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~subject:"Portfolio selection"
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Portfolio selection
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Pennanen, Teemu
11
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1
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1
Operations research proceedings 2006 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), jointly organized with the Austrian Society of Operations Research (ÖGOR) and the Swiss Society of Operations Research (SVOR), Karlsruhe, September 6 - 8 2006 ; with 79 tables
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1
Optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 733-754
Persistent link: https://www.econbiz.de/10010413679
Saved in:
2
Arbitrage and deflators in illiquid markets
Pennanen, Teemu
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10008824135
Saved in:
3
Dual representation of superhedging costs in illiquid markets
Pennanen, Teemu
- In:
Mathematics and financial economics
5
(
2011
)
4
,
pp. 233-248
Persistent link: https://www.econbiz.de/10009549054
Saved in:
4
Convex duality in stochastic optimization and mathematical finance
Pennanen, Teemu
- In:
Mathematics of operations research
36
(
2011
)
2
,
pp. 340-362
Persistent link: https://www.econbiz.de/10009162067
Saved in:
5
Financial optimization
Pennanen, Teemu
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 113)
.
2007
Persistent link: https://www.econbiz.de/10003470343
Saved in:
6
Cashflow-driven investment beyond expectations
Alvares Maffra, Sergio
;
Pennanen, Teemu
- In:
Scandinavian actuarial journal
2024
(
2024
)
10
,
pp. 1093-1118
Persistent link: https://www.econbiz.de/10015188246
Saved in:
7
Optimal construction of a fund of funds
Hilli, Petri
;
Koivu, Matti
;
Pennanen, Teemu
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 207-221)
.
2010
Persistent link: https://www.econbiz.de/10008746610
Saved in:
8
Optimal construction of a fund of funds
Hilli, Petri
;
Koivu, Matti
;
Pennanen, Teemu
- In:
Interest rate models, asset allocation and quantitative …
,
(pp. 207-221)
.
2010
Persistent link: https://www.econbiz.de/10003940938
Saved in:
9
Convex duality in optimal investment and contingent claim valuation in illiquid markets
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 733-771
Persistent link: https://www.econbiz.de/10011946560
Saved in:
10
Existence of solutions in non-convex dynamic programming and optimal investment
Pennanen, Teemu
;
Perkkiö, Ari-Pekka
;
Rásonyi, Miklós
- In:
Mathematics and financial economics
11
(
2017
)
2
,
pp. 173-188
Persistent link: https://www.econbiz.de/10011900537
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