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Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.; Kubler, Felix; Schmedders, Karl - In: Finance research letters 3 (2006) 2, pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
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Markowitz's portfolio optimization in an incomplete market
Xia, Jianming; Yan, Jia-an - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 203-216
Persistent link: https://www.econbiz.de/10003336872
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MDP algorithms for portfolio optimization problems in pure jump markets
Bäuerle, Nicole; Rieder, Ulrich - In: Finance and stochastics 13 (2009) 4, pp. 591-611
Persistent link: https://www.econbiz.de/10003899534
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Risk-sensitive capacity control in revenue management C. Barz; K.-H. Waldmann
Barz, C.; Waldmann, Karl-Heinz - In: Mathematical methods of operations research 65 (2007) 3, pp. 565-579
Persistent link: https://www.econbiz.de/10003489796
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Robust scenario optimization based on downside-risk measure for multi-period portfolio selection
Pınar, Mustafa C.̧ - In: OR spectrum : quantitative approaches in management 29 (2007) 2, pp. 295-309
Persistent link: https://www.econbiz.de/10003464177
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The effect of market regimes on style allocation
Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376067
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Long time growth optimal portfolio with transaction costs
Stettner, Lukasz - In: Optimality and risk - modern trends in mathematical …, (pp. 237-250). 2009
Persistent link: https://www.econbiz.de/10003948910
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American and European portfolio selection strategies : the Markovian approach
Angelelli, Enrico; Ortobelli, Sergio - In: Financial hedging, (pp. 119-152). 2009
Persistent link: https://www.econbiz.de/10008799130
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Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger; Runggaldier, Wolfgang J. - In: Finance and stochastics 14 (2010) 4, pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
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Essays on the economics of uncertainty
Szeidl, Adam - 2004
Persistent link: https://www.econbiz.de/10003387636