| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A utility maximization approach to hedging in incomplete markets
|
Kallsen, Jan
|
|
1999
|
50 |
2 |
p. 321-338
|
artikel
|
| 2 |
Consumption and portfolio selection with labor income: A discrete-time approach
|
Koo, Hyeng Keun
|
|
1999
|
50 |
2 |
p. 219-243
|
artikel
|
| 3 |
Financial Optimization(Special Issue of Mathematical Methods of Operations Research)
|
,
|
|
1999
|
50 |
2 |
p. 165-166
|
artikel
|
| 4 |
On value preserving and growth optimal portfolios
|
Korn, Ralf
|
|
1999
|
50 |
2 |
p. 189-218
|
artikel
|
| 5 |
Optimal investment and consumption models with non-linear stock dynamics
|
Zariphopoulou, Thaleia
|
|
1999
|
50 |
2 |
p. 271-296
|
artikel
|
| 6 |
Portfolio optimization via stochastic programming: Methods of output analysis
|
Dupačová, Jitka
|
|
1999
|
50 |
2 |
p. 245-270
|
artikel
|
| 7 |
Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times
|
Frey, Rüdiger
|
|
1999
|
50 |
2 |
p. 339-350
|
artikel
|
| 8 |
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
|
Bielecki, Tomasz
|
|
1999
|
50 |
2 |
p. 167-188
|
artikel
|
| 9 |
Stochastic orders and their applications in financial optimization
|
Kijima, Masaaki
|
|
1999
|
50 |
2 |
p. 351-372
|
artikel
|
| 10 |
Super-replication under proportional transaction costs: From discrete to continuous-time models
|
Touzi, Nizar
|
|
1999
|
50 |
2 |
p. 297-320
|
artikel
|
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