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~language:"eng"
~person:"Sass, Jörn"
~subject:"Portfolio-Management"
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Portfolio-Management
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32
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26
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Sass, Jörn
Fabozzi, Frank J.
122
Maurer, Raimond
58
Platen, Eckhard
54
Gollier, Christian
53
Uppal, Raman
43
Korn, Ralf
42
Mitchell, Olivia S.
42
Ang, Andrew
40
Guidolin, Massimo
39
Campbell, John Y.
37
Li, Duan
37
Post, Thierry
37
Markowitz, Harry
35
Satchell, Stephen
35
Lo, Andrew W.
34
Escobar, Marcos
32
Prigent, Jean-Luc
32
Schenk-Hoppé, Klaus Reiner
32
Vanduffel, Steven
32
Viceira, Luis M.
32
Hens, Thorsten
31
Kraft, Holger
31
Levy, Haim
30
Lucas, André
30
Zagst, Rudi
29
Bodie, Zvi
28
Wong, Hoi Ying
28
Wong, Wing Keung
28
Başak, Suleyman
27
Kane, Alex
27
Lioui, Abraham
27
Wang, Ruodu
27
Jarrow, Robert A.
26
Račev, Svetlozar T.
26
Shleifer, Andrei
26
Bernard, Carole
25
Pedersen, Lasse Heje
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Finance and stochastics
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of theoretical and applied finance
2
Computational Management Science : CMS
1
Insurance / Mathematics & economics
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Mathematics and financial economics
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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Review of derivatives research
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ECONIS (ZBW)
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1
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
2
Portfolio optimization under partial information and convex constraints in a hidden Markov model
Sass, Jörn
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 223-228)
.
2006
Persistent link: https://www.econbiz.de/10003347537
Saved in:
3
Optimal portfolios under bounded shortfall risk and partial information
Wunderlich, Ralf
;
Sass, Jörn
;
Gabih, Abdelali
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 581-586)
.
2007
Persistent link: https://www.econbiz.de/10003472251
Saved in:
4
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
Saved in:
5
Filtering, approximation and portfolio optimization for shot-noise models and the heston model
Putyatina, Oleksandra
-
2012
Persistent link: https://www.econbiz.de/10009728923
Saved in:
6
Maximizing the asymptotic growth rate under fixed and proportional transaction costs in a financial market with jumps
Kochendörfer, Alexandra
-
2012
Persistent link: https://www.econbiz.de/10009728924
Saved in:
7
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
8
Numeraire portfolios and utility-based price systems under proportional transaction costs
Sass, Jörn
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 195-234
Persistent link: https://www.econbiz.de/10010412499
Saved in:
9
Optimizing the terminal wealth under partial information : the drift process as a continuous time markov chain
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 553-577
Persistent link: https://www.econbiz.de/10002261492
Saved in:
10
Portfolio optimization under partial information: stochastic volatility in a hidden Markov model
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Operations research proceedings 2003 : selected papers …
,
(pp. 387-394)
.
2004
Persistent link: https://www.econbiz.de/10002072557
Saved in:
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