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R. Zagst
Information about the author R. Zagst will soon be added to the site.
Found
3 papers
in total
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Portfolio optimization: Volatility constraints versus shortfall constraints
1999
In this paper we examine two models of portfolio optimization. Volatility (standard...
The effect of information in separable Bayesian semi-Markov control models and its application to investment planning
1995
The paper considers a separable Bayesian semi-Markov control model to describe...
Monotocity and bounds for convex stochastic control models
1994
The authors consider a general convex stochastic control model. Their main interest...
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