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Portfolio optimization under partial information and convex constraints in a hidden Markov model
Sass, Jörn - In: Operations research proceedings 2005 : selected papers …, (pp. 223-228). 2006
Persistent link: https://www.econbiz.de/10003347537
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Optimal portfolio policies under bounded expected loss and partial information
Sass, Jörn; Wunderlich, Ralf - In: Mathematical methods of operations research 72 (2010) 1, pp. 25-61
Persistent link: https://www.econbiz.de/10008652566
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Optimal consumption and investment under partial information
Putschögl, Wolfgang; Sass, Jörn - In: Decisions in economics and finance : DEF ; a journal of … 31 (2008) 2, pp. 137-170
Persistent link: https://www.econbiz.de/10003771480
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Optimal portfolios under bounded shortfall risk and partial information
Wunderlich, Ralf; Sass, Jörn; Gabih, Abdelali - In: Operations research proceedings 2006 : selected papers …, (pp. 581-586). 2007
Persistent link: https://www.econbiz.de/10003472251
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Continuous-time portfolio optimization under partial information and convex constraints : deriving explicit results
Vonwirth, Christian - 2017
Persistent link: https://www.econbiz.de/10012659449