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subject:"Innovation"
type_genre:"Sammlung"
~person:"Sass, Jörn"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliography included"
~type_genre:"Conference paper"
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Innovation
Portfolio selection
Theorie
15
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15
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13
Markov chain
4
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4
Risiko
4
Risk
4
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4
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3
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Sass, Jörn
Fabozzi, Frank J.
42
Korn, Ralf
29
Escobar, Marcos
26
Li, Duan
25
Wong, Wing Keung
25
Malerba, Franco
21
Zagst, Rudi
21
Markowitz, Harry
20
Prigent, Jean-Luc
20
Antonelli, Cristiano
18
Forsyth, Peter A.
18
Wang, Ruodu
18
Lambertini, Luca
17
Post, Thierry
17
Wong, Hoi Ying
17
Dosi, Giovanni
16
Gollier, Christian
16
Levy, Haim
16
Lioui, Abraham
16
Aghion, Philippe
15
Chen, Zhiping
15
Jarrow, Robert A.
15
Li, Zhongfei
15
Liang, Zongxia
15
Platen, Eckhard
15
Vanduffel, Steven
15
Yao, Haixiang
15
Audretsch, David B.
14
Cui, Xiangyu
14
Cvitanić, Jakša
14
Mukherjee, Arijit
14
Rüschendorf, Ludger
14
Siu, Tak Kuen
14
Chu, Angus C.
13
Denicolò, Vincenzo
13
Koo, Hyeng-keun
13
Kwon, Roy H.
13
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13
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13
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Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of theoretical and applied finance
2
Computational Management Science : CMS
1
Insurance / Mathematics & economics
1
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ECONIS (ZBW)
13
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1
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
2
Signal-to-noise matrix and model reduction in continuous-time hidden Markov models
Leoff, Elisabeth
;
Ruderer, Leonie
;
Sass, Jörn
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
2
,
pp. 327-359
Persistent link: https://www.econbiz.de/10013454890
Saved in:
3
Combining multi-asset and intrinsic risk measures
Laudagé, Christian
;
Sass, Jörn
;
Wenzel, Jörg
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
Saved in:
4
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
5
Implied risk aversion : an alternative rating system for retail structured products
Fink, Holger Maria
;
Geissel, Sebastian
;
Sass, Jörn
; …
- In:
Review of derivatives research
22
(
2019
)
3
,
pp. 357-387
Persistent link: https://www.econbiz.de/10012311821
Saved in:
6
Finite-horizon optimal investment with transaction costs : construction of the optimal strategies
Belak, Christoph
;
Sass, Jörn
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 861-888
Persistent link: https://www.econbiz.de/10012114661
Saved in:
7
Approximation for portfolio optimization in a financial market with shot-noise jumps
Putyatina, Oleksandra
;
Sass, Jörn
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10011876522
Saved in:
8
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
9
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
10
Numeraire portfolios and utility-based price systems under proportional transaction costs
Sass, Jörn
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 195-234
Persistent link: https://www.econbiz.de/10010412499
Saved in:
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