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person:"Hinterhuber, Hans H."
type_genre:"Aufsatzsammlung"
~accessRights:"restricted"
~person:"Bellalah, Mondher"
~person:"Kim, Woo Chang"
~subject:"Allgemeines Gleichgewicht"
~subject:"Consumption"
~subject:"Deutschland"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbook"
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Allgemeines Gleichgewicht
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23
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14
Mathematical programming
5
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4
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Hinterhuber, Hans H.
Bellalah, Mondher
Kim, Woo Chang
Escobar, Marcos
22
Fabozzi, Frank J.
19
Wang, Ruodu
16
Pi, Jiancai
15
Wong, Wing Keung
15
Forsyth, Peter A.
13
Prigent, Jean-Luc
12
Tan, Ken Seng
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Cui, Xiangyu
11
Kwon, Roy H.
11
Li, Duan
11
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10
Chaudhuri, Sarbajit
10
Chen, An
10
Liang, Zongxia
10
Righi, Marcelo Brutti
10
Wong, Hoi Ying
10
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10
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9
Dai, Min
9
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9
Li, Bin
9
Li, Zhongfei
9
Yao, Haixiang
9
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8
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8
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8
Li, Xun
8
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8
Rüschendorf, Ludger
8
Guan, Guohui
7
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7
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7
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7
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7
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Decision making and risk/return optimization in financial economics
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ECONIS (ZBW)
16
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1
Optimal intertemporal liquidation of institutional investors with cash requirements and viable loans
Lee, Dongyeol
;
Kim, Woo Chang
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 618-641
Persistent link: https://www.econbiz.de/10014547977
Saved in:
2
Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu
;
Kwon, Do-Gyun
;
Lee, Yongjae
;
Kim, Jang Ho
; …
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
Saved in:
3
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
4
General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints
Bellalah, Mondher
;
Guo, Xu
;
Wu, Shuo
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 713-732)
.
2022
Persistent link: https://www.econbiz.de/10013341977
Saved in:
5
Goal-based investing based on multi-stage robust portfolio optimization
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1141-1158)
.
2022
Persistent link: https://www.econbiz.de/10013342094
Saved in:
6
Long term optimal investment with regime switching : inflation, information and short sales
Bellalah, Mondher
;
Hakim, Akeb
;
Si, Kehan
;
Zhang, Detao
- In:
Risk management decisions and value under uncertainty
,
(pp. 1373-1386)
.
2022
Persistent link: https://www.econbiz.de/10013342122
Saved in:
7
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
8
Sparse and robust portfolio selection via semi-definite relaxation
Lee, Yongjae
;
Kim, Min Jeong
;
Kim, Jang Ho
;
Jang, Ju Ri
; …
- In:
Journal of the Operational Research Society
71
(
2020
)
5
,
pp. 687-699
Persistent link: https://www.econbiz.de/10012216744
Saved in:
9
Optimal portfolio choice under shadow costs with fixed assets when time-horizon is uncertain
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Computational economics
56
(
2020
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10012272014
Saved in:
10
Special issue on: investment and risk taking
Bellalah, Mondher
(
ed.
)
-
2020
Persistent link: https://www.econbiz.de/10012176710
Saved in:
1
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