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~subject:"Mathematische Optimierung"
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Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
Saved in:
2
Can home-owners benefit from stochastic programming models? : a study of mortgage choice in Denmark
Rasmussen, Kourosh M.
;
Madsen, Claus A.
;
Poulsen, Rolf
- In:
Computational Management Science : CMS
11
(
2014
)
1/2
,
pp. 5-23
Persistent link: https://www.econbiz.de/10010251217
Saved in:
3
Financial planning for young households
Pedersen, Anne Marie B.
;
Weissensteiner, Alex
;
Poulsen, Rolf
- In:
Operations research models in banking management
,
(pp. 55-76)
.
2013
Persistent link: https://www.econbiz.de/10009739305
Saved in:
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