//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust utility maximization in...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
14
Language
All
Undetermined
14
Author
All
Schied, Alexander
9
Hernández-Hernández, Daniel
5
Cavazos-Cadena, Rolando
2
Bielecki, Tomasz
1
Fernández, Begoña
1
Fleming, Wendell H.
1
Föllmer, Hans
1
Gatheral, Jim
1
Lorenz, Christopher
1
Meda, Ana
1
Pliska, Stanley R.
1
Saavedra, Patricia
1
Schoneborn, Torsten
1
Schöneborn, Torsten
1
Slynko, Alla
1
Tehranchi, Michael
1
more ...
less ...
Published in...
All
Finance and stochastics
5
Mathematical methods of operations research
4
Applied mathematical finance
2
Mathematics of operations research
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
OLC EcoSci
ECONIS (ZBW)
67
RePEc
52
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
6
EconStor
6
Other ZBW resources
4
BASE
3
more ...
less ...
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A characterization of exponential functionals in finite Markov chains
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10006608062
Saved in:
2
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
3
An optimal consumption model with stochastic volatility
Fleming, Wendell H.
;
Hernández-Hernández, Daniel
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 245-262
Persistent link: https://www.econbiz.de/10008215827
Saved in:
4
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008086258
Saved in:
5
Discounted Approximations for Risk-Sensitive Average Criteria in Markov Decision Chains with Finite State Space
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematics of operations research
36
(
2011
)
1
,
pp. 133-147
Persistent link: https://www.econbiz.de/10008885695
Saved in:
6
Optimal Investments for Robust Utility Functionals in Complete Market Models
Schied, Alexander
- In:
Mathematics of operations research
30
(
2005
)
3
,
pp. 750-764
Persistent link: https://www.econbiz.de/10006417228
Saved in:
7
Optimal Basket Liquidation for CARA Investors is Deterministic
Schied, Alexander
;
Schoneborn, Torsten
;
Tehranchi, Michael
- In:
Applied mathematical finance
17
(
2010
)
6
,
pp. 471-490
Persistent link: https://www.econbiz.de/10008713931
Saved in:
8
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Schied, Alexander
;
Schöneborn, Torsten
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 181-204
Persistent link: https://www.econbiz.de/10008211981
Saved in:
9
Convex measures of risk and trading constraints
Föllmer, Hans
;
Schied, Alexander
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 429-448
Persistent link: https://www.econbiz.de/10008216167
Saved in:
10
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Schied, Alexander
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 107-130
Persistent link: https://www.econbiz.de/10008222116
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->