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subject:"Portfolio-Management"
type_genre:"Sammlung"
~isPartOf:"Mathematical methods of operations research"
~person:"Chen, Lihua"
~person:"Kraft, Holger"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio-Management
Portfolio selection
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Dynamic programming
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Dynamische Optimierung
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Elasticity
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Elastizität
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Chen, Lihua
Kraft, Holger
Korn, Ralf
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Schwartz, Eduardo S.
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Mathematical methods of operations research
European journal of operational research : EJOR
3
Journal of economic dynamics & control
3
International journal of theoretical and applied finance
2
Finance and stochastics
1
Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Worst-case portfolio optimization in discrete time
Chen, Lihua
;
Korn, Ralf
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
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2
Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger
;
Steffensen, Mogens
- In:
Mathematical methods of operations research
63
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
Saved in:
3
Elasticity approach to portfolio optimization
Kraft, Holger
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 159-182
Persistent link: https://www.econbiz.de/10001788410
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