Narrow search
Showing 1 - 10 of 96
Cover Image
Utility maximization and duality
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10004779058
Cover Image
Mean variance efficiency and intertemporal price for risk
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10004779063
Cover Image
Convergence of arbitrage free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10004593847
Cover Image
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001450616
Cover Image
Mean-variance efficiency and intertemporal price for risk
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544834
Cover Image
Utility maximization and duality
Leitner, Johannes - 2000
Persistent link: https://www.econbiz.de/10001544835
Cover Image
Utility maximization, duality, price for risk, semimartingale represenations & continuous time CAPM
Leitner, Johannes - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001626257
Cover Image
Individual forecasting behavior
Leitner, Johannes - In: Central European journal of operations research : CEJOR … 17 (2009) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10009866767
Cover Image
Balayage monotonous risk measures
Leitner, Johannes - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 887-900
Persistent link: https://www.econbiz.de/10002420730
Cover Image
A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 649-651
Persistent link: https://www.econbiz.de/10003121136