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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
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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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Portfolio optimization under partial information with expert opinions
Frey, Rüdiger; Gabih, Abdelali; Wunderlich, Ralf - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
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Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn; Westphal, Dorothee; Wunderlich, Ralf - In: International journal of theoretical and applied finance 20 (2017) 4, pp. 1-41
Persistent link: https://www.econbiz.de/10011687059