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~subject:"Portfolio selection"
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Portfolio selection
Option pricing theory
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Optionspreistheorie
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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Derivat
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Optionsgeschäft
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Zinsstruktur
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Credit risk
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Diskontierung
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Eigenfunction expansions
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Markov chain
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Börsenkurs
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Mean Reversion
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Optimal stopping
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Portfolio-Management
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Risikoprämie
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Risk premium
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Share price
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1943-2005
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Linetsky, Vadim
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Golbeck, Steven
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Peng, Yiming
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research
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ECONIS (ZBW)
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Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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Partially egalitarian portfolio selection
Peng, Yiming
;
Linetsky, Vadim
- In:
Operations research letters : a journal of INFORMS …
52
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10015048960
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3
Asset financing with credit risk
Golbeck, Steven
;
Linetsky, Vadim
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 43-59
Persistent link: https://www.econbiz.de/10009675556
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