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Optimal investment : bounds and heuristics
Rogers, Leonard C. G.; Zaczkowski, P. - In: The journal of computational finance 19 (2015/2016) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
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Martingale analysis of dynamic tax incidence in a nonstationary growth model
Joshi, Sumit - In: Journal of economic dynamics & control 21 (1997) 2, pp. 371-389
Persistent link: https://www.econbiz.de/10001215817
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A new linear programming approach to bond portfolio management
Ronn, Ehud I. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
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Pricing and hedging derivative securities in incomplete markets : an [epsilon]-arbitrage approach
Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W. - 1997
Persistent link: https://www.econbiz.de/10000646551
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Optimal incomplete block designs
Morgan, J. P. - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 655-663
Persistent link: https://www.econbiz.de/10003490455
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Portfolio optimization in incomplete financial markets
Schachermayer, Walter - 2004
Persistent link: https://www.econbiz.de/10003469901
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Investment dynamics in electricity markets
García, Alfredo; Stacchetti, Ennio - In: Economic theory : official journal of the Society for … 46 (2011) 2, pp. 149-187
Persistent link: https://www.econbiz.de/10008826743
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On endogenous compactness of the individual state space in the Huggett model
Kam, Timothy - 2010
Persistent link: https://www.econbiz.de/10003940904
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Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
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Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger; Seifried, Frank Thomas; Steffensen, Mogens - In: Finance and stochastics 17 (2013) 1, pp. 161-196
Persistent link: https://www.econbiz.de/10009682287