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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Wunderlich, Ralf"
~person:"Yong, Jiongmin"
~subject:"Incomplete market"
~subject:"Mathematical programming"
~subject:"Optionsgeschäft"
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Wunderlich, Ralf
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International journal of theoretical and applied finance
Annals of economics and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematical methods of operations research
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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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:
2
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
3
Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
Saved in:
4
Replication of American contingent claims in incomplete markets
Yong, Jiongmin
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001584362
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