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~subject:"Portfolio selection"
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Portfolio selection
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Bensoussan, Alain
10
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4
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2
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2
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Optimal consumption and portfolio decisions with partially observed real prices
Bensoussan, Alain
;
Keppo, Jussi
;
Sethi, Suresh P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003827575
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2
Optimal consumption and investment with bankruptcy
Sethi, Suresh P.
-
1997
Persistent link: https://www.econbiz.de/10013531567
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3
Supply diversification with responsive pricing
Li, Tao
;
Sethi, Suresh P.
;
Zhang, Jun
- In:
Production and operations management : an international …
22
(
2013
)
2
,
pp. 447-458
Persistent link: https://www.econbiz.de/10009745614
Saved in:
4
Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst
- In:
Journal of economic dynamics & control
20
(
1996
)
1
,
pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
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5
Explicit solution of a general consumption portfolio problem with subsistence consumption and bankruptcy
Sethi, Suresh P.
- In:
Journal of economic dynamics & control
16
(
1992
)
3
,
pp. 747-768
Persistent link: https://www.econbiz.de/10001130434
Saved in:
6
Risk hedging for VaR-constrained newsvendors
Chang, Shuhua
;
Li, Jiajing
;
Sethi, Suresh P.
;
Wang, Xinyu
- In:
Transportation research : an international journal
181
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014462499
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7
Mathematical modeling and numerical methods in finance : special volume
Bensoussan, Alain
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003788950
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8
Mean-variance pre-commitment policies revisited via a mean-field technique
Bensoussan, Alain
;
Wong, Kam C.
;
Yam, Sheung Chi Phillip
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 177-198)
.
2014
Persistent link: https://www.econbiz.de/10010359851
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9
Dynamic mean-variance problem with frictions
Bensoussan, Alain
;
Ma, Guiyuan
;
Siu, Chi Chung
;
Yam, …
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 267-300
Persistent link: https://www.econbiz.de/10013197583
Saved in:
10
A risk extended version of Merton's optimal consumption and portfolio selection
Bensoussan, Alain
;
Hoe, SingRu
;
Kim, Joohyun
;
Yan, Zhongfeng
- In:
Operations research
70
(
2022
)
2
,
pp. 815-829
Persistent link: https://www.econbiz.de/10013365795
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