DT 2016
Results: 11
1
2
Optimal scheduling of inspection times in a production process with a finite planning horizon.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 775, doi. 10.1002/asmb.2201
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- Publication type:
- Article
3
Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 882, doi. 10.1002/asmb.2212
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- Publication type:
- Article
4
Pricing Asian options of discretely monitored geometric average in the regime-switching model.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 743, doi. 10.1002/asmb.2183
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- Publication type:
- Article
5
Wood property relationships and survival models in reliability.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 792, doi. 10.1002/asmb.2202
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- Publication type:
- Article
6
Model selection of a switching mechanism for financial time series.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 836, doi. 10.1002/asmb.2205
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- Publication type:
- Article
7
Security design and firm dynamics under long-term moral hazard.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 852, doi. 10.1002/asmb.2208
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- Publication type:
- Article
8
The efficiency of CUSUM schemes for monitoring the coefficient of variation.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 870, doi. 10.1002/asmb.2213
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- Publication type:
- Article
9
The Heston model with stochastic elasticity of variance.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 804, doi. 10.1002/asmb.2203
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- Publication type:
- Article
10
An ideal way of obtaining an optimal inspection permutation for a system with components connected in series.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 825, doi. 10.1002/asmb.2204
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- Publication type:
- Article
11
Issue Information.
- Published in:
- Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 741, doi. 10.1002/asmb.2221
- Publication type:
- Article