R. Portait
From MaRDI portal
Person:236823
Available identifiers
zbMath Open portait.rolandMaRDI QIDQ236823
List of research outcomes
| This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Capital Market Finance | 2021-09-14 | Paper |
| Optimal portfolio allocations with tracking error volatility and stochastic hedging constraints | 2014-01-23 | Paper |
| Pricing stock and bond derivatives with a multi-factor Gaussian model | 2002-09-04 | Paper |
| Dynamic asset allocation with mean variance preferences and a solvency constraint | 2002-03-03 | Paper |
Research outcomes over time
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