المؤلفون: Sass, Jörn, Westphal, Dorothee, Wunderlich, Ralf

المصدر: International Journal of Theoretical and Applied Finance 20 (4), 2017

مصطلحات موضوعية: Quantitative Finance - Portfolio Management, 91G10, 93E11, 93E20

URL الوصول: http://arxiv.org/abs/1601.08155

المؤلفون: Gabih, Abdelali, Kondakji, Hakam, Sass, Jörn, Wunderlich, Ralf

المصدر: Communications on Stochastic Analysis , Vol. 8, No. 1, 27-47, 2014

مصطلحات موضوعية: Quantitative Finance - Portfolio Management, 91G10, 93E11, 93E20

URL الوصول: http://arxiv.org/abs/1402.6313

المؤلفون: Abdelali Gabih, Hakam Kondakji, Jörn Sass, Ralf Wunderlich

مصطلحات موضوعية: Statistics and Probability, Logarithm, Gaussian, 91G10, 93E11, 93E20, Conditional expectation, FOS: Economics and business, symbols.namesake, Discrete time and continuous time, Portfolio Management (q-fin.PM), Bellman equation, Mean reversion, Econometrics, symbols, Conditional variance, Expected utility hypothesis, Quantitative Finance - Portfolio Management, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::39f4181e51d94a8386b088f7c243f254
http://arxiv.org/abs/1402.6313