//--> //--> //--> //-->
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
Implied risk aversion : an alt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
11
Language
All
Undetermined
11
Author
All
Sass, Jörn
6
Seifried, Frank Thomas
4
Busch, Michael
1
Elliott, Robert J.
1
Frühwirth-Schnatter, Sylvia
1
Hahn, Markus
1
Haussmann, Ulrich G.
1
Herzog, Roland
1
Korn, Ralf
1
Kraft, Holger
1
Krishnamurthy, Vikram
1
Kunisch, Karl
1
Steffensen, Mogens
1
Thomas Seifried, Frank
1
Wunderlich, Ralf
1
more ...
less ...
Published in...
All
Mathematical methods of operations research
4
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Operations research, Management science : OR MS ; the international literature digest
1
The econometrics journal
1
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
119
RePEc
21
EconStor
13
Other ZBW resources
3
BASE
1
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio optimization under transaction costs in the CRR model
Sass, Jörn
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 239-260
Persistent link: https://www.econbiz.de/10006607246
Saved in:
2
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain
Sass, Jörn
;
Haussmann, Ulrich G.
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 553-578
Persistent link: https://www.econbiz.de/10008223280
Saved in:
3
Estimating models based on Markov jump processes given fragmented observation series
Hahn, Markus
;
Frühwirth-Schnatter, Sylvia
;
Sass, Jörn
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
93
(
2009
)
4
,
pp. 403-426
Persistent link: https://www.econbiz.de/10008352239
Saved in:
4
Moment based regression algorithms for drift and volatility estimation in continuous-time Markov switching models
Elliott, Robert J.
;
Krishnamurthy, Vikram
;
Sass, Jörn
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10008077663
Saved in:
5
Primal-dual methods for the computation of trading regions under proportional transaction costs
Herzog, Roland
;
Kunisch, Karl
;
Sass, Jörn
- In:
Mathematical methods of operations research
77
(
2013
)
1
,
pp. 101-130
Persistent link: https://www.econbiz.de/10010070739
Saved in:
6
Optimal portfolio policies under bounded expected loss and partial information
Sass, Jörn
;
Wunderlich, Ralf
- In:
Mathematical methods of operations research
72
(
2010
)
1
,
pp. 25-62
Persistent link: https://www.econbiz.de/10008453400
Saved in:
7
OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY‐BASED CONTROL FRAMEWORK
Busch, Michael
;
Korn, Ralf
;
Seifried, Frank Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 687-717
Persistent link: https://www.econbiz.de/10010161821
Saved in:
8
Consumption-portfolio optimization with recursive utility in incomplete markets
Kraft, Holger
;
Seifried, Frank Thomas
;
Steffensen, Mogens
- In:
Finance and stochastics
17
(
2012
)
1
,
pp. 161-196
Persistent link: https://www.econbiz.de/10010057623
Saved in:
9
Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
Seifried, Frank Thomas
- In:
Mathematics of operations research
35
(
2010
)
3
,
pp. 559-580
Persistent link: https://www.econbiz.de/10008454288
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->