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subject:"Portfolio-Management"
subject:"Anlageverhalten"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Sulem, Agnès"
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Portfolio-Management
Anlageverhalten
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3
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Control theory
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Dynamische Optimierung
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Sulem, Agnès
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.
3
Rogers, Leonard C. G.
3
Stricker, Christophe
3
Zariphopoulou-Souganidis, Thaleia
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Benth, Fred Espen
2
Bielecki, Tomasz R.
2
Capponi, Agostino
2
Choi, Kyoung Jin
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Choulli, Tahir
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Cui, Xiangyu
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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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Jarrow, Robert A.
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2
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2
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2
Muthuraman, Kumar
2
Obłój, Jan
2
Ortu, Fulvio
2
Pham, Huyên
2
Shahabuddin, Perwez
2
Shim, Gyoocheol
2
Sim, Melvyn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of mathematical economics
1
Mathematical modeling and numerical methods in finance : special volume
1
Numerical methods in finance
1
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ECONIS (ZBW)
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Utility maximization in an insider influenced market
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003336869
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2
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility
Akian, Marianne
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
11
(
2001
)
2
,
pp. 153-188
Persistent link: https://www.econbiz.de/10001650923
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