Skip to contents Wittlinger, Marc Simon [Author] Terminal wealth problems in illiquid markets under a drawdown constraint Books View online Schließen > Access https://d-nb.info/1018707522/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ulm: Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften, 2012 Wittlinger, Marc [Author] Terminal wealth problems in illiquid markets under a drawdown constraint Thesis View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Universität Ulm, 2016-03-15T06:23:12Z Ahcan, Ales [Author] ; Darkiewicz, Grzegorz [Other]; Hoedemakers, Tom [Other] Terminal Wealth Problem Under Uncertainty : How to Choose the Right Asset Mix in Case of Dependent Random Payments Books View online Schließen > Access https://ssrn.com/abstract=968211 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007] Belak, Christoph; Menkens, Olaf; Sass, Jörn On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial & Applied Mathematics (SIAM), 2015 Published in: SIAM Journal on Control and Optimization Belak, Christoph; Menkens, Olaf; Sass, Joern On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: SSRN Electronic Journal Zhang, Aihua The Terminal Real Wealth Optimization Problem with Index Bond: Equivalence of Real and Nominal Portfolio Choices for CRRA utility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2008 Published in: SSRN Electronic Journal Ahcan, Ales; Darkiewicz, Grzegorz; Hoedemakers, Tom Terminal Wealth Problem Under Uncertainty: How to Choose the Right Asset Mix in Case of Dependent Random Payments Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2007 Published in: SSRN Electronic Journal Zhang, A. The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2012 Published in: IMA Journal of Management Mathematics
Wittlinger, Marc Simon [Author] Terminal wealth problems in illiquid markets under a drawdown constraint Books View online Schließen > Access https://d-nb.info/1018707522/34 kostenfrei Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Ulm: Universität Ulm. Fakultät für Mathematik und Wirtschaftswissenschaften, 2012
Wittlinger, Marc [Author] Terminal wealth problems in illiquid markets under a drawdown constraint Thesis View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Universität Ulm, 2016-03-15T06:23:12Z
Ahcan, Ales [Author] ; Darkiewicz, Grzegorz [Other]; Hoedemakers, Tom [Other] Terminal Wealth Problem Under Uncertainty : How to Choose the Right Asset Mix in Case of Dependent Random Payments Books View online Schließen > Access https://ssrn.com/abstract=968211 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2007]
Belak, Christoph; Menkens, Olaf; Sass, Jörn On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Society for Industrial & Applied Mathematics (SIAM), 2015 Published in: SIAM Journal on Control and Optimization
Belak, Christoph; Menkens, Olaf; Sass, Joern On the Uniqueness of Unbounded Viscosity Solutions Arising in an Optimal Terminal Wealth Problem with Transaction Costs Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2013 Published in: SSRN Electronic Journal
Zhang, Aihua The Terminal Real Wealth Optimization Problem with Index Bond: Equivalence of Real and Nominal Portfolio Choices for CRRA utility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2008 Published in: SSRN Electronic Journal
Ahcan, Ales; Darkiewicz, Grzegorz; Hoedemakers, Tom Terminal Wealth Problem Under Uncertainty: How to Choose the Right Asset Mix in Case of Dependent Random Payments Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2007 Published in: SSRN Electronic Journal
Zhang, A. The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Oxford University Press (OUP), 2012 Published in: IMA Journal of Management Mathematics
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