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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10003285476
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Portfolio problems stopping at first hitting time with application to default risk
Kraft, Holger; Steffensen, Mogens - In: Mathematical methods of operations research 63 (2006) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10006604818
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Optimal investment with deferred capital gains taxes : a simple martingale method approach
Seifried, Frank Thomas - In: Mathematical methods of operations research 71 (2010) 1, pp. 181-199
Persistent link: https://www.econbiz.de/10003958350
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Elasticity approach to portfolio optimization
Kraft, Holger - In: Mathematical methods of operations research 58 (2003) 1, pp. 159-182
Persistent link: https://www.econbiz.de/10001788410
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The cutting power of preparation
Seifried, Frank Thomas - In: Mathematical methods of operations research 71 (2010) 1, pp. 85-102
Persistent link: https://www.econbiz.de/10008382715
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Elasticity approach to portfolio optimization
Kraft, Holger - In: Mathematical methods of operations research 58 (2003) 1, pp. 159
Persistent link: https://www.econbiz.de/10006612655