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Selection of an optimal portfolio with stochastic volatility and discrete observations
Batalova, N. V.; Maroussov, V.; Viens, F. G. - In: Computational finance and its applications II : [Second …, (pp. 371-380). 2006
Persistent link: https://www.econbiz.de/10003410222
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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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Dynamic modelling and optimization of non-maturing accounts
Frauendorfer, Karl (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003458370
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Regime switching based portfolio selection for pension funds
Frauendorfer, Karl (contributor); Jacoby, Ulrich (contributor) - 2006
Persistent link: https://www.econbiz.de/10003458373
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Technical analysis compared to mathematical models based methods under parameters mis-specification
Blanchet-Scalliet, Christophette; Diop, Awa; Gibson, Rajna - In: Journal of banking & finance 31 (2007) 5, pp. 1351-1373
Persistent link: https://www.econbiz.de/10003461165
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A risk-sensitive portfolio optimisation problem with stochastic interest rate
Goel, Mayank; Suresh Kumar, K. - In: Journal of emerging market finance 5 (2006) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10003440674
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Stochastic model predictive control and portfolio optimization
Herzog, Florian; Dondi, Gabriel; Geering, Hans P. - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 203-233
Persistent link: https://www.econbiz.de/10003441946
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Introduction to stochastic calculus applied to finance
Lamberton, Damien; Lapeyre, Bernard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003427489
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Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica (contributor); Casarin, Roberto (contributor) - 2005
Persistent link: https://www.econbiz.de/10003376740
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Reducing asset weights' volatility by importance sampling in stochastic credit portfolio optimization
Tilke, Stephan - 2006
Persistent link: https://www.econbiz.de/10003377497