Keywords: نمونه کارها بهینه; C61; G11; G23; H55; Social security; Unfunded and funded pension systems; Optimal portfolio; Diversification; Correlation between stocks and wages; Risk price;
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Keywords: نمونه کارها بهینه; G22; G11; C61; Pension funding; Dynamic programming; CEV process; Risk management; Optimal portfolio;
Keywords: نمونه کارها بهینه; Non-extensive statistics; q-Gaussian distribution; Optimal portfolio; Dynamic programming89.65.Gh; 05.40.Jc
Keywords: نمونه کارها بهینه; Optimal consumption; Optimal portfolio; Information quality; Learning; C61; G11;
Keywords: نمونه کارها بهینه; Hamilton-Jacobi-Bellman (HJB) equation; Hidden Markov model (HMM); Multiple risky assets; Maximum Value-at-Risk (MVaR) constraint; Optimal portfolio;
Keywords: نمونه کارها بهینه; G11; D14; Optimal portfolio; Fixed-term investment; Bank deposit; Closed-end security; Martingale method;
Keywords: نمونه کارها بهینه; Ambiguity aversion; Risk aversion; Value-at-Risk (VaR); Optimal portfolio; Wealth management; C61; G11; G12;
Keywords: نمونه کارها بهینه; C58; C46; G11; Optimal portfolio; Maximum Sharpe ratio; Asymptotic distribution; Asymptotic normality; Short sales;
Keywords: نمونه کارها بهینه; C61; G11; G22; Optimal reinsurance; Optimal portfolio; Asset allocation; Insurance claims; Correlation change; Regime switching;
Keywords: نمونه کارها بهینه; G13; G22; Optimal portfolio; Lévy process; Stochastic exponential; Pension fund;
Keywords: نمونه کارها بهینه; Mispricing; Levy jumps; Asymmetric information; Optimal portfolio; Expected utility
Keywords: نمونه کارها بهینه; Optimal stopping; Optimal retirement; Optimal investment; Optimal portfolio; Wealth constraint
Keywords: نمونه کارها بهینه; Mean–variance; Fraud detection; Optimal portfolio; Correlation constraints
Keywords: نمونه کارها بهینه; Sovereign ratings; Yields; Stock market returns; Volatility; EGARCH; Optimal portfolio; Financial gain; Risk management; Value-at-risk;
Keywords: نمونه کارها بهینه; Stochastic differential equations; Fractional Brownian motion; Malliavin calculus; Filtering; Optimal portfolio;
Keywords: نمونه کارها بهینه; G11; G21; D81; Portfolio selection; Spectral risk measures; Conditional Value-at-Risk; Comonotonicity; Efficient frontier; Optimal portfolio;
Optimal investment under VaR-Regulation and Minimum Insurance
Keywords: نمونه کارها بهینه; C61; G11; G18; G31; Value at Risk; Optimal portfolio; Portfolio insurance; Risk management; Solvency II regulation;
Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets
Keywords: نمونه کارها بهینه; Finance; Asymmetric information; Mispricing; Optimal portfolio; Simulation;
Transportation fuel portfolio design under evolving technology and regulation: A California case study
Keywords: نمونه کارها بهینه; Sustainable transportation energy; Optimal portfolio; California low carbon fuel standard; Cellulosic ethanol
A Boolean programming problem of choosing an optimal portfolio of projects and optimal schedules for them by reinvesting within the portfolio the profit from project implementation
Keywords: نمونه کارها بهینه; Boolean programming; Boolean variables; Optimal portfolio; Precedence conditions
On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility
Keywords: نمونه کارها بهینه; Optimal portfolio; Truncated quadratic utility; Monotone mean-variance preferences; Divergence preferences; HARA utility; Monotone hull; Translation-invariant hull;
Comparison of optimal portfolios with and without subsistence consumption constraints
Keywords: نمونه کارها بهینه; Optimal portfolio; Retirement; Subsistence constraints; CRRA utility function
Large deviations theorems for optimal investment problems with large portfolios
Keywords: نمونه کارها بهینه; Optimal portfolio; Edgeworth expansion; Shortfall probability; Large deviations
Dynamic mean–variance portfolio selection with borrowing constraint
Keywords: نمونه کارها بهینه; Continuous-time finance; Optimal portfolio; Mean–variance portfolio selection; Borrowing rate; Efficient frontier; Stochastic PLQ control; HJB equation
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
Keywords: نمونه کارها بهینه; Pension funds; Stochastic control; Optimal portfolio; Stochastic interest rate
Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints
Keywords: نمونه کارها بهینه; Optimal portfolio; Consumption habit; Utility maximization; Martingale method;
Objective comparisons of the optimal portfolios corresponding to different utility functions
Keywords: نمونه کارها بهینه; Utility function; Optimal portfolio; Martingale measure; Integration representation; Brownian martingales
A secret to create a complete market from an incomplete market
Keywords: نمونه کارها بهینه; Incomplete market; Martingale method; Optimal portfolio; Continuous time
Optimal investment for insurers when the stock price follows an exponential Lévy process
Keywords: نمونه کارها بهینه; primary; 60G51; 62P05; secondary; 91B28; 91B30; Discounted net loss process; Exponential Lévy process; Reserve process; Integrated risk management; Optimal portfolio; Pareto tail approximation; Value-at-Risk (VaR);
Discrete time market with serial correlations and optimal myopic strategies
Keywords: نمونه کارها بهینه; Control; Economics; Stochastic processes; Optimal portfolio
Existence of solutions to initial value problem for a parabolic Monge-Ampère equation and application
Keywords: نمونه کارها بهینه; 35k55; 35k15; 91b26; Parabolic Monge-Ampère equation; Initial value problem; Unbounded initial function; Optimal portfolio;