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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Kallsen, Jan"
~person:"Nowak, Andrzej S."
~subject:"Markov-Kette"
~subject:"Mathematische Optimierung"
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Portfolio selection
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Kallsen, Jan
Nowak, Andrzej S.
Cavazos-Cadena, Rolando
7
Korn, Ralf
5
Fudenberg, Drew
4
Hernández-Lerma, Onésimo
4
Imhof, Lorens
4
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3
Fang, Shu-Cherng
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Filar, Jerzy A.
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Guo, Xianping
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Mitra, Tapan
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Montes-de-Oca, Raúl
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Ahookhosh, Masoud
2
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Journal of economic theory
Mathematical methods of operations research
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Dynamic games in economics : [... 12th VW, held in Vienna between May 30th and June 2nd, 2012]
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics of operations research
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ECONIS (ZBW)
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1
Nonzero-sum semi-Markov games with the expected average payoffs
Nowak, Andrzej S.
;
Jaśkiewicz, Anna
- In:
Mathematical methods of operations research
62
(
2005
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003114481
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2
On the optimality equation for zero-sum ergodic stochastic games
Jaśkiewicz, Anna
;
Nowak, Andrzej S.
- In:
Mathematical methods of operations research
54
(
2001
)
2
,
pp. 291-301
Persistent link: https://www.econbiz.de/10001630592
Saved in:
3
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
4
A counterexample on overtaking optimality
Nowak, Andrzej S.
;
Vega-Amaya, Oscar
- In:
Mathematical methods of operations research
49
(
1999
)
3
,
pp. 435-439
Persistent link: https://www.econbiz.de/10001415618
Saved in:
5
A note on strong 1-optimal policies in Markov decision chains with unbounded costs
Nowak, Andrzej S.
- In:
Mathematical methods of operations research
49
(
1999
)
3
,
pp. 475-482
Persistent link: https://www.econbiz.de/10001415632
Saved in:
6
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
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