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isPartOf:"Applied mathematical finance"
subject:"Portfolio-Management"
~person:"Korn, Ralf"
~person:"Lien, Da-hsiang Donald"
~person:"Quek, Gary"
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Portfolio-Management
Portfolio selection
4
Theorie
4
Theory
4
Transaction costs
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Transaktionskosten
2
Capital income
1
Hedging
1
Institutional economics
1
Institutionenökonomik
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Kapitaleinkommen
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Nutzenfunktion
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Portfolio optimization
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Schock
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Securities trading
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Shock
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Utility function
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discrete time
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power utility function
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Korn, Ralf
Lien, Da-hsiang Donald
Quek, Gary
Atkinson, Colin
7
Forsyth, Peter A.
3
Jaimungal, Sebastian
2
Matsumoto, Koichi
2
Mokkhavesa, S.
2
Vetzal, Kenneth R.
2
Al-Aradi, Ali
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Ali, B. al-
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Allaj, Erindi
1
Avellaneda, Marco
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Berg, Nathan
1
Bond, Shaun A.
1
Bunwong, Kornkanok
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Cartea, Álvaro
1
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Choi, Jungmin
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Donnelly, Ryan
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Duck, Peter
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Edirisinghe, Chanaka
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1
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Klaassen, Pieter
1
Ku, Hyejin
1
Lee, Kiseop
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Applied mathematical finance
International journal of theoretical and applied finance
6
Mathematical methods of operations research
5
Berichte zur Stochastik und verwandten Gebieten
4
The journal of futures markets
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Risks : open access journal
2
Advances in risk management
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance and stochastics
1
Finance research letters
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Mathematics and financial economics
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
Operations research letters
1
Research paper series / Swiss Finance Institute
1
Studienbücher Wirtschaftsmathematik
1
Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
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Portfolio selection in discrete time with transaction costs and power utility function : a perturbation analysis
Quek, Gary
;
Atkinson, Colin
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 77-111
Persistent link: https://www.econbiz.de/10011746994
Saved in:
2
Dynamic portfolio optimization in discrete-time with transaction costs
Atkinson, Colin
;
Quek, Gary
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 265-298
Persistent link: https://www.econbiz.de/10009710973
Saved in:
3
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
4
Some applications of L 2-hedging with a non-negative wealth process
Korn, Ralf
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10001226739
Saved in:
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