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Set-valued risk measures for conical market models
Hamel, Andreas
;
Heyde, Frank
;
Rudloff, Birgit
- In:
Mathematics and financial economics
5
(
2011
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009160246
Saved in:
2
Set-valued duality theory for multiple objective linear programs and application to mathematical finance
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Mathematical methods of operations research
69
(
2009
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003858104
Saved in:
3
The attainment of the solution of the dual program in vertices for vectorial linear programs
Heyde, Frank
;
Löhne, Andreas
;
Tammer, Christiane
- In:
Multiobjective programming and goal programming : …
,
(pp. 13-24)
.
2009
Persistent link: https://www.econbiz.de/10003841775
Saved in:
4
The stability of the banking sector and credit default swaps
Heyde, Frank
;
Neyer, Ulrike
-
2007
Persistent link: https://www.econbiz.de/10003379298
Saved in:
5
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems
Heyde, F.
;
Grecksch, W.
;
Tammer, Chr.
- In:
Mathematical methods of operations research
54
(
2001
)
3
,
pp. 425-438
Persistent link: https://www.econbiz.de/10001651370
Saved in:
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