Works matching IS 09492984 AND DT 2001 AND VI 5 AND IP 4
Results: 8
Risk-minimizing hedging strategies for insurance payment processes.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 4, p. 419
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- Article
Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 4, p. 447, doi. 10.1007/s007800000032
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- Article
Equity portfolios generated by functions of ranked market weights.
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- Finance & Stochastics, 2001, v. 5, n. 4, p. 469, doi. 10.1007/s007800100044
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- Article
Existence and structure of stochastic equilibria with intertemporal substitution.
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- Finance & Stochastics, 2001, v. 5, n. 4, p. 487
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- Article
Stochastic flows and the forward measure.
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- Finance & Stochastics, 2001, v. 5, n. 4, p. 511, doi. 10.1007/s007800000039
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- Article
Optimal risk control for a large corporation in the presence of returns on investments.
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- Finance & Stochastics, 2001, v. 5, n. 4, p. 527
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- Article
Black and Scholes pricing and markets with transaction costs: An example.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 4, p. 549, doi. 10.1007/s007800100045
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- Article
Minimax and minimal distance martingale measures and their relationship to portfolio optimization.
- Published in:
- Finance & Stochastics, 2001, v. 5, n. 4, p. 557, doi. 10.1007/s007800100052
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- Article