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Optimale Portfolios für partie...
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Portfolio-Management
Portfolio selection
35
Theorie
34
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14
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13
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13
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Sass, Jörn
30
Wunderlich, Ralf
6
Belak, Christoph
5
Laudagé, Christian
4
Gabih, Abdelali
3
Westphal, Dorothee
3
Desmettre, Sascha
2
Geissel, Sebastian
2
Haussmann, Ulrich G.
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Menkens, Olaf
2
Putyatina, Oleksandra
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Seifried, Frank Thomas
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Wenzel, Jörg
2
Erlwein-Sayer, Christina
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Fink, Holger Maria
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Frey, Rüdiger
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Grecksch, Wilfried
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Richter, Matthias
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Schäl, Manfred
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Technische Universität Chemnitz-Zwickau / Fakultät für Wirtschaftswissenschaften
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Finance and stochastics
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International journal of theoretical and applied finance
3
Mathematical methods of operations research
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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1
Insurance / Mathematics & economics
1
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1
Mathematics and financial economics
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
1
Review of derivatives research
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ECONIS (ZBW)
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1
Optimal portfolios under bounded shortfall risk and partial information
Wunderlich, Ralf
;
Sass, Jörn
;
Gabih, Abdelali
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 581-586)
.
2007
Persistent link: https://www.econbiz.de/10003472251
Saved in:
2
Optimal portfolio policies under bounded expected loss and partial information
Sass, Jörn
;
Wunderlich, Ralf
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 25-61
Persistent link: https://www.econbiz.de/10008652566
Saved in:
3
Expert opinions and logarithmic utility maximization for multivariate stock returns with Gaussian drift
Sass, Jörn
;
Westphal, Dorothee
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011687059
Saved in:
4
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
5
Optimal consumption and investment under partial information
Putschögl, Wolfgang
;
Sass, Jörn
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
2
,
pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
Saved in:
6
FTAP in finite discrete time with transaction costs by utility maximization
Sass, Jörn
;
Smaga, Martin
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 805-823
Persistent link: https://www.econbiz.de/10010416234
Saved in:
7
Numeraire portfolios and utility-based price systems under proportional transaction costs
Sass, Jörn
;
Schäl, Manfred
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 195-234
Persistent link: https://www.econbiz.de/10010412499
Saved in:
8
Robust utility maximizing strategies under model uncertainty and their convergence
Sass, Jörn
;
Westphal, Dorothee
- In:
Mathematics and financial economics
16
(
2022
)
2
,
pp. 367-397
Persistent link: https://www.econbiz.de/10013167940
Saved in:
9
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
10
Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Vonwirth, Christian
-
2017
Persistent link: https://www.econbiz.de/10012659449
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