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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Forsyth, Peter A."
~person:"Rudloff, Birgit"
~subject:"Optionsgeschäft"
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Portfolio-Management
United States
Optionsgeschäft
Portfolio selection
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Theorie
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Mathematical programming
2
Mathematische Optimierung
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Forsyth, Peter A.
Rudloff, Birgit
Korn, Ralf
6
Fabozzi, Frank J.
5
Konno, Hiroshi
5
Platen, Eckhard
5
Kim, Young Shin
3
Kwok, Yue-Kuen
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Schoutens, Wim
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Lo, C. F.
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Meister, Bernhard K.
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Overbeck, Ludger
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Pham, Huyên
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
Applied mathematical finance
3
European journal of operational research : EJOR
3
ASTIN bulletin : the journal of the International Actuarial Association
2
Insurance / Mathematics & economics
2
Quantitative finance
2
The journal of computational finance
2
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of risk and financial management : JRFM
1
Mathematics and financial economics
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
5
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1
Practical investment consequences of the scalarization parameter formulation in dynamic mean - variance portfolio optimization
Staden, Pieter M. van
;
Dang, Duy Minh
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012662021
Saved in:
2
Robust asset allocation for long-term target-based investing
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011686943
Saved in:
3
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
4
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
5
Comparison of mean variance like strategies for optimal asset allocation problems
Wang, J.
;
Forsyth, Peter A.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009624512
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