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  • Search: subject:"Continuous-time portfolio optimization"
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Year of publication
Subject
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Continuous-time portfolio optimization 2 Continuous realization 1 DTH-products 1 Derivatives 1 Discrete vs. 1 Dynamic hybrid products 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 Worst-case control 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Korn, Ralf 2 Hambardzumyan, Hayk 1
Published in...
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Computational Management Science 1 Insurance / Mathematics & economics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Dynamic hybrid products with guarantees : an optimal portfolio framework
Hambardzumyan, Hayk; Korn, Ralf - In: Insurance / Mathematics & economics 84 (2019), pp. 54-66
Persistent link: https://www.econbiz.de/10011990433
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Optimal portfolios: new variations of an old theme
Korn, Ralf - In: Computational Management Science 5 (2008) 4, pp. 289-304
Persistent link: https://www.econbiz.de/10005147267
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