Optimal Portfolios:Stochastic Models for Optimal Investment and Risk Management in Continuous Time
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Book Chapters
The following chapters of this book are listed in IDEAS- Ralf Korn, 1997. "Introduction And Discrete-Time Models," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Ralf Korn, 1997. "The Continuous-Time Market Model," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 2, pages 15-35, World Scientific Publishing Co. Pte. Ltd..
- Ralf Korn, 1997. "The Continuous-Time Portfolio Problem," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 3, pages 37-99, World Scientific Publishing Co. Pte. Ltd..
- Ralf Korn, 1997. "Constrained Continuous-Time Problems," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 4, pages 101-150, World Scientific Publishing Co. Pte. Ltd..
- Ralf Korn, 1997. "Portfolio Optimisation In The Presence Of Transaction Costs," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 5, pages 151-221, World Scientific Publishing Co. Pte. Ltd..
- Ralf Korn, 1997. "Non-Utility Based Portfolio Selection Models," World Scientific Book Chapters, in: Optimal Portfolios Stochastic Models for Optimal Investment and Risk Management in Continuous Time, chapter 6, pages 223-294, World Scientific Publishing Co. Pte. Ltd..
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