Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Reference20 articles.
1. Bäuerle N, Rieder U (2011) Markov decision processes with applications to finance. Springer, Berlin
2. Belak C, Menkens M, Sass J (2015) Worst-case portfolio optimization with proportional transaction costs. Stoch Process Appl 87(4):623–663
3. Desmettre S, Korn R, Ruckdeschel P, Seifried FT (2015a) Robust worst case optimal investment. OR Spectr 37(3):677–701
4. Desmettre S, Korn R, Seifried FT (2015b) Worst case consumption-portfolio optimization. Int J Theor Appl Finance 18(1):1550004
5. Duffie D (1988) Security markets: stochastic models. Academic Press, New York
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献