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Ein Nutzenmaximierungsproblem mit unvollständiger Information und Expertenmeinungen in einem Finanzmarkt mit Markov-modulierter Drift
Schütze, Stephan
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2016
Persistent link: https://www.econbiz.de/10012315545
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Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Vonwirth, Christian
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2017
Persistent link: https://www.econbiz.de/10012659449
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3
Estimation and portfolio optimization with expert opinions in discrete-time financial markets
Xu, Yihua
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2021
Persistent link: https://www.econbiz.de/10013281457
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4
Model uncertainty and expert opinions in continuous-time financial markets
Westphal, Dorothee
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2019
Persistent link: https://www.econbiz.de/10012172932
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5
"Aktien schlagen Renten 100-prozentig" : asset allocation in der Altersvorsorge; wie fundiert sind langfristige Allokationsregeln?
Hofmann, Bernd
;
Thießen, Friedrich
;
Weber, Volker
; …
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2002
Persistent link: https://www.econbiz.de/10013430508
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6
Filtering, approximation and portfolio optimization for shot-noise models and the heston model
Putyatina, Oleksandra
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2012
Persistent link: https://www.econbiz.de/10009728923
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7
Maximizing the asymptotic growth rate under fixed and proportional transaction costs in a financial market with jumps
Kochendörfer, Alexandra
-
2012
Persistent link: https://www.econbiz.de/10009728924
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