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~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Brandt, Michael W."
~person:"Zagst, Rudi"
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Brandt, Michael W.
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Portfolio optimization : not necessarily concave utility and constraints on wealth and allocation
Escobar, Marcos
;
Kschonnek, Michel
;
Zagst, Rudi
- In:
Mathematical methods of operations research : ZOR
95
(
2022
)
1
,
pp. 101-140
Persistent link: https://www.econbiz.de/10013184223
Saved in:
2
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
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3
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
4
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
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