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Rough volatility and portfolio optimisation under small transaction costs
Schelling, Denis Matthias - 2019
Persistent link: https://www.econbiz.de/10012533244
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Stochastische mehrstufige lineare Programmierung im Asset & Liability Management
Marohn, Christina A.; Marohn, Christina - 1998
Persistent link: https://www.econbiz.de/10000673233
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Rational hedging and valuation with utility-based preferences
Becherer, Dirk (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639701
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Multi-period portfolio optimization with emphasis on a mean-variance criterion
Siede, Heiko - 2000
Persistent link: https://www.econbiz.de/10001518737
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Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru - 2004
Persistent link: https://www.econbiz.de/10002013030
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Stochastic programming for personal lifecycle portfolio allocation
Sokoloff, George Yuri - 2006
Persistent link: https://www.econbiz.de/10003965961
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Predictions, nonlinearities and portfolio choice : applications of artificial neural networks to German market indexes
Kruse, Friedrich Christian - 2012 - 1. Aufl
Persistent link: https://www.econbiz.de/10009628440
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Models and dynamic optimisation for the asset and liability management of pension funds
Dondi, Gabriel Arnon - 2005
Persistent link: https://www.econbiz.de/10003316206
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Asset Liability Methoden für Pensionskassen und private Investoren
Pfiffner, Thomas - 2006
Persistent link: https://www.econbiz.de/10003389532