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~isPartOf:"Mathematical methods of operations research"
~person:"Charpentier, Arthur"
~person:"Delong, Łukasz"
~person:"Schäl, Manfred"
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Charpentier, Arthur
Delong, Łukasz
Schäl, Manfred
Korn, Ralf
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Astin bulletin : the journal of the International Actuarial Association
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Estimating allocations for Value-at-Risk portfolio optimization
Charpentier, Arthur
;
Oulidi, Abder
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 395-410
Persistent link: https://www.econbiz.de/10003858251
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2
Mean-variance portfolio selection for a non-life insurance company
Delong, Łukasz
;
Gerrard, Russell
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 339-367
Persistent link: https://www.econbiz.de/10003564155
Saved in:
3
Price systems constructed by optimal dynamic portfolios
Schäl, Manfred
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 375-397
Persistent link: https://www.econbiz.de/10001519650
Saved in:
4
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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