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Portfolio optimization under transaction costs in the CRR model
Sass, Jörn - In: Mathematical methods of operations research 61 (2005) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10002858606
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Optimal portfolio policies under bounded expected loss and partial information
Sass, Jörn; Wunderlich, Ralf - In: Mathematical methods of operations research 72 (2010) 1, pp. 25-61
Persistent link: https://www.econbiz.de/10008652566
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Primal-dual methods for the computation of trading regions under proportional transaction costs
Herzog, Roland; Kunisch, Karl; Sass, Jörn - In: Mathematical methods of operations research 77 (2013) 1, pp. 101-130
Persistent link: https://www.econbiz.de/10009713749
Cover Image
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn - In: Mathematical methods of operations research 61 (2005) 2, pp. 239-260
Persistent link: https://www.econbiz.de/10006607246
Cover Image
Optimal portfolio policies under bounded expected loss and partial information
Sass, Jörn; Wunderlich, Ralf - In: Mathematical methods of operations research 72 (2010) 1, pp. 25-62
Persistent link: https://www.econbiz.de/10008453400
Cover Image
Primal-dual methods for the computation of trading regions under proportional transaction costs
Herzog, Roland; Kunisch, Karl; Sass, Jörn - In: Mathematical methods of operations research 77 (2013) 1, pp. 101-130
Persistent link: https://www.econbiz.de/10010070739