nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A combined stochastic programming and optimal control approach to personal finance and pensions
|
Konicz, Agnieszka Karolina |
|
2014 |
37 |
3 |
p. 583-616 |
artikel |
2 |
A general test for SSD portfolio efficiency
|
Kopa, Miloš |
|
2014 |
37 |
3 |
p. 703-734 |
artikel |
3 |
A linear risk-return model for enhanced indexation in portfolio optimization
|
Bruni, Renato |
|
2014 |
37 |
3 |
p. 735-759 |
artikel |
4 |
Approximating multivariate Markov chains for bootstrapping through contiguous partitions
|
Cerqueti, Roy |
|
2015 |
37 |
3 |
p. 803-841 |
artikel |
5 |
Choquet-based European option pricing with stochastic (and fixed) strikes
|
Driouchi, Tarik |
|
2014 |
37 |
3 |
p. 787-802 |
artikel |
6 |
Data-driven portfolio management with quantile constraints
|
Çetinkaya, Elçin |
|
2015 |
37 |
3 |
p. 761-786 |
artikel |
7 |
Financial Optimization: optimization paradigms and financial planning under uncertainty
|
Consigli, Giorgio |
|
2015 |
37 |
3 |
p. 553-557 |
artikel |
8 |
Jump-diffusion asset–liability management via risk-sensitive control
|
Davis, Mark H. A. |
|
2014 |
37 |
3 |
p. 655-675 |
artikel |
9 |
Portfolio optimization in a defaultable Lévy-driven market model
|
Pagliarani, Stefano |
|
2014 |
37 |
3 |
p. 617-654 |
artikel |
10 |
Robust worst-case optimal investment
|
Desmettre, Sascha |
|
2014 |
37 |
3 |
p. 677-701 |
artikel |
11 |
Structure of risk-averse multistage stochastic programs
|
Dupačová, Jitka |
|
2014 |
37 |
3 |
p. 559-582 |
artikel |