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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"Mathematics and financial economics"
~person:"Borgwardt, Karl Heinz"
~person:"Fortin, Ines"
~person:"Guo, Xianping"
~person:"Hernández-Hernández, Daniel"
~person:"Kallsen, Jan"
~person:"Korn, Ralf"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
~subject:"Quadratic/downside loss aversion"
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Portfolio selection
Mathematische Optimierung
Portfolio-Management
Quadratic/downside loss aversion
Theorie
19
Theory
19
Markov chain
5
Markov-Kette
5
Mathematical programming
5
Risikoaversion
4
Risk aversion
4
Dynamic programming
3
Dynamische Optimierung
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Anlageverhalten
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Erwartungsnutzen
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Martingal
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16
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Borgwardt, Karl Heinz
Fortin, Ines
Guo, Xianping
Hernández-Hernández, Daniel
Kallsen, Jan
Korn, Ralf
Evstigneev, Igor V.
4
Bäuerle, Nicole
3
Cvitanić, Jakša
3
Fang, Shu-Cherng
3
He, Hua
3
Jarrow, Robert A.
3
Mitra, Tapan
3
Munari, Cosimo-Andrea
3
Rosazza Gianin, Emanuela
3
Rásonyi, Miklós
3
Schenk-Hoppé, Klaus Reiner
3
Soner, Halil Mete
3
Ahookhosh, Masoud
2
Aliprantis, Charalambos D.
2
Altman, Eitan
2
Bayraktar, Erhan
2
Cambini, Riccardo
2
Carassus, Laurence
2
Chen, An
2
Chen, Zhiping
2
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2
Fliege, Jörg
2
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2
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Hamacher, Horst W.
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2
Jouini, Elyès
2
Judd, Kenneth L.
2
Kikuchi, Tomoo
2
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Journal of economic theory
Mathematical methods of operations research
Mathematics and financial economics
International journal of theoretical and applied finance
7
Berichte zur Stochastik und verwandten Gebieten
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
European journal of operational research : EJOR
2
Finance and stochastics
2
Mathematics of operations research
2
Operations research letters
2
Research paper series / Swiss Finance Institute
2
Risks : open access journal
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in risk management
1
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Computational Management Science : CMS
1
Computational economics
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
OR spectrum : quantitative approaches in management
1
OR-Spektrum : quantitative approaches in management
1
SFB 649 discussion paper
1
Studienbücher Wirtschaftsmathematik
1
Swiss Finance Institute Research Paper
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Working paper / Laboratory of Actuarial Mathematics, University of Copenhagen
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ECONIS (ZBW)
16
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11
A lower bound on the average number of Pivot-steps for solving linear programs : valid for all variants of the Simplex-Algorithm
Borgwardt, Karl Heinz
;
Huhn, Petra
- In:
Mathematical methods of operations research
49
(
1999
)
2
,
pp. 175-210
Persistent link: https://www.econbiz.de/10001415342
Saved in:
12
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
Saved in:
13
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
Saved in:
14
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
Saved in:
15
Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf
- In:
Mathematical methods of operations research
47
(
1998
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
Saved in:
16
Value preserving portfolio strategies in continuous-time models
Korn, Ralf
- In:
Mathematical methods of operations research
45
(
1997
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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