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isPartOf:"Working paper series"
subject:"Portfolio-Management"
~isPartOf:"Mathematics and financial economics"
~person:"Rásonyi, Miklós"
~subject:"United States"
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Portfolio-Management
United States
Dynamic programming
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Dynamische Optimierung
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Rásonyi, Miklós
Gay, Roger
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Dempster, Michael A. H.
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Working paper series
Mathematics and financial economics
Annals of finance
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Finance and stochastics
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From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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2
Non-concave utility maximisation on the positive real axis in discrete time
Carassus, Laurence
;
Rásonyi, Miklós
;
Rodrigues, Andrea M.
- In:
Mathematics and financial economics
9
(
2015
)
4
,
pp. 325-349
Persistent link: https://www.econbiz.de/10011378104
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