scientific article; zbMATH DE number 5122486
From MaRDI portal
Publication:3419212
Cited in
(43)- Use of stochastic and mathematical programming in portfolio theory and practice
- Use of stochastic control theory to model a forest management system
- Ruin problems and myopic portfolio optimization in continuous trading
- Expectation dependence of random variables, with an application in portfolio theory
- Immunization of multiple liabilities
- On the theory of risk aversion and the theory of risk
- Approximating the admissible set in stochastic dominance
- Quality and inventory issues within the newsboy problem
- Differentiability, comparative statics, and non-expected utility preference
- Selecting optimal linear production systems in multiple criteria environments
- Continua of stochastic dominance relations for bounded probability distributions
- Stochastic models for bond prices, function space integrals and immunization theory
- The diversification of currency loans: A comparison between safety-first and mean-variance criteria
- Challenges in stochastic programming
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
- Stochastic accelerated alternating direction method of multipliers with importance sampling
- Models and model value in stochastic programming
- A model of social welfare improving transfers
- Stochastic optimisation and control applied to finance
- Stochastic programming in financial modelling
- The analysis of risky portfolios by geometric programming
- Optimal portfolio investment in a dynamic horizon
- Optimal portfolio selection
- Optimization with an uncertain objective
- Linear allocation rules under uncertainty
- Optimization in decision analysis, marketing and financial investments
- Bibliography in fractional programming
- RISK‐AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS1
- scientific article; zbMATH DE number 2174796 (Why is no real title available?)
- scientific article; zbMATH DE number 764441 (Why is no real title available?)
- Optimization of Two-Level Discount Values Using Queueing Tandem Model with Feedback
- Investing for Retirement
- Stochastic differential equations in finance
- Computation of Descent Directions in Stochastic Optimization Problems with Invariant Distributions
- Computation of Descent Directions in Stochastic Optimization Problems with Invariant Distributions
- Stochastic differential equations in finance
- Fractional growth portfolio investment
- Dual dominance: how Harry Markowitz and William Ziemba impacted portfolio management
- Relative risk aversion must be close to 1
- Optimal deterministic asset-liability management with uncertain time horizon under mean-variance criterion
- Portfolio optimization based on exponential utility criterion in the fractional and rough Heston models
- Multivariate decision-making under risk aversion
- Stochastic network optimization models for investment planning
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3419212)