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~subject:"Portfolio-Management"
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Portfolio-Management
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portfolio optimization
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El Karoui, Nicole
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Lacoste, Vincent
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Mrad, Mohamed
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ECONIS (ZBW)
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette
;
El Karoui, Nicole
; …
- In:
Journal of mathematical economics
44
(
2008
)
11
,
pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826
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2
Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole
;
Meziou, Asma
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
Saved in:
3
Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
Saved in:
4
Partial splitting of longevity and financial risks : the longevity nominal choosing swaptions
Bensusan, Harry
;
El Karoui, Nicole
;
Loisel, Stéphane
; …
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 73-83
Persistent link: https://www.econbiz.de/10011492465
Saved in:
5
Pricing via utility maximization and entropy
Rouge, Richard
;
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
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6
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
- In:
Journal of economic dynamics & control
29
(
2005
)
3
,
pp. 449-468
Persistent link: https://www.econbiz.de/10002611336
Saved in:
7
Optimal portfolio management with American capital guarantee
El Karoui, Nicole
;
Jeanblanc, Monique
;
Lacoste, Vincent
-
2002
Persistent link: https://www.econbiz.de/10001728997
Saved in:
8
Optimization of consumption with labor income
El Karoui, Nicole
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 409-440
Persistent link: https://www.econbiz.de/10001247133
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9
Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
Saved in:
10
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
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