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Mean-Variance Efficiency and I...
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Leitner, Johannes
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1
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10004779058
Saved in:
2
Mean variance efficiency and intertemporal price for risk
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10004779063
Saved in:
3
Convergence of arbitrage free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10004593847
Saved in:
4
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001450616
Saved in:
5
Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544834
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6
Utility maximization and duality
Leitner, Johannes
-
2000
Persistent link: https://www.econbiz.de/10001544835
Saved in:
7
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Saved in:
8
Individual forecasting behavior
Leitner, Johannes
- In:
Central European journal of operations research : CEJOR …
17
(
2009
)
1
,
pp. 65-80
Persistent link: https://www.econbiz.de/10009866767
Saved in:
9
Balayage monotonous risk measures
Leitner, Johannes
- In:
International journal of theoretical and applied finance
7
(
2004
)
7
,
pp. 887-900
Persistent link: https://www.econbiz.de/10002420730
Saved in:
10
A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
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