المؤلفون: Shu Li, Florin Avram, Bin Li

المصدر: Journal of Applied Probability. 58:1131-1151

مصطلحات موضوعية: Statistics and Probability, Markov chain, General Mathematics, Mathematical finance, Probability (math.PR), Markov process, Regret, CUSUM, Lévy process, symbols.namesake, FOS: Mathematics, symbols, Drawdown (economics), Optimal stopping, Statistics, Probability and Uncertainty, Mathematical economics, Mathematics - Probability, Mathematics

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https://doi.org/10.1017/jpr.2021.22

المؤلفون: Lingfei Li, Xiang Zhang, Gongqiu Zhang

المصدر: European Journal of Operational Research. 293:1188-1205

مصطلحات موضوعية: 050210 logistics & transportation, Mathematical optimization, 021103 operations research, Information Systems and Management, General Computer Science, Markov chain, Computer science, 05 social sciences, Stochastic game, 0211 other engineering and technologies, 02 engineering and technology, Management Science and Operations Research, Solver, Markov model, Linear complementarity problem, Industrial and Manufacturing Engineering, Continuous-time Markov chain, Modeling and Simulation, Bellman equation, 0502 economics and business, Drawdown (economics), Optimal stopping

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https://doi.org/10.1016/j.ejor.2021.01.033

المؤلفون: Aili Zhang

المصدر: Bulletin of the Iranian Mathematical Society. 48:1895-1917

مصطلحات موضوعية: Risk process, Bounded function, Excursion, Applied mathematics, Drawdown (economics), Pharmacology (medical), Function (mathematics), Lévy process, Mathematics, Exponential function

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::31f1f96d46b164417c3e5e3c44bda2c2
https://doi.org/10.1007/s41980-021-00627-2

المؤلفون: Peter Warken, Angelina Kostyrina

المصدر: The Journal of Investing. 30:7-21

مصطلحات موضوعية: Computer science, Bootstrapping, Management of Technology and Innovation, Strategy and Management, Risk measure, Econometrics, Position (finance), Drawdown (economics), Asset allocation, Asset (economics), Tail risk, Portfolio optimization, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a91ac5a9deb56873ede0b8683ad089e8
https://doi.org/10.3905/joi.2021.1.194

المؤلفون: Jagvinder Singh, Reema Monga, Deepti Aggrawal

المصدر: International Journal of System Assurance Engineering and Management. 13:853-865

مصطلحات موضوعية: 010407 polymers, 050208 finance, Index (economics), Computer science, Strategy and Management, Sharpe ratio, 05 social sciences, Diversification (finance), Equity (finance), Sample (statistics), Investment (macroeconomics), 01 natural sciences, 0104 chemical sciences, 0502 economics and business, Econometrics, Mean reversion, Drawdown (economics), Safety, Risk, Reliability and Quality

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https://doi.org/10.1007/s13198-021-01138-3

المؤلفون: Yaosong Zhan, Zhenya Liu, Sabri Boubaker

المصدر: Annals of Operations Research. 313:9-27

مصطلحات موضوعية: 021103 operations research, business.industry, 0211 other engineering and technologies, General Decision Sciences, 02 engineering and technology, Management Science and Operations Research, Audit risk, Crude oil, Econometrics, Economics, Drawdown (economics), Optimal stopping time, Optimal stopping, business, Futures contract, Risk management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e9c7f461541031610d6dd5cf351bd6a8
https://doi.org/10.1007/s10479-021-04092-2

المؤلفون: Pascal Kieren, Martin Weber

المصدر: Journal of Pension Economics and Finance. 21:446-473

مصطلحات موضوعية: Flexibility (engineering), Organizational Behavior and Human Resource Management, Economics and Econometrics, 050208 finance, Public economics, Longevity risk, Strategy and Management, Mechanical Engineering, 05 social sciences, Metals and Alloys, Equity (finance), Sample (statistics), Industrial and Manufacturing Engineering, Capital stock, 0502 economics and business, Economics, Drawdown (economics), Product (category theory), Asset (economics), 050207 economics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0fa6b833e70be2848c7babca2f33625b
https://doi.org/10.1017/s1474747221000196

المؤلفون: Jia-Hao Syu, Mu-En Wu, Jerry Chun-Wei Lin, Jan-Ming Ho

المصدر: Applied Intelligence. 51:8119-8131

مصطلحات موضوعية: 050208 finance, Computer science, Sharpe ratio, Financial risk, 05 social sciences, 02 engineering and technology, Market neutral, Artificial Intelligence, 0502 economics and business, 0202 electrical engineering, electronic engineering, information engineering, Econometrics, Resource allocation, Portfolio, Reinforcement learning, Drawdown (economics), 020201 artificial intelligence & image processing, Project portfolio management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f5249f7696a1f2e398a65e0438c6ee72
https://doi.org/10.1007/s10489-021-02262-0

المؤلفون: Kyunghyun Park, Junkee Jeon

المصدر: Mathematical Methods of Operations Research. 93:243-289

مصطلحات موضوعية: Consumption (economics), 0209 industrial biotechnology, Mathematical optimization, State variable, 021103 operations research, Generalization, General Mathematics, 0211 other engineering and technologies, Boundary (topology), 02 engineering and technology, Management Science and Operations Research, Singular control, Constraint (information theory), 020901 industrial engineering & automation, Drawdown (economics), Martingale (probability theory), Software, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9dfa20258974c5afc0d5a8b94e02c80c
https://doi.org/10.1007/s00186-020-00734-6

المؤلفون: Yu Yuan, Qicai Li

المصدر: AIMS Mathematics, Vol 6, Iss 8, Pp 8868-8882 (2021)

مصطلحات موضوعية: optimal investment, Stochastic control, Mathematical optimization, Optimization problem, Investment strategy, General Mathematics, Financial market, Investment (macroeconomics), support function, Constraint (information theory), QA1-939, Drawdown (economics), stochastic optimal control, Asset (economics), borrowing constraint, goal-reaching probability before drawdown, Mathematics

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https://doi.org/10.3934/math.2021514

المؤلفون: Zhibin Liang, Xia Han, Virginia R. Young

المصدر: Scandinavian Actuarial Journal. 2020:879-903

مصطلحات موضوعية: Statistics and Probability, Stochastic control, Reinsurance, Economics and Econometrics, Mathematical optimization, 050208 finance, 05 social sciences, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Mean variance, Drawdown (economics), Fraction (mathematics), 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

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https://doi.org/10.1080/03461238.2020.1788136

المؤلفون: Bin Li, Mohamed Amine Lkabous, David Landriault

المصدر: Insurance: Mathematics and Economics. 92:17-26

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Laplace transform, Horizon, 010102 general mathematics, Inverse, 01 natural sciences, Expression (mathematics), Exponential function, 010104 statistics & probability, Distribution (mathematics), Drawdown (economics), Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2a8be24231bd643a76e20ad6cb761885
https://doi.org/10.1016/j.insmatheco.2020.02.011

المؤلفون: Shuanming Li, Wenyuan Wang, Ping Chen

المصدر: Insurance: Mathematics and Economics. 91:12-25

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Scale (ratio), 010102 general mathematics, Function (mathematics), 01 natural sciences, Measure (mathematics), Lévy process, 010104 statistics & probability, Joint probability distribution, Econometrics, Dividend, Drawdown (economics), Penalty method, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::c0dca6cde3b67b67d9ef5fa6eaa2ee26
https://doi.org/10.1016/j.insmatheco.2019.12.002

المؤلفون: Hanumanula Sravya, Penumatcha Bharath Varma, Jaypal Medida, Chinthapalli Amarnath Reddy, Neeraj Kasheety

المساهمون: Blue Eyes Intelligence Engineering and Sciences Publication (BEIESP)

مصطلحات موضوعية: Statistical learning, Computer science, Sharpe ratio, 2277-3878, General Engineering, computer.software_genre, 100.1/ijrte.D65851110421, Management of Technology and Innovation, Econometrics, Drawdown (economics), High-frequency trading, Algorithmic trading, computer, Algorithmic Trading, high-frequency trading, Machine learning, Statistical Learning

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f5effb6e615be470c70616599b7a200
https://zenodo.org/record/5646900

المؤلفون: Diethard Simmert, Mario Ghiani, Ernst J. Fahling

المصدر: Journal of Financial Risk Management. :434-453

مصطلحات موضوعية: Index (economics), Order (exchange), Sharpe ratio, Financial crisis, Economics, Econometrics, Drawdown (economics), Sortino ratio, Investment (macroeconomics), Stock market index

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::55f301660a969a0eaaeb916438465c02
https://doi.org/10.4236/jfrm.2020.94023

المؤلفون: Xiaowen Zhou, Wenyuan Wang

المصدر: Journal of Theoretical Probability. 34:283-306

مصطلحات موضوعية: Statistics and Probability, Laplace transform, General Mathematics, 010102 general mathematics, Process (computing), 01 natural sciences, Measure (mathematics), Infimum and supremum, Lévy process, 010104 statistics & probability, Risk process, Capital (economics), Drawdown (economics), Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::e40b127054102b5a692e48c74a8d1fae
https://doi.org/10.1007/s10959-019-00971-4

المؤلفون: Pooja Ramesh Golait

المصدر: Ushus - Journal of Business Management. 18:13-24

مصطلحات موضوعية: Sustainable development, Work (electrical), Financial economics, Corporate governance, Institutional investor, Financial market, Drawdown (economics), Herding, Business, Robustness (economics)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::025a0747833c7f789eeab52ca427046a
https://doi.org/10.12725/ujbm.48.2

المؤلفون: Hijrah Wahyudi, Mardiyati Mardiyati

المصدر: Jurnal Ekonomi STIEP. 4:35-39

مصطلحات موضوعية: Qualitative analysis, Political science, Law, Honesty, media_common.quotation_subject, Drawdown (economics), Sample (statistics), Justice (ethics), Independence, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::f3e09f5b80c42c6401a9e752126754e4
https://doi.org/10.54526/jes.v4i1.14

المؤلفون: Luis Miguel Doncel, Jorge Sainz, Pilar Grau-Carles

المصدر: International Review of Economics & Finance. 61:337-346

مصطلحات موضوعية: 010407 polymers, Economics and Econometrics, 050208 finance, Computer science, Sharpe ratio, 05 social sciences, Sortino ratio, Investment (macroeconomics), 01 natural sciences, 0104 chemical sciences, Ranking, Treynor ratio, 0502 economics and business, Econometrics, Drawdown (economics), Alternative investment, Jensen's alpha, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::1b4a8499803a8d477e84ce0364aa2770
https://doi.org/10.1016/j.iref.2018.01.018

المؤلفون: Yang Wang, Dong Wang

المصدر: The Journal of Financial Data Science. 1:78-93

مصطلحات موضوعية: Mathematical optimization, Information Systems and Management, Strategy and Management, Sharpe ratio, Perspective (graphical), Symmetry (physics), Pearson product-moment correlation coefficient, symbols.namesake, Computational Theory and Mathematics, Artificial Intelligence, symbols, Business, Management and Accounting (miscellaneous), Portfolio, Drawdown (economics), Pattern matching, Business and International Management, Finance, Selection (genetic algorithm), Information Systems, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::7c7293b5f64a06107f84b8fc92879140
https://doi.org/10.3905/jfds.2019.1.2.078