Narrow search
Showing 1 - 4 of 4
Cover Image
Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10001702779
Cover Image
Quantile hedging
Föllmer, Hans; Leukert, Peter - In: Finance and stochastics 3 (1999) 3, pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
Cover Image
Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph; Christensen, Sören - In: Finance and stochastics 23 (2019) 1, pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
Cover Image
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