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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
Group by:
The graphs summarize 2 occurrences of 2 keywords
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Results
Found 6 publication records. Showing 6 according to the selection in the facets
| Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
| 28 | Dietmar Maringer, Panos Parpas |
Global optimization of higher order moments in portfolio selection.  |
J. Glob. Optim.  |
2009 |
DBLP DOI BibTeX RDF |
G11, Jel Classification C61 |
| 28 | Hiroaki Hata, Yasunari Iida |
A risk-sensitive stochastic control approach to an optimal investment problem with partial information. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification D81, G11 |
| 28 | Luciano Campi, Walter Schachermayer |
A super-replication theorem in Kabanov's model of transaction costs. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification G10, G11, G13 |
| 28 | Alexander S. Cherny |
Weighted V@R and its Properties. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
JEL Classifications G10, G11, G12 |
| 27 | Alet Roux, Tomasz Zastawniak |
A counter-example to an option pricing formula under transaction costs. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification G11, G13 |
| 27 | Gordana Dmitrasinovic-Vidovic, Antony Ware |
Asymptotic behaviour of mean-quantile efficient portfolios. |
Finance Stochastics |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification G11, C61 |
Displaying result #1 - #6 of 6 (100 per page; Change: )
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