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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Hernández-Hernández, Daniel"
~person:"Sagratella, Simone"
~subject:"Mathematische Optimierung"
~subject:"Portfolio-Management"
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Hernández-Hernández, Daniel
Sagratella, Simone
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Journal of economic theory
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Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality
Aussel, Didier
;
Sagratella, Simone
- In:
Mathematical methods of operations research
85
(
2017
)
1
,
pp. 3-18
Persistent link: https://www.econbiz.de/10011714286
Saved in:
2
Computing equilibria of Cournot oligopoly models with mixed-integer quantities
Sagratella, Simone
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011793367
Saved in:
3
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
4
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
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