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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"El Karoui, Nicole"
~subject:"Portfolio selection"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Decisions in economics and finance : a journal of applied mathematics
1
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Constrained optimization with respect to stochastic dominance : application to portfolio insurance
El Karoui, Nicole
;
Meziou, Asma
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10003336865
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Pricing via utility maximization and entropy
Rouge, Richard
;
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
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