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Private International Seminar Institutional Investment in Real Estate: Some International Comparisons <1993, Paris>
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Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
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1
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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2
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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3
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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4
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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5
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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6
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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7
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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8
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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9
Dynamic asset allocation strategies using a stochastic dynamic programming approach
Infanger, Gerd
-
2006
Persistent link: https://www.econbiz.de/10003356686
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10
Multi-period risk measures and optimal investment policies
Chen, Zhiping
;
Consigli, Giorgio
;
Liu, Jia
;
Li, Gang
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 1-34)
.
2017
Persistent link: https://www.econbiz.de/10011558439
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