Wolfgang Putschögl

From MaRDI portal
Person:367561


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!

PublicationDate of PublicationType
Portfolio optimization with non-constant volatility and partial information
Brazilian Journal of Probability and Statistics
2013-09-16Paper
Optimal investment under dynamic risk constraints and partial information
Quantitative Finance
2013-03-14Paper
Optimizing consumption and investment: the case of partial information
Operations Research Proceedings
2011-04-07Paper
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods
Operations Research Proceedings
2011-04-07Paper
Optimal consumption and investment under partial information
Decisions in Economics and Finance
2009-07-13Paper


Research outcomes over time


This page was built for person: Wolfgang Putschögl