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type:"article"
~person:"Steffensen, Mogens"
~subject:"Inventory model"
~subject:"Logistics"
~subject:"Portfolio selection"
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Mathematische Optimierung
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Steffensen, Mogens
Speranza, Maria Grazia
10
Dolgui, Alexandre
9
Li, Duan
9
Post, Thierry
9
Steuer, Ralph E.
9
Ben Abdelaziz, Fouad
8
Cesarone, Francesco
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Fabozzi, Frank J.
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7
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Puerto, Justo
7
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Rossi, Roberto
7
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Delage, Erick
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Korn, Ralf
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European journal of operational research : EJOR
1
Finance and stochastics
1
International journal of theoretical and applied finance : IJTAF
1
Mathematical methods of operations research : ZOR
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
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1
Polynomial utility
Lollike, Alexander Sevel
;
Steffensen, Mogens
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014500193
Saved in:
2
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
Saved in:
3
Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben
;
Nordfang, Maj-Britt
;
Steffensen, Mogens
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Saved in:
4
A combined stochastic programming and optimal control approach to peronal finance and pensions
Konicz, Agnieszka Karolina
;
Pisinger, David
;
Rasmussen, …
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 583-616
Persistent link: https://www.econbiz.de/10011296745
Saved in:
5
A dynamic programming approach to constrained portfolios
Kraft, Holger
;
Steffensen, Mogens
- In:
European journal of operational research : EJOR
229
(
2013
)
2
,
pp. 453-461
Persistent link: https://www.econbiz.de/10009757976
Saved in:
6
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10009682287
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