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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Evstigneev, Igor V."
~subject:"Markov-Kette"
~subject:"Mathematische Optimierung"
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Evstigneev, Igor V.
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Journal of economic theory
Mathematical methods of operations research
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Globally evolutionarily stable portfolio rules
Evstigneev, Igor V.
;
Hens, Thorsten
;
Schenk-Hoppé, …
- In:
Journal of economic theory
140
(
2008
)
1
,
pp. 197-228
Persistent link: https://www.econbiz.de/10003725543
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Convex stochastic optimization for random fields on graphs : a method of constructing lagrange multipliers
Evstigneev, Igor V.
;
Taksar, M. I.
- In:
Mathematical methods of operations research
54
(
2001
)
2
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001630587
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