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Unvollkommene Information
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Sass, Jörn
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Putschögl, Wolfgang
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
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ECONIS (ZBW)
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Portfolio optimization under partial information and convex constraints in a hidden Markov model
Sass, Jörn
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 223-228)
.
2006
Persistent link: https://www.econbiz.de/10003347537
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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
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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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