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~isPartOf:"Mathematical methods of operations research"
~subject:"Portfolio-Management"
~subject:"USA"
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Mathematical methods of operations research
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1
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
Saved in:
2
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
Saved in:
3
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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4
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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5
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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6
Continuous review inventory models for perishable items ordered in batches
Baron, Opher
;
Berman, Oded
;
Perry, David
- In:
Mathematical methods of operations research
72
(
2010
)
2
,
pp. 217-247
Persistent link: https://www.econbiz.de/10008696634
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7
A simpler characterization of a spectral lower bound on the clique number
Yıldırım, E. Alper
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 267-281
Persistent link: https://www.econbiz.de/10003958355
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8
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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9
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
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10
A dual approach to multiple exercise option problems under constraints
Aleksandrov, N.
;
Hambly, Ben
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990392
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