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~isPartOf:"International journal of theoretical and applied finance"
~person:"Cialenco, Igor"
~subject:"CAPM"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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Cialenco, Igor
Korn, Ralf
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
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ECONIS (ZBW)
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Dynamic conic finance : pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Iyigunler, Ismail
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10009725092
Saved in:
2
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
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