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Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan - In: Computational economics 29 (2007) 3, pp. 333-354
Persistent link: https://www.econbiz.de/10007721062
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Portfolio optimization when risk factors are conditionally varying and heavy tailed
Doganoglu, Toker; Hartz, Christoph; Mittnik, Stefan - In: Computational economics 29 (2007) 3/4, pp. 333-354
Persistent link: https://www.econbiz.de/10003493814
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Comparing accuracy of second-order approximation and dynamic programming
Becker, Stephanie; Grüne, Lars; Semmler, Willi - In: Computational economics 30 (2007) 1, pp. 65-92
Persistent link: https://www.econbiz.de/10007744388
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Intertemporal asset allocation when the underlying factors are unobservable
Chiarella, Carl; Hsiao, Chih-Ying; Semmler, Willi - In: Computational economics 29 (2007) 3, pp. 383-418
Persistent link: https://www.econbiz.de/10007770696
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Asset pricing with dynamic programming
Grüne, Lars; Semmler, Willi - In: Computational economics 29 (2007) 3, pp. 233-266
Persistent link: https://www.econbiz.de/10007721066
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Introduction
Semmler, Willi - In: Computational economics 29 (2007) 3, pp. 229-232
Persistent link: https://www.econbiz.de/10007721067
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Estimating an Endogenous Growth Model with Public Capital and Government Borrowing: U.S. and Germany 1960-1995
Greiner, Alfred; Semmler, Willi; Gong, Gang - In: Computational economics 23 (2004) 1, pp. 21-44
Persistent link: https://www.econbiz.de/10007029430
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Solving Nonlinear Dynamic Models by Iterative Dynamic Programming
Semmler, Willi - In: Computational economics 8 (1995) 2, pp. 127
Persistent link: https://www.econbiz.de/10007082731
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An Economic Model of Oil Exploration and Extraction
Greiner, Alfred; Semmler, Willi; Mette, Tobias - In: Computational economics 40 (2012) 4, pp. 387-400
Persistent link: https://www.econbiz.de/10010039937
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Monetary policy and the evolution of wealth disparity : an assessment using US survey of consumer finance data
Parker, Damien Nicholas; Semmler, Willi - In: Computational economics 64 (2024) 6, pp. 3509-3541
Persistent link: https://www.econbiz.de/10015144251