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European journal of operational research : EJOR
Mathematics of operations research
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Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
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Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
2
Dynamic safety first expected utility model
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 141-154
Persistent link: https://www.econbiz.de/10011882786
Saved in:
3
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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