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1
Optimal investment : bounds and heuristics
Rogers, Leonard C. G.
;
Zaczkowski, P.
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442629
Saved in:
2
Modeling a dynamic portfolio for pension plans in emerging markets with myopic and nonmyopic behavior
Pimentel, Livia F.
;
Santiago, Leonardo P.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 14-26
Persistent link: https://www.econbiz.de/10011561376
Saved in:
3
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
4
An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
Saved in:
5
Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs
Roux, Alet
;
Xu, Zhikang
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-45
Persistent link: https://www.econbiz.de/10013371223
Saved in:
6
Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes
;
Wang, Zexin
;
Webster, Kevin T.
- In:
Operations research
72
(
2024
)
2
,
pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
Saved in:
7
Asset Liability Methoden für Pensionskassen und private Investoren
Pfiffner, Thomas
-
2006
Persistent link: https://www.econbiz.de/10003389532
Saved in:
8
Portfolio selection in continuous time : analytical and numerical methods
Filitti, Constantin Alexandru
-
2004
Persistent link: https://www.econbiz.de/10002013030
Saved in:
9
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
10
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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