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type:"article"
~person:"Korn, Ralf"
~person:"Post, Thierry"
~subject:"Dynamic programming"
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Korn, Ralf
Post, Thierry
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Mathematical methods of operations research
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Review of finance : journal of the European Finance Association
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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
Empirical tests for stochastic dominance optimality
Post, Thierry
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 793-810
Persistent link: https://www.econbiz.de/10011803305
Saved in:
3
On value preserving and growth optimal portfolios
Korn, Ralf
;
Schäl, Manfred
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 189-218
Persistent link: https://www.econbiz.de/10001428084
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