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~person:"Grant, Simon"
~person:"Pflug, Georg"
~subject:"Theorie"
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Pflug, Georg
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Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Quantitative fund management
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Stochastic optimization: theory and applications
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Uncertainty and risk : mental, formal, experimental representations
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The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
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2
The value of perfect information as a risk measure
Pflug, Georg
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 275-291)
.
2004
Persistent link: https://www.econbiz.de/10003488178
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3
Ambiguity in portfolio selection
Pflug, Georg
;
Wozabal, David
- In:
Quantitative fund management
,
(pp. 377-391)
.
2009
Persistent link: https://www.econbiz.de/10003797018
Saved in:
4
Conjectures, refutations and discoveries : incorporating new knowledge in models of belief and choice under uncertainty
Grant, Simon
;
Quiggin, John C.
- In:
Uncertainty and risk : mental, formal, experimental …
,
(pp. 9-25)
.
2007
Persistent link: https://www.econbiz.de/10003624084
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