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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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Doege, Jörg
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Elliott, Robert J.
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Dresdner Schriften zur mathematischen Stochastik
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Applied mathematical finance
1
Asia-Pacific financial markets
1
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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
1
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Modelling day-ahead electricity prices
Hinz, Juri
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10001805371
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2
Stochastic switching for partially observable dynamics and optimal asset allocation
Hinz, Juri
-
2015
Persistent link: https://www.econbiz.de/10011344246
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3
Optimal bid strategies for electricity auctions
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441040
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4
On pricing of electricity contracts by production capacity investments
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441041
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5
Modeling day ahead electricity prices
Hinz, Juri
-
2002
Persistent link: https://www.econbiz.de/10013441042
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6
Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations
Hinz, Juri
;
Tarnopolskaya, Tanya
;
Yee, Jeremy
- In:
Operations research and systems : XVIII …
,
(pp. 583-615)
.
2020
Persistent link: https://www.econbiz.de/10012167919
Saved in:
7
An Algorithmic approach to optimal asset liquidation problems
Hinz, Juri
;
Yee, Jeremy
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 109-129
Persistent link: https://www.econbiz.de/10011797615
Saved in:
8
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
Saved in:
9
Properly designed emissions trading schemes to work?
Carmona, René
;
Fehr, Max
;
Hinz, Juri
-
2009
Persistent link: https://www.econbiz.de/10009550373
Saved in:
10
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
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