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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Mathematical methods of operations research"
~person:"Ahookhosh, Masoud"
~person:"Kallsen, Jan"
~subject:"Mathematische Optimierung"
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Portfolio selection
Mathematische Optimierung
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First-order black-box oracle
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Ahookhosh, Masoud
Kallsen, Jan
Korn, Ralf
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Journal of economic theory
Mathematical methods of operations research
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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Accelerated first-order methods for large-scale convex optimization : nearly optimal complexity under strong convexity
Ahookhosh, Masoud
- In:
Mathematical methods of operations research
89
(
2019
)
3
,
pp. 319-353
Persistent link: https://www.econbiz.de/10012035488
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2
An optimal subgradient algorithm for large-scale bound-constrained convex optimzation
Ahookhosh, Masoud
;
Neumaier, Arnold
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 123-147
Persistent link: https://www.econbiz.de/10011714390
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3
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
4
A utility maximization approach to hedging in incomplete markets
Kallsen, Jan
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10001428821
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