Narrow search
Showing 1 - 4 of 4
Cover Image
Elasticity approach to portfolio optimization
Kraft, Holger - In: Mathematical methods of operations research 58 (2003) 1, pp. 159-182
Persistent link: https://www.econbiz.de/10001788410
Cover Image
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
Cover Image
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/10006604818
Cover Image
Elasticity approach to portfolio optimization
Kraft, Holger - In: Mathematical methods of operations research 58 (2003) 1, pp. 159
Persistent link: https://www.econbiz.de/10006612655