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Veröffentlichungen M. Schweizer
people.math.ethz.ch
C. Czichowsky and M. Schweizer (2011) "Closedness in the Semimartingale Topology for Spaces of Stochastic Integrals with Constrained Integrands" Séminaire de Probabilités XLIII, Lecture Notes in Mathematics 2006, ; ( 266K). C. Frei, S. Malamud and M. Schweizer (2011) "Convexity Bounds for ...
Firmen-Mitarbeiter
Christoph Czichowsky
www.maths.lse.ac.uk
C. Czichowsky, R. Peyre, W. Schachermayer and J. Yang (2016). "Shadow prices , fractional Brownian motion and portfolio optimisation under ...
Zahnärzte Wolnzach | Zahnarztpraxis Dr. Beate Brandl & Thomas Jall -...
www.zahnaerzte-wolnzach.de
Schöne und gesunde Zähne haben Einfluss auf das Wohlbefinden und die Gesundheit eines Menschen. Deshalb sehen wir es als unsere Berufung, Ihre Zähne gesund zu...
Bücher
Issues in Logic, Probability, Combinatorics, and Chaos Theory:
books.google.de
Issues in Logic, Probability, Combinatorics, and Chaos Theory: Edition is a ScholarlyEditions™ book that delivers timely, authoritative, and comprehensive...
Long-Range Dependence and Self-Similarity - Vladas Pipiras, Murad S....
books.google.de
This modern and comprehensive guide to long-range dependence and self-similarity starts with rigorous coverage of the basics, then moves on to cover more...
Optimal Financial Decision Making under Uncertainty - Google Books
books.google.de
... strategies with risk limits. Oper. Res. 56(2), 358–368 (2008) C. Czichowsky, Time-consistent mean-variance portfolio selection in discrete and continuous time.
Séminaire de Probabilités XLIII - Google Books
books.google.de
This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research...
Dokumente zum Namen
Abstracts
www.math.hu-berlin.de
5th Berlin Workshop on Mathematical Finance for Young Researchers - Abstracts
Veröffentlichungen allgemein
Equilibrium Time-Consistent Strategy for Corporate International...
www.hindawi.com
View at Publisher · View at Google Scholar; J. Yong, “Time-inconsistent optimal control problems and the equilibrium HJB equation,” Mathematical Control and Related Fields, vol. 2, no. 3, pp. 271–329, View at Publisher · View at Google Scholar · View at MathSciNet · View at Scopus; C. Czichowsky, ...
Time-Consistent Strategies for Multi-Period Portfolio Optimization...
www.hindawi.com
The pre-commitment and time-consistent strategies are the two most representative investment strategies for the classic multi-period mean-variance portfolio...
Sonstiges
A non-exponential discounting time-inconsistent stochastic optimal...
www.aimsciences.org
In this paper, we study general time-inconsistent stochastic control models which are driven by a stochastic differential equation with random jumps....
Constrained nonsmooth utility maximization on the positive real line
www.aimsciences.org
We maximize the expected utility of terminal wealth in an incomplete market where there are cone constraints on the investor's portfolio process
and the...
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