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Intertemporal asset allocation...
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Private International Seminar Institutional Investment in Real Estate: Some International Comparisons <1993, Paris>
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Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
45
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Investment performance measurement : evaluating and presenting results
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Risk management for central bank foreign reserves
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Sovereign wealth management
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Advanced bond portfolio management : best practices in modeling and strategies
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
14
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13
Asset allocation and international investments
12
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Management komplexer Familienvermögen : Organisation, Strategie, Umsetzung
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Computational methods in decision-making, economics and finance
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The Oxford handbook of quantitative asset management
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Optimizing optimization : the next generation of optimization applications and theory
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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Advances in risk management
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Convergence of capital and insurance markets
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ECONIS (ZBW)
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1
Value at risk under heterogeneous investment horizons and spatial relations
Fernández, Viviana
- In:
The VaR implementation handbook
,
(pp. 463-483)
.
2009
Persistent link: https://www.econbiz.de/10003827101
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2
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi
;
Silva, Thuener
;
Poggi, Marcus
- In:
Application of operations research to financial markets
,
(pp. 379-405)
.
2019
Persistent link: https://www.econbiz.de/10012160031
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3
An approximate solution for optimal portfolio in incomplete markets
Menoncin, Francesco
- In:
Mathematical control theory and finance
,
(pp. 293-310)
.
2008
Persistent link: https://www.econbiz.de/10003755883
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4
Portfolio optimization under the value-at-risk constraint
Pirvu, Traian A.
- In:
Quantitative fund management
,
(pp. 17-41)
.
2009
Persistent link: https://www.econbiz.de/10003796936
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5
Recursive direct algorithms for multistage stochastic programs in financial engineering
Steinbach, Marc C.
- In:
Operations research proceedings 1998 : selected papers …
,
(pp. 241-250)
.
1999
Persistent link: https://www.econbiz.de/10001437540
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Dynamische Portfolio-Selektion in stetiger Zeit unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard
- In:
Operations research proceedings 1998 : selected papers …
,
(pp. 331-340)
.
1999
Persistent link: https://www.econbiz.de/10001437672
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7
On the existence of optimal portfolios for the utility maximization problem in discrete time financial market models
Rásonyi, Miklós
;
Stettner, Łukasz
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 589-608)
.
2006
Persistent link: https://www.econbiz.de/10003287180
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8
Stuctured products for pension funds
Dempster, Michael A. H.
;
Germano, M.
;
Medova, E. A.
; …
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 115-130)
.
2004
Persistent link: https://www.econbiz.de/10003487978
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9
Optimization methods in dynamic portfolio management
Birge, John R.
- In:
Financial engineering
,
(pp. 845-865)
.
2008
Persistent link: https://www.econbiz.de/10003567813
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10
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
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