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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Muthuraman, Kumar"
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Anlageverhalten
Portfolio-Management
Control theory
2
Kontrolltheorie
2
Portfolio selection
2
Theorie
2
Theory
2
Transaction costs
2
Transaktionskosten
2
Simulation
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Muthuraman, Kumar
Platen, Eckhard
6
Zhou, Xun Yu
6
Li, Duan
5
Jin, Hanqing
4
Muhle-Karbe, Johannes
4
Carassus, Laurence
3
Glasserman, Paul
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Guasoni, Paolo
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Kardaras, Constantinos
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Korn, Ralf
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Pliska, Stanley R.
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Rogers, Leonard C. G.
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Stricker, Christophe
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Yu, Jing-Rung
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Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
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Bielecki, Tomasz R.
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Chiou, Wan-jiun Paul
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Choi, Kyoung Jin
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Choulli, Tahir
2
Cui, Xiangyu
2
Cvitanić, Jakša
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Detemple, Jérôme B.
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El Karoui, Nicole
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Evstigneev, Igor V.
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Girotto, Bruno
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He, Xue Dong
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Huang, Xiaoxia
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Jarrow, Robert A.
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Kohatsu-Higa, Arturo
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Lee, Cheng F.
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Løkka, Arne
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Maccheroni, Fabio
2
Marinacci, Massimo
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
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International review of economics & finance : IREF
Mathematical finance : an international journal of mathematics, statistics and financial theory
Energy economics
1
Journal of economic dynamics & control
1
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All
ECONIS (ZBW)
2
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Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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2
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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