//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Risks : open access journal"
~person:"Muthuraman, Kumar"
~subject:"Control theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Introduction to system sensiti...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Control theory
Kontrolltheorie
2
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Transaction costs
2
Transaktionskosten
2
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Muthuraman, Kumar
Bender, Christian
2
Cadenillas, Abel
2
Dokučaev, Nikolaj G.
2
Runggaldier, Wolfgang J.
2
Bayraktar, Erhan
1
Björk, Tomas
1
Brachetta, Matteo
1
Bradonjić, Milan
1
Brinker, Leonie Violetta
1
Bäuerle, Nicole
1
Causley, Matthew
1
Ceci, Claudia
1
Choulli, Tahir
1
Cohen, Albert
1
Cordoni, Francesco Giuseppe
1
Dai, Min
1
Di Persio, Luca
1
Evstigneev, Igor V.
1
Federico, Salvatore
1
Fleming, Wendell Helms
1
Frei, Christoph
1
Gassiat, Paul
1
Gombani, Andrea
1
Gozzi, Fausto
1
Guo, Junyi
1
Guéant, Olivier
1
Heinrich, Henriette Elisabeth
1
Jiang, Yilun
1
Junca, Mauricio
1
Korn, Ralf
1
Kremsner, Stefan
1
Kumar, Sunil
1
Kwok, Yue-Kuen
1
Lehalle, Charles-Albert
1
Li, Duan
1
Liang, Jianfeng
1
Lindgren, Jussi
1
Ludkovski, Michael
1
Luo, Xiaolin
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Risks : open access journal
Mathematics of operations research
1
McCombs Research Paper Series
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
2
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->