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Theorie
growth optimal portfolio
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Hinz, Juri
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Fehr, Max
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Wilhelm, Martina
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Yee, Jeremy
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Carmona, René
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Doege, Jörg
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Elliott, Robert J.
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Dresdner Schriften zur mathematischen Stochastik
3
International journal of theoretical and applied finance
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Applied mathematical finance
1
Asia-Pacific financial markets
1
Centre for Climate Change Economics and Policy working paper
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Grantham Research Institute on Climate Change and the Environment working paper
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Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
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
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Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
Saved in:
2
Modelling day-ahead electricity prices
Hinz, Juri
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10001805371
Saved in:
3
Optimal bid strategies for electricity auctions
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441040
Saved in:
4
On pricing of electricity contracts by production capacity investments
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441041
Saved in:
5
Modeling day ahead electricity prices
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441042
Saved in:
6
On value of flexibility in energy risk management. Concepts, models, solutions
Doege, Jörg
;
Fehr, Max
;
Hinz, Juri
;
Lüthi, Hans-Jakob
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 97-108)
.
2007
Persistent link: https://www.econbiz.de/10003470300
Saved in:
7
Properly designed emissions trading schemes to work?
Carmona, René
;
Fehr, Max
;
Hinz, Juri
-
2009
Persistent link: https://www.econbiz.de/10009550373
Saved in:
8
Risk aversion in modeling of cap-and-trade mechanisms and optimal design of emission markets
Falbo, Paolo
;
Hinz, Juri
;
Pelizzari, Cristian
-
2015
Persistent link: https://www.econbiz.de/10011344239
Saved in:
9
Pricing flow commodity derivatives using fixed income market techniques
Hinz, Juri
;
Wilhelm, Martina
- In:
International journal of theoretical and applied finance
9
(
2006
)
8
,
pp. 1299-1322
Persistent link: https://www.econbiz.de/10003397188
Saved in:
10
Portfolio optimization, hidden Markov models, and technical analysis of P&F-Charts
Elliott, Robert J.
;
Hinz, Juri
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 385-399
Persistent link: https://www.econbiz.de/10001682221
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