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Portfolio selection
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Sethi, Suresh P.
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Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Production and operations management : an international journal of the Production and Operations Management Society
1
Transportation research : an international journal
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ECONIS (ZBW)
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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
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2
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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3
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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4
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
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5
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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6
Optimal consumption and investment with bankruptcy
Sethi, Suresh P.
-
1997
Persistent link: https://www.econbiz.de/10013531567
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