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~subject:"Portfolio-Management"
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Portfolio-Management
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93
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Dhaene, Jan
19
Goovaerts, Marc J.
9
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6
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4
Vanduffel, Steven
4
Barigou, Karim
3
Van Weert, Koen
3
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2
Chen, Ze
2
Delong, Łukasz
2
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2
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2
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1
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1
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1
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Insurance / Mathematics & economics
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5
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ECONIS (ZBW)
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
2
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
3
Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
4
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
5
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
6
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
7
Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
8
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
9
Managing economic and virtual economic capital within financial conglomerates
Goovaerts, Marc J.
;
Van den Borre, Eddy
;
Laeven, Roger J. A.
-
2003
Persistent link: https://www.econbiz.de/10001891652
Saved in:
10
Comonotonic Approximations for Optimal Portfolio Selection Problems
Dhaene, Jan
-
2015
We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal allocation of wealth within the class of 'constant mix' portfolios.First, we consider the portfolio...
Persistent link: https://www.econbiz.de/10013039513
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