Financial Optimization: (Special Issue of Mathematical Methods of Operations Research).
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 165
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- Publication type:
- Article
Works matching IS 14322994 AND DT 1999 AND VI 50 AND IP 2
Results: 10
1
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On value preserving and growth optimal portfolios.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 189, doi. 10.1007/s001860050095
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- Article
3
Consumption and portfolio selection with labor income: A discrete-time approach.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 219, doi. 10.1007/s001860050096
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- Article
4
Optimal investment and consumption models with non-linear stock dynamics.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 271, doi. 10.1007/s001860050098
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- Article
5
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 167, doi. 10.1007/s001860050094
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- Publication type:
- Article
6
Portfolio optimization via stochastic programming: Methods of output analysis.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 245
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- Publication type:
- Article
7
Super-replication under proportional transaction costs: From discrete to continuous-time models.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 297, doi. 10.1007/s001860050099
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- Publication type:
- Article
8
A utility maximization approach to hedging in incomplete markets.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 321, doi. 10.1007/s001860050100
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- Article
9
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times.
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- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 339, doi. 10.1007/s001860050101
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- Publication type:
- Article
10
Stochastic orders and their applications in financial optimization.
- Published in:
- Mathematical Methods of Operations Research, 1999, v. 50, n. 2, p. 351, doi. 10.1007/s001860050102
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- Publication type:
- Article