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Stochastic model predictive control and portfolio optimization
Herzog, Florian; Dondi, Gabriel; Geering, Hans P. - In: International journal of theoretical and applied finance 10 (2007) 2, pp. 203-233
Persistent link: https://www.econbiz.de/10003441946
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Optimal portfolio construction under partial information for a balanced fund
Keel, Simon; Herzog, Florian; Geering, Hans Peter; … - In: International journal of theoretical and applied finance 10 (2007) 6, pp. 1015-1042
Persistent link: https://www.econbiz.de/10003630993