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Search: subject_exact:"Duales Optimierungsproblem"
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Portfolio selection
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Duales Optimierungsproblem
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45
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41
Optimal portfolios with lower partial moment constraints and LPM-risk-optimal martingale measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
18
(
2008
)
2
,
pp. 317-331
Persistent link: https://www.econbiz.de/10003683293
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42
Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003410640
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43
Empirical copulas for CDO trance pricing using relative entropy
Dempster, Michael A. H.
;
Medova, Elena A.
;
Yang, Seung W.
- In:
International journal of theoretical and applied finance
10
(
2007
)
4
,
pp. 679-701
Persistent link: https://www.econbiz.de/10003503370
Saved in:
44
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
-
2007
Persistent link: https://www.econbiz.de/10003593049
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45
Duality in optimal investment and consumption problems with market fricitions
Klein, Irene
;
Rogers, Leonard C. G.
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10003543127
Saved in:
46
Multi-output firm under price uncertainty
Hennessy, David A.
- In:
Journal of economics & business
58
(
2006
)
3
,
pp. 181-201
Persistent link: https://www.econbiz.de/10003320155
Saved in:
47
Directional duality theory
Färe, Rolf
;
Primont, Daniel A.
- In:
Economic theory : official journal of the Society for …
29
(
2006
)
1
,
pp. 239-247
Persistent link: https://www.econbiz.de/10003359985
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48
Duality theory of non-convex technologies
Kuosmanen, Timo
- In:
Journal of productivity analysis
20
(
2003
)
3
,
pp. 273-304
Persistent link: https://www.econbiz.de/10001845300
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49
Stochastic growth : a duality approach
Roche, Hervé
- In:
Journal of economic theory
113
(
2003
)
1
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001846950
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50
On the optimal portfolio for the exponential utility maximization: remarks to the six-author paper
Kabanov, Jurij M.
;
Stricker, Christophe
- In:
Mathematical finance : an international journal of …
12
(
2002
)
2
,
pp. 125-134
Persistent link: https://www.econbiz.de/10001686231
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