Search Results - subject:"Allocation constraints"

Escobar-Anel, Marcos; Kschonnek, Michel; Zagst, Rudi - In: Mathematical Methods of Operations Research 95 (2022) 1, pp. 101-140

allocation constraints to derive equivalent optimality conditions for our setting with additional bounds on terminal wealth. The …

Persistent link: https://www.econbiz.de/10015328812

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

Escobar, Marcos; Kschonnek, M.; Zagst, Rudi - In: Quantitative finance 23 (2023) 12, pp. 1793-1813

Persistent link: https://www.econbiz.de/10014452471

Goossens, Dries; Onderstal, Sander; Pijnacker, Jan; … - In: Interfaces : the INFORMS journal on the practice of … 44 (2014) 4, pp. 351-363

Persistent link: https://www.econbiz.de/10010402933