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Value preserving portfolio strategies in continuous-time models
Korn, Ralf - In: Mathematical methods of operations research 45 (1997) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10001217618
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Value preserving portfolio strategies and the minimal martingale measure
Korn, Ralf - In: Mathematical methods of operations research 47 (1998) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001242925
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Worst-case portfolio optimization in discrete time
Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227
Persistent link: https://www.econbiz.de/10012132709
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Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel; Ṥikić, Mario - In: Mathematical methods of operations research 90 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
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Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates
Tan, Jiyang; Li, Chun; Li, Ziqiang; Xiangqun, Yang; … - In: Mathematical methods of operations research 82 (2015) 1, pp. 61-83
Persistent link: https://www.econbiz.de/10011308397
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Downside loss aversion : winner or loser?
Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233
Persistent link: https://www.econbiz.de/10010526371
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Downside loss aversion : winner or loser?
Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
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Complete markets do not not allow free cash flow streams
Bäuerle, Nicole; Grether, Stefanie - In: Mathematical methods of operations research 81 (2015) 2, pp. 137-146
Persistent link: https://www.econbiz.de/10010526383
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Mean-variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics
Singh, Arti; Selvamuthu, Dharmaraja - In: Mathematical methods of operations research 86 (2017) 1, pp. 29-69
Persistent link: https://www.econbiz.de/10011714373
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Better than pre-committed optimal mean-variance policy in a jump diffusion market
Shi, Yun; Li, Xun; Cui, Xiangyu - In: Mathematical methods of operations research 85 (2017) 3, pp. 327-347
Persistent link: https://www.econbiz.de/10011714505