Optimal portfolios when stock prices follow an exponential Lévy...
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Susanne Emmer () Claudia Klüppelberg () Abstract: We investigate some portfolio problems that consist of maximizing expected terminal wealth under the constraint of an
Claudia Klüppelberg - The Mathematics Genealogy Project
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Susanne Emmer: Technische Universität München: 2002: Habib Esmaeili: Technische Universität München: 2011: Vicky Fasen: Technische Universität München: 2004:
Optimal Portfolios with Bounded Capital at Risk | Susanne Emmer ...booksc.eu › book
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Optimal Portfolios with Bounded Capital at Risk | Susanne Emmer; Claudia Klüppelberg; Ralf Korn | download | BookSC. Download books for free. Find books.
Optimal portfolios when stock prices follow an exponential Lévy ...in.art1lib.com › book › ddde13
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Optimal portfolios when stock prices follow an exponential Lévy process. Susanne Emmer, Claudia Klüppelberg. यह पुस्तक आपको कितनी ...
OPTIMAL PORTFOLIOS WITH BOUNDED CAPITAL-AT-RISKciteseerx.ist.psu.edu › viewdoc › summary
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by S Emmer · Cited by 187 — author = {Susanne Emmer and Claudia Klüppelberg and Ralf Korn}, title = {OPTIMAL PORTFOLIOS WITH BOUNDED CAPITAL-AT-RISK }, year = {} } ...
Category:Claudia Klüppelberg - Wikimedia Commonscommons.wikimedia.org › wiki › Category:Claudia_Klüppelberg
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Dec 19, — Vicky Fasen-Hartmann · Milan Borkovec · Christoph Kühn · Susanne Emmer · Andreas Kunz · Irmingard Eder · Robert Stelzer · Gabriel Kuhn ...
Optimal portfolios when stock prices follow an ProQuestsearch.proquest.com › openview › 1.pdf
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by S Emmer · · Cited by 91 — Susanne Emmer, Claudia Klüppelberg. Center of Mathematical Sciences, Munich University of Technology, Garching, Germany.
CiteSeerX — Optimal Portfolios When Stock Prices Follow an...
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BibTeX @MISC{Emmer02optimalportfolios, author = {Susanne Emmer and Claudia Klüppelberg}, title = {Optimal Portfolios When Stock Prices Follow an Exponential Lévy ...
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Susanne Emmer, Claudia Klüppelberg : Optimal portfolios when stock prices follow an exponential Lévy process. Finance Stochastics 8(1): (2004) text to ...
Optimal portfolios with bounded Capital-at-Risk - KLUEDOkluedo.ub.uni-kl.de › frontdoor › index › index › docId
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by S Emmer · · Cited by 187 — Susanne Emmer, Claudia Klüppelberg, Ralf Korn. We consider some continuous-time Markowitz type portfolio problems that consist of maximizing expected ...
dblp: Claudia Klüppelberg
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List of computer science publications by Claudia Klüppelberg
Optimal Portfolios with Bounded Capital-at-Risk - CORE
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Location of Repository. -._.-*^*-._.-*^*-._.-. Optimal Portfolios with Bounded Capital-at-Risk. By Susanne Emmer, Claudia Klüppelberg and Ralf Korn. Abstract.
EconPapers: Optimal Portfolios with Bounded Capital at Risk
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By Susanne Emmer, Claudia Klüppelberg and Ralf Korn; Optimal Portfolios with Bounded Capital at Risk
EconPapers: Optimal portfolios when stock prices follow an...
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By Susanne Emmer and Claudia Klüppelberg; Abstract: We investigate some portfolio problems that consist of maximizing expected terminal wealth under the constraint of an
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Optimal portfolios with bounded capital at risk - EconBizwww.econbiz.de › Record › optimal-portfolios-with-bounded-capital-at-ris...
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Optimal portfolios with bounded capital at risk. Susanne Emmer and Claudia Klüppelberg; Ralf Korn. Year of publication:
مقاله اوراق بهادار بهینه هنگامی که قیمت سهام یک فرایند Lvy ن
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Susanne Emmer ] - Center of Mathematical Sciences, Munich University of Technology, Garching, Germany. [ Claudia Klüppelberg ] - Center of Mathematical ...
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