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- dependent parameters under constraints and its application to the investment portfolio optimization 2007-06-14 Paper Predictive control of random-parameter systems...10 bytes (18 words) - 04:06, 13 December 2023
- multiplicative noise. Application to investment portfolio optimization 2005-08-08 Paper Dynamic control of the investment portfolio in the jump-diffusion financial...10 bytes (18 words) - 16:36, 12 December 2023
- dependent parameters under constraints and its application to the investment portfolio optimization 2007-06-14 Paper Predictive control of random-parameter systems...10 bytes (18 words) - 09:57, 25 September 2023
- Markovian jumps under constraints and its application to the investment portfolio optimization 2012-03-01 Paper...10 bytes (18 words) - 09:47, 24 September 2023
- of Publication Type Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange 2020-09-03 Paper...10 bytes (16 words) - 22:44, 27 December 2023
- shape 2008-11-10 Paper Polyhedral coherent risk measures and investment portfolio optimization 2008-09-24 Paper https://portal.mardi4nfdi.de/entity/Q3499556...10 bytes (18 words) - 22:22, 24 September 2023
- of Publication Type Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange 2020-09-03 Paper https://portal.mardi4nfdi...10 bytes (18 words) - 01:41, 28 December 2023
- mean-variance post-tax optimization 2007-10-25 Paper Worst-case robust decisions for multi-period mean-variance portfolio optimization 2007-08-27 Paper https://portal...10 bytes (16 words) - 18:57, 9 December 2023
- of Publication Type Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange 2020-09-03 Paper https://portal.mardi4nfdi...10 bytes (17 words) - 20:00, 24 September 2023
- DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification...10 bytes (18 words) - 01:56, 11 December 2023
- Applications of Global Optimization to Portfolio Analysis 2007-10-24 Paper Studies on a general stock-bond integrated portfolio optimization model 2007-03-20...10 bytes (17 words) - 10:45, 8 December 2023
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets 2014-01-09 Paper Multi-period portfolio optimization for asset-liability...10 bytes (17 words) - 03:08, 10 December 2023
- 2023-06-01 Paper PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION 2021-10-20 Paper The...10 bytes (20 words) - 18:12, 13 December 2023
- convexity and vector optimization 2008-10-30 Paper Fuzzy portfolio optimization. Theory and methods 2008-07-08 Paper Continuous-time portfolio selection with...10 bytes (18 words) - 03:44, 9 December 2023
- Regime Switching System 2023-05-04 Paper Mean-variance portfolio selection with random investment horizon 2023-03-29 Paper Open-loop solvability for mean-field...10 bytes (16 words) - 15:26, 10 December 2023
- CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK 2013-10-11 Paper Consumption-portfolio optimization with recursive...10 bytes (18 words) - 19:21, 11 December 2023
- 2016-12-20 Paper OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK 2016-11-01 Paper Dynamic credit investment in partially observed markets...10 bytes (16 words) - 01:58, 12 December 2023
- Paper Optimal reinsurance-investment and dividends problem with fixed transaction costs 2021-06-09 Paper Optimal investment problem with delay under partial...10 bytes (17 words) - 13:46, 10 December 2023
- 2012-02-19 Paper Diffusion Models of Asset Prices 2012-01-10 Paper Portfolio Optimization 2012-01-10 Paper American chooser options 2009-08-07 Paper Monte...10 bytes (18 words) - 02:17, 10 December 2023
- Estimation of portfolio efficiency via stochastic DEA 2022-09-15 Paper Time-consistent strategies for multi-period mean-variance portfolio optimization with the...10 bytes (16 words) - 20:01, 13 December 2023
