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~subject:"Dynamische Optimierung"
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Dynamische Optimierung
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stochastic volatility
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Poulsen, Rolf
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Nielsen, Søren S.
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Palczewski, Jan
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Schenk-Hoppé, Klaus Reiner
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Wang, Huamao
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Dynamic portfolio optimization with transaction costs and state-dependent drift
Palczewski, Jan
;
Poulsen, Rolf
;
Schenk-Hoppé, Klaus Reiner
- In:
European journal of operational research : EJOR
243
(
2015
)
3
,
pp. 921-931
Persistent link: https://www.econbiz.de/10010513816
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A two-factor, stochastic programming model of Danish mortgage-backed securities
Nielsen, Søren S.
;
Poulsen, Rolf
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1267-1289
Persistent link: https://www.econbiz.de/10001880794
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