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subject:"Portfolio selection"
~subject:"Duality"
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Search: subject_exact:"Duales Optimierungsproblem"
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Portfolio selection
Duality
Duales Optimierungsproblem
278
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177
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45
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43
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Optimal investment problem under behavioral setting : a Lagrange duality perspective
Bi, Xiuchun
;
Cui, Zhenyu
;
Fan, Jiacheng
;
Yuan, Lvning
; …
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014480345
Saved in:
2
Multi-constrained optimal reinsurance model from the duality perspectives
Cheung, Ka Chun
;
He, Wanting
;
Wang, He
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 199-214
Persistent link: https://www.econbiz.de/10014466212
Saved in:
3
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:
4
Understanding culture as a dynamic holarchic duality
Lowe, Sid
;
Rod, Michel
- In:
Industrial marketing management : the international …
91
(
2020
),
pp. 82-91
Persistent link: https://www.econbiz.de/10012421674
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5
Optimal investment with random endowments and transaction costs : duality theory and shadow prices
Bayraktar, Erhan
;
Yu, Xiang
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 253-286
Persistent link: https://www.econbiz.de/10012055802
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6
Convex duality for Epstein-Zin stochastic differential utility
Matoussi, Anis
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 991-1019
Persistent link: https://www.econbiz.de/10012166994
Saved in:
7
Contractive dual methods for incentive problems
Messner, Matthias
;
Pavoni, Nicola
;
Sleet, Christopher
-
2012
-
This version: July, 2012
Persistent link: https://www.econbiz.de/10011817969
Saved in:
8
A set optimization approach to utility maximization under transaction costs
Hamel, Andreas
;
Calder-Wang, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
40
(
2017
)
1/2
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011997740
Saved in:
9
Quasi-linear integrability
Nocke, Volker
;
Schutz, Nicolas
- In:
Journal of economic theory
169
(
2017
),
pp. 603-628
Persistent link: https://www.econbiz.de/10011747984
Saved in:
10
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
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