Narrow search
Showing 51 - 60 of 151
Cover Image
Quantitative fund management
Dempster, Michael A. H. (contributor);  … - 2009
chapter Introduction to Quantitative Fund Management -- chapter 1 Trends in Quantitative Equity Management -- chapter 2 Portfolio Optimization under the Value-at-Risk Constraint -- chapter 3 Dynamic Consumption and Asset Allocation with Derivative Securities -- chapter 4 Volatility-Induced...
Persistent link: https://www.econbiz.de/10015069019
Cover Image
Maximum-loss, minimum-win and the Esscher pricing principle
Kovacevic, Raimund - In: IMA journal of management mathematics 23 (2012) 4, pp. 325-339
Persistent link: https://www.econbiz.de/10010127520
Cover Image
Stochastic contagion models without immunity : their long term behaviour and the optimal level of treatment
Kovacevic, Raimund - In: Central European journal of operations research : CEJOR … 26 (2018) 2, pp. 395-421
Persistent link: https://www.econbiz.de/10011866126
Cover Image
Arbitrage conditions for electricity markets with production and storage
Kovacevic, Raimund - In: Computational Management Science : CMS 16 (2019) 4, pp. 671-696
Persistent link: https://www.econbiz.de/10012126683
Cover Image
Valuation and pricing of electricity delivery contracts : the producer's view
Kovacevic, Raimund - 2019
Persistent link: https://www.econbiz.de/10012008596
Cover Image
Medium-term planning for thermal electricity production
Kovacevic, Raimund; Paraschiv, Florentina - In: OR spectrum : quantitative approaches in management 36 (2014) 3, pp. 723-759
Persistent link: https://www.econbiz.de/10010375217
Cover Image
Medium-term planning for thermal electricity production
Kovacevic, Raimund; Paraschiv, Florentina - 2012
Persistent link: https://www.econbiz.de/10010410083
Cover Image
Anwendungen der Zinsstrukturkurve bei Bewertungen von Sozialkapital nach internationalen Standards
Brandner, Stefan; Kovacevic, Raimund - In: RWZ aktuell : Recht & Rechnungswesen 17 (2007) 4, pp. 106-110
Persistent link: https://www.econbiz.de/10003456915
Cover Image
Tree approximation for discrete time stochastic processes : a process distance approach
Kovacevic, Raimund; Pichler, Alois - 2015
Persistent link: https://www.econbiz.de/10011486987
Cover Image
Control systems and mathematical methods in economics : essays in honor of Vladimir M. Veliov
Feichtinger, Gustav (ed.); Kovacevic, Raimund (ed.);  … - 2018
Persistent link: https://www.econbiz.de/10011861059