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Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas - In: Mathematical methods of operations research 71 (2010) 1, pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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Portfolio optimization in stochastic markets
Çakmak, U.; Özekici, S. - In: Mathematical methods of operations research 63 (2006) 1, pp. 151-168
Persistent link: https://www.econbiz.de/10003285483
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Constructions of nash equilibria in stochastic games of resource extraction with additive transition structure
Szajowski, Piotr - In: Mathematical methods of operations research 63 (2006) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10003334077
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Existence of nash equilibria for contrained stochastic games
Alvarez-Mena, Jorge; Hernández-Lerma, Onésimo - In: Mathematical methods of operations research 63 (2006) 2, pp. 261-285
Persistent link: https://www.econbiz.de/10003334079
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A general approach to Bayesian portfolio optimization
Bade, Alexander; Frahm, Gabriel; Jaekel, Uwe - In: Mathematical methods of operations research 70 (2009) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
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Remarks on sensitive equilibria in stochastic games with additive reward and transition structure
Nowak, Andrzej S. - In: Mathematical methods of operations research 64 (2006) 3, pp. 481-494
Persistent link: https://www.econbiz.de/10003420547
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Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.; Waldmann, Karl-Heinz - In: Mathematical methods of operations research 65 (2007) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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Optimal investment for a pension fund under inflation risk
Zhang, Aihua; Ewald, Christian-Oliver - In: Mathematical methods of operations research 71 (2010) 2, pp. 353-369
Persistent link: https://www.econbiz.de/10003958364
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Optimal investment under partial information
Björk, Tomas; Davis, Mark H. A. - In: Mathematical methods of operations research 71 (2010) 2, pp. 371-399
Persistent link: https://www.econbiz.de/10003958366